%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.01", %%% date = "08 November 2023", %%% time = "14:04:28 MST", %%% filename = "jeconometrics2000.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 = "05400 29536 105155 1193565", %%% 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 2000--2009. %%% %%% 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 1.01, the COMPLETE year coverage %%% looked like this: %%% %%% 1996 ( 1) 2003 ( 120) 2010 ( 0) %%% 1997 ( 0) 2004 ( 113) 2011 ( 0) %%% 1998 ( 0) 2005 ( 111) 2012 ( 1) %%% 1999 ( 0) 2006 ( 154) 2013 ( 0) %%% 2000 ( 103) 2007 ( 207) 2014 ( 1) %%% 2001 ( 111) 2008 ( 187) %%% 2002 ( 117) 2009 ( 125) %%% %%% Article: 1351 %%% %%% Total entries: 1351 %%% %%% 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{Rilstone:1996:SOB, author = "Paul Rilstone and V. K. Srivastava and Aman Ullah", title = "The second-order bias and mean squared error of nonlinear estimators", journal = j-J-ECONOMETRICS, volume = "75", number = "2", pages = "369--395", month = dec, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(96)89457-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Rilstone:2005:CSO}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407696894577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Ea, author = "Anonymous", title = "Editorial", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "1--7", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00015-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000159", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2000:NRM, author = "Yacine A{\"\i}t-Sahalia and Andrew W. Lo", title = "Nonparametric risk management and implied risk aversion", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "9--51", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00016-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000160", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Broadie:2000:AOS, author = "Mark Broadie and J{\'e}r{\^o}me Detemple and Eric Ghysels and Olivier Torr{\'e}s", title = "{American} options with stochastic dividends and volatility: A nonparametric investigation", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "53--92", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00017-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000172", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Garcia:2000:PHD, author = "Ren{\'e} Garcia and Ramazan Gen{\c{c}}ay", title = "Pricing and hedging derivative securities with neural networks and a homogeneity hint", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "93--115", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00018-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000184", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clement:2000:ESR, author = "E. Clement and C. Gourieroux and A. Monfort", title = "Econometric specification of the risk neutral valuation model", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "117--143", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00019-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000196", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacquier:2000:BAC, author = "Eric Jacquier and Robert Jarrow", title = "{Bayesian} analysis of contingent claim model error", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "145--180", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00020-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000202", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bates:2000:PCF, author = "David S. Bates", title = "Post-'87 crash fears in the {S\&P} 500 futures option market", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "181--238", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00021-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000214", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollen:2000:RSF, author = "Nicolas P. B. Bollen and Stephen F. Gray and Robert E. Whaley", title = "Regime switching in foreign exchange rates:: Evidence from currency option prices", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "239--276", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00022-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000226", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bakshi:2000:PHL, author = "Gurdip Bakshi and Charles Cao and Zhiwu Chen", title = "Pricing and hedging long-term options", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "277--318", month = jan, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00023-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000238", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PJa, author = "Anonymous", title = "Pages 1--320 ({January 2000})", journal = j-J-ECONOMETRICS, volume = "94", number = "1--2", pages = "??--??", month = jan, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abrevaya:2000:REG, author = "Jason Abrevaya", title = "Rank estimation of a generalized fixed-effects regression model", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "1--23", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00027-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000275", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Charlier:2000:ECR, author = "Erwin Charlier and Bertrand Melenberg and Arthur van Soest", title = "Estimation of a censored regression panel data model using conditional moment restrictions efficiently", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "25--56", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00028-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000287", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nakatsuma:2000:BAA, author = "Teruo Nakatsuma", title = "{Bayesian} analysis of {ARMA-GARCH} models: A {Markov} chain sampling approach", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "57--69", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00029-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000299", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ayat:2000:URT, author = "Leila Ayat and Peter Burridge", title = "Unit root tests in the presence of uncertainty about the non-stochastic trend", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "71--96", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00030-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000305", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2000:DCP, author = "Jae-Young Kim", title = "Detection of change in persistence of a linear time series", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "97--116", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00031-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Kim:2002:CDC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000317", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2000:NSQ, author = "Lung-fei Lee", title = "A numerically stable quadrature procedure for the one-factor random-component discrete choice model", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "117--129", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00032-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000329", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ryu:2000:EDU, author = "Hang K. Ryu and Daniel J. Slottje", title = "Estimating the density of unemployment duration based on contaminated samples or small samples", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "131--156", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00033-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000330", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Banerjee:2000:SUT, author = "Anurag N. Banerjee and Jan R. Magnus", title = "On the sensitivity of the usual $t$- and {$F$}-tests to covariance misspecification", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "157--176", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00034-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000342", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:2000:TCR, author = "Helmut L{\"u}tkepohl and Pentti Saikkonen", title = "Testing for the cointegrating rank of a {VAR} process with a time trend", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "177--198", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00035-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000354", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2000:TTR, author = "Yi-Ting Chen and Ray Y. Chou and Chung-Ming Kuan", title = "Testing time reversibility without moment restrictions", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "199--218", month = mar, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00036-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000366", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PMa, author = "Anonymous", title = "Pages 1--218 ({March 2000})", journal = j-J-ECONOMETRICS, volume = "95", number = "1", pages = "??--??", month = mar, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Eb, author = "Anonymous", title = "Editorial", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "219--220", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00037-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000378", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:C, author = "Anonymous", title = "Conference", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "221--221", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00047-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000470", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:2000:ECC, author = "Herman J. Bierens and Norman R. Swanson", title = "The econometric consequences of the ceteris paribus condition in economic theory", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "223--253", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00038-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900038X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chamberlain:2000:EDT, author = "Gary Chamberlain", title = "Econometrics and decision theory", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "255--283", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00039-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000391", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanGarderen:2000:CSA, author = "Kees Jan van Garderen and Kevin Lee and M. Hashem Pesaran", title = "Cross-sectional aggregation of non-linear models", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "285--331", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00040-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000408", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:2000:IBE, author = "W. H{\"a}rdle and J. Horowitz", title = "{Internet}-based econometric computing", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "333--345", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00041-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900041X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koenker:2000:GEF, author = "Roger Koenker", title = "{Galton}, {Edgeworth}, Frisch, and prospects for quantile regression in econometrics", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "347--374", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00043-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000433", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2000:ERC, author = "Joel L. Horowitz and N. E. Savin", title = "Empirically relevant critical values for hypothesis tests: A bootstrap approach", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "375--389", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00042-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000421", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lancaster:2000:IPP, author = "Tony Lancaster", title = "The incidental parameter problem since 1948", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "391--413", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00044-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000445", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manski:2000:IPD, author = "Charles F. Manski", title = "Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "415--442", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00045-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000457", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sims:2000:ULP, author = "Christopher A. Sims", title = "Using a likelihood perspective to sharpen econometric discourse: Three examples", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "443--462", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00046-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000469", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "463--463", month = apr, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00067-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000676", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PAa, author = "Anonymous", title = "Pages 219--464 ({April 2000})", journal = j-J-ECONOMETRICS, volume = "95", number = "2", pages = "??--??", month = apr, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ellison:2000:SFN, author = "Glenn Ellison and Sara Fisher Ellison", title = "A simple framework for nonparametric specification testing", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "1--23", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00048-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000482", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Butler:2000:ERM, author = "J. S. Butler", title = "Efficiency results of {MLE} and {GMM} estimation with sampling weights", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "25--37", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00049-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000494", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2000:TSE, author = "Valentina Corradi and Norman R. Swanson and Halbert White", title = "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time {Markov} processes", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "39--73", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00050-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000500", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Timmermann:2000:MMS, author = "Allan Timmermann", title = "Moments of {Markov} switching models", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "75--111", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00051-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000512", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2000:NIS, author = "Miguel A. Delgado and Javier Hidalgo", title = "Nonparametric inference on structural breaks", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "113--144", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00052-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000524", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2000:RCT, author = "Valentina Corradi", title = "Reconsidering the continuous time limit of the {$ {\rm GARCH}(1, 1) $} process", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "145--153", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00053-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000536", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tsay:2000:SRF, author = "Wen-Jen Tsay and Ching-Fan Chung", title = "The spurious regression of fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "155--182", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00056-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000561", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2000:EEB, author = "Songnian Chen", title = "Efficient estimation of binary choice models under symmetry", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "183--199", month = may, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00059-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000597", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PMb, author = "Anonymous", title = "Pages 1--200 ({May 2000})", journal = j-J-ECONOMETRICS, volume = "96", number = "1", pages = "??--??", month = may, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Taber:2000:SIH, author = "Christopher R. Taber", title = "Semiparametric identification and heterogeneity in discrete choice dynamic programming models", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "201--229", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00057-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000573", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Michaelides:2000:ERE, author = "Alexander Michaelides and Serena Ng", title = "Estimating the rational expectations model of speculative storage: A {Monte Carlo} comparison of three simulation estimators", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "231--266", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00058-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000585", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nielsen:2000:SEA, author = "Soren Feodor Nielsen", title = "On simulated {EM} algorithms", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "267--292", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00060-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000603", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2000:EAE, author = "John Geweke and Michael Keane", title = "An empirical analysis of earnings dynamics among men in the {PSID}: 1968--1989", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "293--356", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00063-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000639", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baker:2000:DDN, author = "Michael Baker and Angelo Melino", title = "Duration dependence and nonparametric heterogeneity: A {Monte Carlo} study", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "357--393", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00064-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000640", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "395--395", month = jun, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00017-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000178", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PJb, author = "Anonymous", title = "Pages 201--396 ({June 2000})", journal = j-J-ECONOMETRICS, volume = "96", number = "2", pages = "??--??", month = jun, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thomsen:2000:SCD, author = "Thomas Thomsen", title = "Short cuts to dynamic factor demand modelling", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "1--23", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00062-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000627", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2000:BAC, author = "Siddhartha Chib and Barton H. Hamilton", title = "{Bayesian} analysis of cross-section and clustered data treatment models", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "25--50", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00065-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000652", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deschamps:2000:ESS, author = "Philippe J. Deschamps", title = "Exact small-sample inference in stationary, fully regular, dynamic demand models", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "51--91", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00066-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000664", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2000:TSC, author = "Bruce E. Hansen", title = "Testing for structural change in conditional models", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "93--115", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00068-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000688", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perraudin:2000:DRA, author = "William R. M. Perraudin and Bent E. S{\o}rensen", title = "The demand for risky assets: Sample selection and household portfolios", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "117--144", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00069-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900069X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2000:SQR, author = "Arthur Lewbel", title = "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "145--177", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00015-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000154", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Im:2000:RGT, author = "Kyung So Im", title = "Robustifying Glejser test of heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "179--188", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00061-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000615", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Machado:2000:GTR, author = "Jos{\'e} A. F. Machado and J. M. C. Santos Silva", title = "{Glejser}'s test revisited", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "189--202", month = jul, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00016-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000166", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PJc, author = "Anonymous", title = "Pages 1--206 ({July 2000})", journal = j-J-ECONOMETRICS, volume = "97", number = "1", pages = "??--??", month = jul, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Huang:2000:NMC, author = "Ju-Chin Huang and Douglas W. Nychka", title = "A nonparametric multiple choice method within the random utility framework", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "207--225", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00072-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440769900072X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inkmann:2000:MHP, author = "Joachim Inkmann", title = "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of {GMM} and {SML} estimators", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "227--259", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00070-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000706", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2000:TIU, author = "Gary Koop and Herman K. {Van Dijk}", title = "Testing for integration using evolving trend and seasonals models: A {Bayesian} approach", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "261--291", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00071-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000718", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2000:SAV, author = "M. Hashem Pesaran and Yongcheol Shin and Richard J. Smith", title = "Structural analysis of vector error correction models with exogenous I (1) variables", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "293--343", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00073-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000731", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2000:AAO, author = "Garry D. A. Phillips", title = "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "345--364", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00075-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000755", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chong:2000:EDP, author = "Terence Tai-Leung Chong", title = "Estimating the differencing parameter via the partial autocorrelation function", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "365--381", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00076-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000767", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "383--383", month = aug, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00037-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000373", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PAb, author = "Anonymous", title = "Pages 207--384 ({August 2000})", journal = j-J-ECONOMETRICS, volume = "97", number = "2", pages = "??--??", month = aug, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marriott:2000:SEU, author = "John Marriott and Paul Newbold", title = "The strength of evidence for unit autoregressive roots and structural breaks: A {Bayesian} perspective", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "1--25", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00077-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000779", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Whang:2000:CBT, author = "Yoon-Jae Whang", title = "Consistent bootstrap tests of parametric regression functions", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "27--46", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00078-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000780", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez:2000:BAM, author = "Carmen Fern{\'a}ndez and Gary Koop and Mark Steel", title = "A {Bayesian} analysis of multiple-output production frontiers", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "47--79", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00074-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000743", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2000:SEL, author = "Tim Bollerslev and Jonathan H. Wright", title = "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "81--106", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00079-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000792", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tse:2000:TCC, author = "Y. K. Tse", title = "A test for constant correlations in a multivariate {GARCH} model", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "107--127", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00080-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000809", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2000:CIP, author = "Tong Li and Isabelle Perrigne and Quang Vuong", title = "Conditionally independent private information in {OCS} wildcat auctions", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "129--161", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00081-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000810", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oberhelman:2000:APC, author = "Dennis Oberhelman and K. Rao Kadiyala", title = "Asymptotic probability concentrations and finite sample properties of modified {LIML} estimators for equations with more than two endogenous variables", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "163--185", month = sep, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00082-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000822", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PS, author = "Anonymous", title = "Pages 1--186 ({September 2000})", journal = j-J-ECONOMETRICS, volume = "98", number = "1", pages = "??--??", month = sep, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2000:FCV, author = "Chuanming Gao and Kajal Lahiri", title = "Further consequences of viewing {LIML} as an iterated {Aitken} estimator", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "187--202", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00083-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000834", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeJong:2000:BAD, author = "David N. DeJong and Beth F. Ingram and Charles H. Whiteman", title = "A {Bayesian} approach to dynamic macroeconomics", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "203--223", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00019-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000191", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yao:2000:IOW, author = "Feng Yao and Yuzo Hosoya", title = "Inference on one-way effect and evidence in {Japanese} macroeconomic data", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "225--255", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(99)00084-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000846", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2000:NSU, author = "Michael Smith and Robert Kohn", title = "Nonparametric seemingly unrelated regression", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "257--281", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00018-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000018X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2000:ECR, author = "Songnian Chen and Shakeeb Khan", title = "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "283--316", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00020-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000208", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2000:REL, author = "Songnian Chen", title = "Rank estimation of a location parameter in the binary choice model", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "317--334", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00021-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000021X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pere:2000:AEW, author = "Pekka Pere", title = "Adjusted estimates and {Wald} statistics for the {AR(1)} model with constant", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "335--363", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00023-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000233", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Girma:2000:QDA, author = "Sourafel Girma", title = "A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "365--383", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00024-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000245", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Id, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "385--385", month = oct, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00038-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000385", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PO, author = "Anonymous", title = "Pages 187--386 ({October 2000})", journal = j-J-ECONOMETRICS, volume = "98", number = "2", pages = "??--??", month = oct, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chay:2000:CRW, author = "Kenneth Y. Chay and David S. Lee", title = "Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "1--38", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00029-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000294", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Racine:2000:CCV, author = "Jeff Racine", title = "Consistent cross-validatory model-selection for dependent data: $ h v$-block cross-validation", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "39--61", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00030-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000300", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gozalo:2000:LNL, author = "Pedro Gozalo and Oliver Linton", title = "Local nonlinear least squares: Using parametric information in nonparametric regression", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "63--106", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00031-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000312", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shin:2000:GTS, author = "Dong Wan Shin and Beong Soo So", title = "{Gaussian} tests for seasonal unit roots based on {Cauchy} estimation and recursive mean adjustments", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "107--137", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00032-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000324", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2000:MLM, author = "Ming Liu", title = "Modeling long memory in stock market volatility", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "139--171", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00033-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000336", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCulloch:2000:BAM, author = "Robert E. McCulloch and Nicholas G. Polson and Peter E. Rossi", title = "A {Bayesian} analysis of the multinomial probit model with fully identified parameters", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "173--193", month = nov, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00034-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000348", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PN, author = "Anonymous", title = "Pages 1--194 ({November 2000})", journal = j-J-ECONOMETRICS, volume = "99", number = "1", pages = "??--??", month = nov, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCracken:2000:RSI, author = "Michael W. McCracken", title = "Robust out-of-sample inference", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "195--223", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00022-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Turkington:2000:GVO, author = "Darrell Turkington", title = "Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "225--253", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00025-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000257", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2000:MPT, author = "Jean-Marie Dufour and Olivier Torr{\`e}s", title = "{Markovian} processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "255--289", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00026-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000269", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deo:2000:STM, author = "Rohit S. Deo", title = "Spectral tests of the martingale hypothesis under conditional heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "291--315", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00027-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000270", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pollock:2000:TET, author = "D. S. G. Pollock", title = "Trend estimation and de-trending via rational square-wave filters", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "317--334", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00028-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000282", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nobile:2000:CBM, author = "Agostino Nobile", title = "Comment: {Bayesian} multinomial probit models with a normalization constraint", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "335--345", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00035-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000035X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCulloch:2000:RN, author = "Robert E. McCulloch and Peter E. Rossi", title = "Reply to Nobile", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "347--348", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00036-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000361", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deo:2000:ETG, author = "Rohit S. Deo", title = "On estimation and testing goodness of fit for $m$-dependent stable sequences", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "349--372", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00039-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000397", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bilias:2000:SRM, author = "Yannis Bilias and Songnian Chen and Zhiliang Ying", title = "Simple resampling methods for censored regression quantiles", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "373--386", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00042-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000427", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:Ie, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "387--387", month = dec, year = "2000", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00066-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000066X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2000:PD, author = "Anonymous", title = "Pages 195--388 ({December 2000})", journal = j-J-ECONOMETRICS, volume = "99", number = "2", pages = "??--??", month = dec, year = "2000", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2001:OFC, author = "C. Hsiao", title = "Open forum on the current state and future challenges of econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "1--1", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00043-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000439", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2001:EEE, author = "James J. Heckman", title = "Econometrics and empirical economics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "3--5", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00044-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Deistler:2001:CCC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000440", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hendry:2001:ACE, author = "David F. Hendry", title = "Achievements and challenges in econometric methodology", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "7--10", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00045-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000452", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2001:BEF, author = "John Geweke", title = "{Bayesian} econometrics and forecasting", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "11--15", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00046-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See comments \cite{Lenk:2001:BER}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000464", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2001:MPF, author = "Clive W. J. Granger", title = "Macroeconometrics --- Past and future", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "17--19", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00047-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Zellner:2001:CPE,Deistler:2001:CCC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000476", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2001:TTS, author = "Peter C. B. Phillips", title = "Trending time series and macroeconomic activity: Some present and future challenges", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "21--27", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00048-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000488", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stock:2001:ME, author = "James H. Stock", title = "Macro-econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "29--32", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00049-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000049X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2001:M, author = "Jerry Hausman", title = "Microeconometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "33--35", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00050-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See comment \cite{Wansbeek:2001:CMJ}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000506", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2001:BHT, author = "Joel L. Horowitz", title = "The bootstrap and hypothesis tests in econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "37--40", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00051-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000518", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2001:FEP, author = "Tim Bollerslev", title = "Financial econometrics: Past developments and future challenges", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "41--51", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00052-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000052X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:2001:FEN, author = "Robert Engle", title = "Financial econometrics --- A new discipline with new methods", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "53--56", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00053-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See comments \cite{Zellner:2001:CPE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000531", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tauchen:2001:NFE, author = "George Tauchen", title = "Notes on financial econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "57--64", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00054-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000543", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durlauf:2001:MGE, author = "Steven N. Durlauf", title = "Manifesto for a growth econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "65--69", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00055-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000555", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deistler:2001:CCC, author = "M. Deistler", title = "Comments on the contributions by {C. W. J. Granger} and {J. J. Heckman}", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "71--72", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00056-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Granger:2001:MPF,Heckman:2001:EEE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000567", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2001:ERP, author = "Francis X. Diebold", title = "Econometrics: Retrospect and prospect", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "73--75", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00059-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000592", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krishnakumar:2001:SCJ, author = "Jaya Krishnakumar", title = "A short comment on the {JE} Open forum essays", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "77--78", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00060-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000609", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lenk:2001:BER, author = "Peter Lenk and Michel Wedel", title = "{Bayesian} econometrics:: A reaction to {Geweke}", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "79--80", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00061-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Geweke:2001:BEF,Zellner:2001:CPE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000610", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:2001:CEC, author = "Helmut L{\"u}tkepohl", title = "Comment on essays on current state and future challenges of econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "81--82", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00062-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000622", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:2001:RFO, author = "Esfandiar Maasoumi", title = "On the relevance of first-order asymptotic theory to economics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "83--86", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00063-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000634", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vinod:2001:CFR, author = "H. D. Vinod", title = "Care and feeding of reproducible econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "87--88", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00064-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000646", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wansbeek:2001:CMJ, author = "Tom Wansbeek and Michel Wedel and Erik Meijer", title = "Comment on ``{Microeconometrics}'' by {J. A. Hausman}", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "89--91", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00065-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Hausman:2001:M}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000658", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2001:CPE, author = "Arnold Zellner", title = "Comments on papers by {Engle}, {Geweke} and {Granger}", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "93--94", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00067-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Engle:2001:FEN,Geweke:2001:BEF,Granger:2001:MPF}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000671", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2001:R, author = "Jerry Hausman", title = "Rejoinder", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "95--96", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00057-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000579", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2001:RCE, author = "J. L. Horowitz", title = "Response to comments of Esfandiar Maasoumi", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "97--98", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00058-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000580", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dirkmaat:2001:SPF, author = "Joop Dirkmaat", title = "Some publishing facts, figures, and observations on the occasion of Volume 100, number 1 of the Journal of Econometrics", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "99--112", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00070-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000701", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:Ia, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "153--275", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00081-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000816", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:Ib, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "277--318", month = jan, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00080-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000804", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:OF, author = "Anonymous", title = "(Open Forum)", journal = j-J-ECONOMETRICS, volume = "100", number = "1", pages = "??--??", month = jan, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2001:TSR, author = "Shakeeb Khan", title = "Two-stage rank estimation of quantile index models", journal = j-J-ECONOMETRICS, volume = "100", number = "2", pages = "319--355", month = feb, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00040-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000403", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moschini:2001:PRE, author = "GianCarlo Moschini", title = "Production risk and the estimation of ex-ante cost functions", journal = j-J-ECONOMETRICS, volume = "100", number = "2", pages = "357--380", month = feb, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00041-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000415", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez:2001:BPB, author = "Carmen Fern{\'a}ndez and Eduardo Ley and Mark F. J. Steel", title = "Benchmark priors for {Bayesian} model averaging", journal = j-J-ECONOMETRICS, volume = "100", number = "2", pages = "381--427", month = feb, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00076-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000762", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:Ic, author = "Anonymous", title = "Index", journal = j-J-ECONOMETRICS, volume = "100", number = "2", pages = "429--429", month = feb, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00082-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000828", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PF, author = "Anonymous", title = "Pages 319--430 ({February 2001})", journal = j-J-ECONOMETRICS, volume = "100", number = "2", pages = "??--??", month = feb, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bera:2001:TEC, author = "Anil K. Bera and Walter Sosa-Escudero and Mann Yoon", title = "Tests for the error component model in the presence of local misspecification", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "1--23", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00071-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000713", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vilasuso:2001:CTC, author = "Jon Vilasuso", title = "Causality tests and conditional heteroskedasticity:: {Monte Carlo} evidence", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "25--35", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00072-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000725", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ronchetti:2001:RIG, author = "Elvezio Ronchetti and Fabio Trojani", title = "Robust inference with {GMM} estimators", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "37--69", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00073-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000737", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Charlier:2001:AHE, author = "Erwin Charlier and Bertrand Melenberg and Arthur van Soest", title = "An analysis of housing expenditure using semiparametric models and panel data", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "71--107", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00074-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000749", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:2001:NEU, author = "Robert M. de Jong", title = "Nonlinear estimation using estimated cointegrating relations", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "109--122", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00075-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000750", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2001:CMM, author = "Donald W. K. Andrews and Biao Lu", title = "Consistent model and moment selection procedures for {GMM} estimation with application to dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "123--164", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00077-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000774", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golan:2001:SEV, author = "Amos Golan", title = "A simultaneous estimation and variable selection rule", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "165--193", month = mar, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00078-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000786", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PMa, author = "Anonymous", title = "Pages 1--194 ({March 2001})", journal = j-J-ECONOMETRICS, volume = "101", number = "1", pages = "??--??", month = mar, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2001:MSV, author = "P. M. Robinson", title = "The memory of stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "195--218", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00079-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000798", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:2001:GEL, author = "Seung Chan Ahn and Young Hoon Lee and Peter Schmidt", title = "{GMM} estimation of linear panel data models with time-varying individual effects", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "219--255", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00083-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760000083X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{ElBabsiri:2001:CAG, author = "Mohamed {El Babsiri} and Jean-Michel Zakoian", title = "Contemporaneous asymmetry in {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "257--294", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00084-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000841", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Antweiler:2001:NRE, author = "Werner Antweiler", title = "Nested random effects estimation in unbalanced panel data", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "295--313", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00086-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000865", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zheng:2001:SIT, author = "Buhong Zheng and Brian J. Cushing", title = "Statistical inference for testing inequality indices with dependent samples", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "315--335", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00087-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000877", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zheng:2001:SIP, author = "Buhong Zheng", title = "Statistical inference for poverty measures with relative poverty lines", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "337--356", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00088-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000889", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2001:UNE, author = "Badi H. Baltagi and Seuck Heun Song and Byoung Cheol Jung", title = "The unbalanced nested error component regression model", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "357--381", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00089-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000890", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:AIa, author = "Anonymous", title = "Author index", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "383--383", month = apr, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00037-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000379", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PAa, author = "Anonymous", title = "Pages 195--384 ({April 2001})", journal = j-J-ECONOMETRICS, volume = "101", number = "2", pages = "??--??", month = apr, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Darolles:2001:TDE, author = "Serge Darolles and Christian Gouri{\'e}roux", title = "Truncated dynamics and estimation of diffusion equations", journal = j-J-ECONOMETRICS, volume = "102", number = "1", pages = "1--22", month = may, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00085-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000853", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Severini:2001:SAC, author = "Thomas A. Severini and Gautam Tripathi", title = "A simplified approach to computing efficiency bounds in semiparametric models", journal = j-J-ECONOMETRICS, volume = "102", number = "1", pages = "23--66", month = may, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00090-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000907", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2001:DOM, author = "Yacine A{\"\i}t-Sahalia and Yubo Wang and Francis Yared", title = "Do option markets correctly price the probabilities of movement of the underlying asset?", journal = j-J-ECONOMETRICS, volume = "102", number = "1", pages = "67--110", month = may, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00091-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000919", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Singleton:2001:EAA, author = "Kenneth J. Singleton", title = "Estimation of affine asset pricing models using the empirical characteristic function", journal = j-J-ECONOMETRICS, volume = "102", number = "1", pages = "111--141", month = may, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(00)00092-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407600000920", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PMb, author = "Anonymous", title = "Pages 1--142 ({May 2001})", journal = j-J-ECONOMETRICS, volume = "102", number = "1", pages = "??--??", month = may, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sentana:2001:IET, author = "Enrique Sentana and Gabriele Fiorentini", title = "Identification, estimation and testing of conditionally heteroskedastic factor models", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "143--164", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00051-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000513", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dominitz:2001:EIE, author = "Jeff Dominitz", title = "Estimation of income expectations models using expectations and realization data", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "165--195", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00052-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000525", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{So:2001:IST, author = "Beong Soo So and Dong Wan Shin", title = "An invariant sign test for random walks based on recursive median adjustment", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "197--229", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00053-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000537", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coppejans:2001:EBR, author = "Mark Coppejans", title = "Estimation of the binary response model using a mixture of distributions estimator {(MOD)}", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "231--269", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00054-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vandenBerg:2001:CMM, author = "Gerard J. van den Berg and Bas van der Klaauw", title = "Combining micro and macro unemployment duration data", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "271--309", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00055-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2001:BIM, author = "Gary Koop", title = "{Bayesian} inference in models based on equilibrium search theory", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "311--338", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00056-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2001:SMM, author = "C. Francq and J.-M. Zako{\"\i}an", title = "Stationarity of multivariate {Markov}-switching {ARMA} models", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "339--364", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00057-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Domowitz:2001:CNT, author = "Ian Domowitz and Mahmoud A. El-Gamal", title = "A consistent nonparametric test of ergodicity for time series with applications", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "365--398", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00058-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:AIb, author = "Anonymous", title = "Author index", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "399--399", month = jun, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00065-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PJ, author = "Anonymous", title = "Pages 143--400 ({June 2001})", journal = j-J-ECONOMETRICS, volume = "102", number = "2", pages = "??--??", month = jun, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2001:SET, author = "Cheng Hsiao and Isabelle Perrigne", title = "Studies in Estimation and Testing", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "1--4", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00038-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000380", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sakata:2001:ENR, author = "Shinichi Sakata and Halbert White", title = "S-estimation of nonlinear regression models with dependent and heterogeneous observations", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "5--72", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00039-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000392", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2001:TSE, author = "Shakeeb Khan and James L. Powell", title = "Two-step estimation of semiparametric censored regression models", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "73--110", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00040-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000409", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chintagunta:2001:PDA, author = "Pradeep Chintagunta and Ekaterini Kyriazidou and Josef Perktold", title = "Panel data analysis of household brand choices", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "111--153", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00041-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000410", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2001:CIA, author = "Graham Elliott and James H. Stock", title = "Confidence intervals for autoregressive coefficients near one", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "155--181", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00042-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000422", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2001:TVS, author = "Yongmiao Hong", title = "A test for volatility spillover with application to exchange rates", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "183--224", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00043-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000434", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2001:CTC, author = "Jushan Bai and Serena Ng", title = "A consistent test for conditional symmetry in time series models", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "225--258", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00044-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perez-Quiros:2001:BCA, author = "Gabriel Perez-Quiros and Allan Timmermann", title = "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "259--306", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00045-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000458", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lavergne:2001:ETA, author = "Pascal Lavergne", title = "An equality test across nonparametric regressions", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "307--344", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00046-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100046X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2001:ETS, author = "Donald W. K. Andrews and Moshe Buchinsky", title = "Evaluation of a three-step method for choosing the number of bootstrap repetitions", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "345--386", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00047-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000471", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:AIc, author = "Anonymous", title = "Author index", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "387--387", month = jul, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00066-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:ET, author = "Anonymous", title = "(Estimation and testing)", journal = j-J-ECONOMETRICS, volume = "103", number = "1--2", pages = "??--??", month = jul, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gozalo:2001:TAG, author = "Pedro L. Gozalo and Oliver B. Linton", title = "Testing additivity in generalized nonparametric regression models with estimated parameters", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "1--48", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00049-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000495", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hasan:2001:RTU, author = "Mohammad N. Hasan", title = "Rank tests of unit root hypothesis with infinite variance errors", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "49--65", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00050-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000501", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Silva:2001:TPM, author = "Jo{\~a}o M. C. Santos Silva and Frank Windmeijer", title = "Two-part multiple spell models for health care demand", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "67--89", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00059-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000598", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Burridge:2001:RBT, author = "Peter Burridge and A. M. Robert Taylor", title = "On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "91--117", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00060-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanGarderen:2001:OPL, author = "Kees Jan van Garderen", title = "Optimal prediction in loglinear models", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "119--140", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00061-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liesenfeld:2001:GBM, author = "Roman Liesenfeld", title = "A generalized bivariate mixture model for stock price volatility and trading volume", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "141--178", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00062-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000628", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2001:NAC, author = "Michael Yuanjie Zhang and Jeffrey R. Russell and Ruey S. Tsay", title = "A nonlinear autoregressive conditional duration model with applications to financial transaction data", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "179--207", month = aug, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00063-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100063X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PAb, author = "Anonymous", title = "Pages 1--208 ({August 2001})", journal = j-J-ECONOMETRICS, volume = "104", number = "1", pages = "??--??", month = aug, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kemp:2001:IWT, author = "Gordon C. R. Kemp", title = "Invariance and the {Wald} test", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "209--217", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00048-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000483", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kelejian:2001:ADM, author = "Harry H. Kelejian and Ingmar R. Prucha", title = "On the asymptotic distribution of the {Moran I} test statistic with applications", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "219--257", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00064-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000641", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wansbeek:2001:GEP, author = "Tom Wansbeek", title = "{GMM} estimation in panel data models with measurement error", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "259--268", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00079-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000793", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berkowitz:2001:GSE, author = "Jeremy Berkowitz", title = "Generalized spectral estimation of the consumption-based asset pricing model", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "269--288", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00081-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000811", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shen:2001:MEB, author = "Edward Z. Shen and Jeffrey M. Perloff", title = "Maximum entropy and {Bayesian} approaches to the ratio problem", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "289--313", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00082-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000823", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2001:PAC, author = "Valentina Corradi and Norman R. Swanson and Claudia Olivetti", title = "Predictive ability with cointegrated variables", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "315--358", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00086-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000860", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuersteiner:2001:OIV, author = "Guido M. Kuersteiner", title = "Optimal instrumental variables estimation for {ARMA} models", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "359--405", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00088-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000884", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:AId, author = "Anonymous", title = "Author index", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "407--407", month = sep, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00097-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000975", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PEE, author = "Anonymous", title = "Pages {EX1--EX2}, 209--412 ({September 2001})", journal = j-J-ECONOMETRICS, volume = "104", number = "2", pages = "??--??", month = sep, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2001:FEM, author = "F. X. Diebold and Kenneth D. West", title = "Forecasting and empirical methods in finance and macroeconomics", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "1--3", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00067-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000677", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blair:2001:FSV, author = "Bevan J. Blair and Ser-Huang Poon and Stephen J. Taylor", title = "Forecasting {S\&P} 100 volatility: the incremental information content of implied volatilities and high-frequency index returns", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "5--26", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00068-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calvet:2001:FMV, author = "Laurent Calvet and Adlai Fisher", title = "Forecasting multifractal volatility", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "27--58", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00069-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000690", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2001:NSS, author = "Xiaoheng Chen and Timothy G. Conley", title = "A new semiparametric spatial model for panel time series", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "59--83", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00070-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000707", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2001:TEF, author = "Todd E. Clark and Michael W. McCracken", title = "Tests of equal forecast accuracy and encompassing for nested models", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "85--110", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00071-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000719", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Croushore:2001:RTD, author = "Dean Croushore and Tom Stark", title = "A real-time data set for macroeconomists", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "111--130", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00072-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000720", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2001:LMR, author = "Francis X. Diebold and Atsushi Inoue", title = "Long memory and regime switching", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "131--159", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00073-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000732", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lamont:2001:ETP, author = "Owen A. Lamont", title = "Economic tracking portfolios", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "161--184", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00074-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000744", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2001:YCE, author = "Oliver Linton and Enno Mammen and Jans Perch Nielsen and Carsten Tanggaard", title = "Yield curve estimation by kernel smoothing methods", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "185--223", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00075-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000756", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marinucci:2001:SFC, author = "D. Marinucci and P. M. Robinson", title = "Semiparametric fractional cointegration analysis", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "225--247", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00076-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000768", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sullivan:2001:DDM, author = "Ryan Sullivan and Allan Timmermann and Halbert White", title = "Dangers of data mining: The case of calendar effects in stock returns", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "249--286", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00077-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100077X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{West:2001:ETW, author = "Kenneth D. West", title = "Encompassing tests when no model is encompassing", journal = j-J-ECONOMETRICS, volume = "105", number = "1", pages = "287--308", month = nov, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00078-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000781", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2001:RRR, author = "Richard J. Smith and A. M. Robert Taylor", title = "Recursive and rolling regression-based tests of the seasonal unit root hypothesis", journal = j-J-ECONOMETRICS, volume = "105", number = "2", pages = "309--336", month = dec, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00083-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000835", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shintani:2001:SCR, author = "Mototsugu Shintani", title = "A simple cointegrating rank test without vector autoregression", journal = j-J-ECONOMETRICS, volume = "105", number = "2", pages = "337--362", month = dec, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00084-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000847", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2001:GFT, author = "Yacine A{\"\i}t-Sahalia and Peter J. Bickel and Thomas M. Stoker", title = "Goodness-of-fit tests for kernel regression with an application to option implied volatilities", journal = j-J-ECONOMETRICS, volume = "105", number = "2", pages = "363--412", month = dec, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00091-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000914", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:AIV, author = "Anonymous", title = "Author index to volume 105", journal = j-J-ECONOMETRICS, volume = "105", number = "2", pages = "413--413", month = dec, year = "2001", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00109-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001099", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2001:PD, author = "Anonymous", title = "Pages 309--414 ({December 2001})", journal = j-J-ECONOMETRICS, volume = "105", number = "2", pages = "??--??", month = dec, year = "2001", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cazals:2002:NFE, author = "Catherine Cazals and Jean-Pierre Florens and L{\'e}opold Simar", title = "Nonparametric frontier estimation: a robust approach", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "1--25", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00080-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100080X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:2002:SEJ, author = "Sanjiv R. Das", title = "The surprise element: jumps in interest rates", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "27--65", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00085-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000859", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davis:2002:EMW, author = "Peter Davis", title = "Estimating multi-way error components models with unbalanced data structures", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "67--95", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00087-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000872", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mittnik:2002:SSP, author = "Stefan Mittnik and Marc S. Paolella and Svetlozar T. Rachev", title = "Stationarity of stable power-{GARCH} processes", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "97--107", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00089-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000896", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ling:2002:SEM, author = "Shiqing Ling and Michael McAleer", title = "Stationarity and the existence of moments of a family of {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "109--117", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00090-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000902", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rockinger:2002:EDA, author = "Michael Rockinger and Eric Jondeau", title = "Entropy densities with an application to autoregressive conditional skewness and kurtosis", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "119--142", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00092-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000926", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2002:ETC, author = "Jean-Marie Dufour and Lynda Khalaf", title = "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "143--170", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00093-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000938", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ramalho:2002:RMC, author = "Esmeralda A. Ramalho", title = "Regression models for choice-based samples with misclassification in the response variable", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "171--201", month = jan, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00094-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100094X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PJa, author = "Anonymous", title = "Pages 1--202 ({January 2002})", journal = j-J-ECONOMETRICS, volume = "106", number = "1", pages = "??--??", month = jan, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2002:RRR, author = "T. W. Anderson", title = "Reduced rank regression in cointegrated models", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "203--216", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00095-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000951", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2002:DCR, author = "Peter M. Robinson and Yoshihiro Yajima", title = "Determination of cointegrating rank in fractional systems", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "217--241", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00096-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000963", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2002:ECF, author = "James Davidson", title = "Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "243--269", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00100-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Davidson:2002:CEC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001002", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2002:PTS, author = "Yi-Ting Chen and Chung-Ming Kuan", title = "The pseudo-true score encompassing test for non-nested hypotheses", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "271--295", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00101-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See erratum \cite{Chen:2007:CPT}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001014", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wagenvoort:2002:BRI, author = "Rien Wagenvoort and Robert Waldmann", title = "On B-robust instrumental variable estimation of the linear model with panel data", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "297--324", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00102-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001026", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2002:EAS, author = "Oliver Linton", title = "{Edgeworth} approximations for semiparametric instrumental variable estimators and test statistics", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "325--368", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00104-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100104X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Grammig:2002:MIV, author = "Joachim Grammig and Marc Wellner", title = "Modeling the interdependence of volatility and inter-transaction duration processes", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "369--400", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00105-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001051", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVa, author = "Anonymous", title = "Author index to volume 106", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "401--401", month = feb, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00129-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001294", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PEEa, author = "Anonymous", title = "Pages {EX1--EX2}, 203--402 ({February 2002})", journal = j-J-ECONOMETRICS, volume = "106", number = "2", pages = "??--??", month = feb, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golan:2002:IEE, author = "Amos Golan", title = "Information and Entropy Econometrics --- {Editor}'s View", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "1--15", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00110-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001105", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Soofi:2002:IIU, author = "E. S. Soofi and J. J. Retzer", title = "Information indices: unification and applications", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "17--40", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00111-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001117", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2002:IPB, author = "Arnold Zellner", title = "Information processing and {Bayesian} analysis", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "41--50", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00112-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001129", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bera:2002:MMM, author = "Anil K. Bera and Yannis Bilias", title = "The {MM}, {ME}, {ML}, {EL}, {EF} and {GMM} approaches to estimation: a synthesis", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "51--86", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00113-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001130", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Imbens:2002:CIG, author = "Guido W. Imbens and Richard Spady", title = "Confidence intervals in generalized method of moments models", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "87--98", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00114-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001142", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ramalho:2002:GEL, author = "Joaquim J. S. Ramalho and Richard J. Smith", title = "Generalized empirical likelihood non-nested tests", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "99--125", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00115-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001154", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanAkkeren:2002:GMB, author = "Marco van Akkeren and George Judge and Ron Mittelhammer", title = "Generalized moment based estimation and inference", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "127--148", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00116-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001166", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nevo:2002:SSI, author = "Aviv Nevo", title = "Sample selection and information-theoretic alternatives to {GMM}", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "149--157", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00117-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001178", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kitamura:2002:CBE, author = "Yuichi Kitamura and Michael Stutzer", title = "Connections between entropic and linear projections in asset pricing estimation", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "159--174", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00118-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100118X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2002:LIL, author = "Jae-Young Kim", title = "Limited information likelihood and {Bayesian} analysis", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "175--193", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00119-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001191", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golan:2002:CME, author = "Amos Golan and Jeffrey M. Perloff", title = "Comparison of maximum entropy and higher-order entropy estimators", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "195--211", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00120-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001208", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregory:2002:ITE, author = "Allan W. Gregory and Jean-Fran{\c{c}}ois Lamarche and Gregor W. Smith", title = "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "213--233", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00121-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100121X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{LaFrance:2002:ITM, author = "J. T. LaFrance and T. K. M. Beatty and R. D. Pope and G. K. Agnew", title = "Information theoretic measures of the income distribution in food demand", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "235--257", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00122-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Miller:2002:RJD, author = "Douglas J. Miller and Wei-han Liu", title = "On the recovery of joint distributions from limited information", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "259--274", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00123-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001233", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Karantininis:2002:IBE, author = "Kostas Karantininis", title = "Information-based estimators for the non-stationary transition probability matrix: an application to the {Danish} pork industry", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "275--290", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00124-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001245", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:2002:EPS, author = "Esfandiar Maasoumi and Jeff Racine", title = "Entropy and predictability of stock market returns", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "291--312", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00125-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001257", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ullah:2002:UED, author = "Aman Ullah", title = "Uses of entropy and divergence measures for evaluating econometric approximations and inference", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "313--326", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00126-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001269", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ramsay:2002:FDA, author = "James O. Ramsay and James B. Ramsey", title = "Functional data analysis of the dynamics of the monthly index of nondurable goods production", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "327--344", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00127-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001270", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanSoest:2002:SLS, author = "Arthur van Soest and Marcel Das and Xiaodong Gong", title = "A structural labour supply model with flexible preferences", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "345--374", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00128-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001282", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVb, author = "Anonymous", title = "Author index to volume 107", journal = j-J-ECONOMETRICS, volume = "107", number = "1--2", pages = "375--375", month = mar, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00066-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000660", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Levin:2002:URT, author = "Andrew Levin and Chien-Fu Lin and Chia-Shang James Chu", title = "Unit root tests in panel data: asymptotic and finite-sample properties", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "1--24", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00098-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000987", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmol:2002:TSV, author = "Francesc Marmol and Carlos Velasco", title = "Trend stationarity versus long-range dependence in time series analysis", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "25--42", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00099-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601000999", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2002:CTC, author = "Zhijie Xiao and Peter C. B. Phillips", title = "A {CUSUM} test for cointegration using regression residuals", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "43--61", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00103-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001038", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kurozumi:2002:TSB, author = "Eiji Kurozumi", title = "Testing for stationarity with a break", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "63--99", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00106-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001063", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2002:NDC, author = "Chuanming Gao and Kajal Lahiri", title = "A note on the double $k$-class estimator in simultaneous equations", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "101--111", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00107-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001075", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:2002:IED, author = "Richard Blundell and Rachel Griffith and Frank Windmeijer", title = "Individual effects and dynamics in count data models", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "113--131", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00108-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001087", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanGiersbergen:2002:HIB, author = "Noud P. A. van Giersbergen and Jan F. Kiviet", title = "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "133--156", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00132-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001324", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2002:HOA, author = "Zhijie Xiao and Peter C. B. Phillips", title = "Higher order approximations for {Wald} statistics in time series regressions with integrated processes", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "157--198", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00134-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001348", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2002:TTC, author = "William A. Barnett", title = "Tastes and technology: curvature is not sufficient for regularity", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "199--202", month = may, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00131-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001312", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PM, author = "Anonymous", title = "Pages 1--202 ({May 2002})", journal = j-J-ECONOMETRICS, volume = "108", number = "1", pages = "??--??", month = may, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:2002:SEF, author = "Scott E. Atkinson and Daniel Primont", title = "Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "203--225", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00133-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001336", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jurajda:2002:EEU, author = "Step{\'a}n Jurajda", title = "Estimating the effect of unemployment insurance compensation on the labor market histories of displaced workers", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "227--252", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00135-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760100135X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2002:SNC, author = "H. Peter Boswijk and Andr{\'e} Lucas", title = "Semi-nonparametric cointegration testing", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "253--280", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00136-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001361", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2002:MCM, author = "Siddhartha Chib and Federico Nardari and Neil Shephard", title = "{Markov} chain {Monte Carlo} methods for stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "281--316", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00137-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001373", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Biewen:2002:BII, author = "Martin Biewen", title = "Bootstrap inference for inequality, mobility and poverty measurement", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "317--342", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00138-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001385", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2002:NTU, author = "J{\"o}rg Breitung", title = "Nonparametric tests for unit roots and cointegration", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "343--363", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00139-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Breitung:2003:CNT}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001397", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Spanos:2002:PNM, author = "Aris Spanos and Anya McGuirk", title = "The problem of near-multicollinearity revisited: erratic vs systematic volatility", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "365--393", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00144-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001440", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVc, author = "Anonymous", title = "Author index to volume 108", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "395--395", month = jun, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00072-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000726", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PJb, author = "Anonymous", title = "Pages 203--396 ({June 2002})", journal = j-J-ECONOMETRICS, volume = "108", number = "2", pages = "??--??", month = jun, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2002:IVE, author = "In Choi", title = "Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "1--32", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00140-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001403", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2002:ESV, author = "Tim Bollerslev and Hao Zhou", title = "Estimating stochastic volatility diffusion using conditional moments of integrated volatility", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "33--65", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00141-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Bollerslev:2004:CES}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001415", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Honore:2002:QRU, author = "Bo Honor{\'e} and Shakeeb Khan and James L. Powell", title = "Quantile regression under random censoring", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "67--105", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00142-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001427", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2002:MLE, author = "Cheng Hsiao and M. Hashem Pesaran and A. Kamil Tahmiscioglu", title = "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "107--150", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00143-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001439", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schluter:2002:TLC, author = "Christian Schluter and Mark Trede", title = "Tails of {Lorenz} curves", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "151--166", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00145-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001452", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2002:BJT, author = "Russell Davidson and James G. MacKinnon", title = "Bootstrap J tests of nonnested linear regression models", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "167--193", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(01)00146-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407601001464", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVd, author = "Anonymous", title = "Author index to volume 109", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "EX1--EX2", month = jul, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00086-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000866", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PEEb, author = "Anonymous", title = "Pages {EX1--EX2}, 1--194 ({July 2002})", journal = j-J-ECONOMETRICS, volume = "109", number = "1", pages = "??--??", month = jul, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bansal:2002:MEA, author = "Ravi Bansal and Christian Lundblad", title = "Market efficiency, asset returns, and the size of the risk premium in global equity markets", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "195--237", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00067-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000672", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2002:MSC, author = "Marine Carrasco", title = "Misspecified Structural Change, Threshold, and {Markov}-switching models", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "239--273", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00112-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001124", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2002:EBT, author = "Miguel A. Delgado and Inmaculada Fiteni", title = "External bootstrap tests for parameter stability", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "275--303", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00115-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200115X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Donald:2002:SEI, author = "Stephen G. Donald and Harry J. Paarsch", title = "Superconsistent estimation and inference in structural econometric models using extreme order statistics", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "305--340", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00116-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001161", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vahid:2002:ICC, author = "Farshid Vahid and Jo{\~a}o Victor Issler", title = "The importance of common cyclical features in {VAR} analysis: a {Monte-Carlo} study", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "341--363", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00117-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001173", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2002:URT, author = "Tae-Hwan Kim and Stephen Leybourne and Paul Newbold", title = "Unit root tests with a break in innovation variance", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "365--387", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00118-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001185", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2002:CDC, author = "Jae-Young Kim and Rosa Badillo Amador", title = "Corrigendum to {``Detection of change in persistence of a linear time series'' [J. Econom. {\bf 95} (2000) 97--116]}", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "389--392", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00087-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Kim:2000:DCP}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000878", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVe, author = "Anonymous", title = "Author index to volume 109", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "393--393", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00131-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001318", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PEEc, author = "Anonymous", title = "Pages {EX1--EX2}, 195--397 ({August 2002})", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "??--??", month = aug, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:TAE, author = "Anonymous", title = "Two adverts: Economics Direct, Authors", journal = j-J-ECONOMETRICS, volume = "109", number = "2", pages = "EX1--EX2", month = aug, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00135-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001355", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2002:RCE, author = "Tong Li", title = "Robust and consistent estimation of nonlinear errors-in-variables models", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "1--26", month = sep, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00120-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001203", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coppejans:2002:CVS, author = "Mark Coppejans and A. Ronald Gallant", title = "Cross-validated {SNP} density estimates", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "27--65", month = sep, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00121-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001215", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2002:SBA, author = "Siddhartha Chib and Barton H. Hamilton", title = "Semiparametric {Bayes} analysis of longitudinal data treatment models", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "67--89", month = sep, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00122-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001227", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reif:2002:OPT, author = "Jiri Reif and Karel Vlcek", title = "Optimal pre-test estimators in regression", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "91--102", month = sep, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00124-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001240", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2002:CEC, author = "James Davidson", title = "Corrigendum to {``Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes'': [Journal of Econometrics {\bf 106}(2) (2002) 243--269]}", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "103--104", month = sep, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00126-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Davidson:2002:ECF}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001264", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PS, author = "Anonymous", title = "Pages 1--104 ({September 2002})", journal = j-J-ECONOMETRICS, volume = "110", number = "1", pages = "??--??", month = sep, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2002:LMN, author = "James Davidson and Timo Ter{\"a}svirta", title = "Long memory and nonlinear time series", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "105--112", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00088-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200088X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dittmann:2002:PNT, author = "Ingolf Dittmann and Clive W. J. Granger", title = "Properties of nonlinear transformations of fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "113--133", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00089-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000891", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanDijk:2002:NLM, author = "Dick van Dijk and Philip Hans Franses and Richard Paap", title = "A nonlinear long memory model, with an application to {US} unemployment", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "135--165", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00090-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000908", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2002:ICR, author = "J{\"o}rg Breitung and Uwe Hassler", title = "Inference on the cointegration rank in fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "167--185", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00091-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200091X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2002:MFC, author = "James Davidson", title = "A model of fractional cointegration, and tests for cointegration using the bootstrap", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "187--212", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00092-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000921", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2002:COS, author = "Javier Hidalgo", title = "Consistent order selection with strongly dependent data and its application to efficient estimation", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "213--239", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00094-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000945", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:2002:NME, author = "Robert M. de Jong", title = "Nonlinear minimization estimators in the presence of cointegrating relations", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "241--259", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00093-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000933", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2002:NIU, author = "Yoosoon Chang", title = "Nonlinear {IV} unit root tests in panels with cross-sectional dependency", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "261--292", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00095-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000957", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2002:TTR, author = "Bruce E. Hansen and Byeongseon Seo", title = "Testing for two-regime threshold cointegration in vector error-correction models", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "293--318", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00097-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000970", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalo:2002:EMS, author = "Jes{\'u}s Gonzalo and Jean-Yves Pitarakis", title = "Estimation and model selection based inference in single and multiple threshold models", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "319--352", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00098-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000982", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2002:CTN, author = "Valentina Corradi and Norman R. Swanson", title = "A consistent test for nonlinear out of sample predictive accuracy", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "353--381", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00099-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000994", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2002:NNH, author = "Joon Y. Park", title = "Nonstationary nonlinear heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "383--415", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00100-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lundbergh:2002:EGM, author = "Stefan Lundbergh and Timo Ter{\"a}svirta", title = "Evaluating {GARCH} models", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "417--435", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00096-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602000969", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVf, author = "Anonymous", title = "Author index to volume 110", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "437--437", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00179-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001793", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:IIFa, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "110", number = "2", pages = "ifc--ifc", month = oct, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00174-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001744", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:2002:NCR, author = "Robert M. de Jong", title = "A note on ``Convergence rates and asymptotic normality for series estimators'': uniform convergence rates", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "1--9", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00113-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001136", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Huang:2002:SCC, author = "Tai-Hsin Huang and Chung-Hua Shen", title = "Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "11--46", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00114-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001148", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauer:2002:ECS, author = "Dietmar Bauer and Martin Wagner", title = "Estimating cointegrated systems using subspace algorithms", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "47--84", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00119-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001197", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gospodinov:2002:MUF, author = "Nikolay Gospodinov", title = "Median unbiased forecasts for highly persistent autoregressive processes", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "85--101", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00123-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001239", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lahiri:2002:BAN, author = "Kajal Lahiri and Jian Gao", title = "{Bayesian} analysis of nested logit model by {Markov} chain {Monte} {Carlo}", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "103--133", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00125-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001252", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:IIFb, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "ifc--ifc", month = nov, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00186-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001860", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:PEEd, author = "Anonymous", title = "Pages {EX1--EX2}, 1--134 ({November 2002})", journal = j-J-ECONOMETRICS, volume = "111", number = "1", pages = "??--??", month = nov, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2002:FSA, author = "Richard J. Smith and H. Peter Boswijk", title = "Finite sample and asymptotic methods in econometrics", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "135--140", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00101-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200101X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2002:BCV, author = "Joel L. Horowitz", title = "Bootstrap critical values for tests based on the smoothed maximum score estimator", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "141--167", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00102-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001021", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2002:DRM, author = "Andrew Chesher and Montezuma Dumangane and Richard J. Smith", title = "Duration response measurement error", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "169--194", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00103-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001033", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2002:SSC, author = "S{\o}ren Johansen", title = "A small sample correction for tests of hypotheses on the cointegrating vectors", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "195--221", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00104-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001045", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2002:PPB, author = "Frank Kleibergen and Richard Paap", title = "Priors, posteriors and {Bayes} factors for a {Bayesian} analysis of cointegration", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "223--249", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00105-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001057", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chao:2002:JPA, author = "John C. Chao and Peter C. B. Phillips", title = "{Jeffreys} prior analysis of the simultaneous equations model in the case with n +1 endogenous variables", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "251--283", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00106-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001069", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bekker:2002:EIL, author = "Paul A. Bekker", title = "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "285--302", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00107-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001070", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2002:SBF, author = "Jean-Marie Dufour and Lynda Khalaf", title = "Simulation based finite and large sample tests in multivariate regressions", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "303--322", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00108-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001082", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2002:NUR, author = "Peter C. B. Phillips", title = "New unit root asymptotics in the presence of deterministic trends", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "323--353", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00109-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothenberg:2002:SED, author = "Thomas J. Rothenberg", title = "Some elementary distribution theory for an autoregression fitted to a random walk", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "355--361", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00110-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001100", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harris:2002:SCE, author = "David Harris and Brendan McCabe and Stephen Leybourne", title = "Stochastic cointegration: estimation and inference", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "363--384", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00111-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:AIVg, author = "Anonymous", title = "Author index to volume 111", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "385--385", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00214-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002142", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:EB, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "ifc--ifc", month = dec, year = "2002", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00210-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002105", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2002:EM, author = "Anonymous", title = "({EC2} meeting)", journal = j-J-ECONOMETRICS, volume = "111", number = "2", pages = "??--??", month = dec, year = "2002", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:2003:ADH, author = "Alok Bhargava", title = "Analysis of data on health: 2", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "1--1", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00144-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Adams:2003:HWW, author = "Peter Adams and Michael D. Hurd and Daniel McFadden and Angela Merrill and Tiago Ribeiro", title = "Healthy, wealthy, and wise? {Tests} for direct causal paths between health and socioeconomic status", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "3--56", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00145-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001458", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Adda:2003:SES, author = "J{\'e}r{\^o}me Adda and Tarani Chandola and Michael Marmot", title = "Socio-economic status and health: causality and pathways", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "57--63", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00146-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200146X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poterba:2003:SOH, author = "James M. Poterba", title = "Some observations on health status and economic status", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "65--67", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00147-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001471", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2003:SAC, author = "Clive W. J. Granger", title = "Some aspects of causal relationships", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "69--71", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00148-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001483", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2003:CCP, author = "James Heckman", title = "Conditioning, causality and policy analysis", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "73--78", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00149-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001495", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mealli:2003:AAE, author = "Fabrizia Mealli and Donald B. Rubin", title = "Assumptions allowing the estimation of direct causal effects", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "79--87", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00150-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001501", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robins:2003:GMC, author = "James M. Robins", title = "General methodological considerations", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "89--106", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00151-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001513", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2003:TSM, author = "Jerry A. Hausman", title = "Triangular structural model specification and estimation with application to causality", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "107--113", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00152-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001525", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2003:EIU, author = "John Geweke", title = "Econometric issues in using the {AHEAD} panel", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "115--120", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00153-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001537", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoover:2003:SCL, author = "Kevin D. Hoover", title = "Some causal lessons from macroeconomics", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "121--125", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00154-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florens:2003:STI, author = "Jean-Pierre Florens", title = "Some technical issues in defining causality", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "127--128", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00155-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Adams:2003:R, author = "P. Adams and M. D. Hurd and D. McFadden and A. Merrill and T. Ribeirio", title = "Response", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "129--133", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00156-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johnson:2003:DCT, author = "Elizabeth Johnson and Francesca Dominici and Michael Griswold and Scott L. Zeger", title = "Disease cases and their medical costs attributable to smoking: an analysis of the national medical expenditure survey", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "135--151", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00157-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jalan:2003:DPW, author = "Jyotsna Jalan and Martin Ravallion", title = "Does piped water reduce diarrhea for children in rural {India}?", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "153--173", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00158-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Costa:2003:UML, author = "Dora L. Costa", title = "Understanding mid-life and older age mortality declines: evidence from Union {Army} veterans", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "175--192", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00159-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001598", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wachter:2003:PBH, author = "Kenneth W. Wachter and John E. Knodel and Mark VanLandingham", title = "Parental bereavement: heterogeneous impacts of {AIDS} in {Thailand}", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "193--206", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00160-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wagstaff:2003:DCH, author = "Adam Wagstaff and Eddy van Doorslaer and Naoko Watanabe", title = "On decomposing the causes of health sector inequalities with an application to malnutrition inequalities in {Vietnam}", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "207--223", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00161-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:2003:FPG, author = "Alok Bhargava", title = "Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, {India}", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "225--240", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00162-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001628", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "112", number = "1", pages = "ifc--ifc", month = jan, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00226-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002269", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckelei:2003:BBM, author = "Thomas Heckelei and Ron C. Mittelhammer", title = "{Bayesian} bootstrap multivariate regression", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "241--264", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00196-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001963", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giraitis:2003:RVR, author = "Liudas Giraitis and Piotr Kokoszka and Remigijus Leipus and Gilles Teyssi{\`e}re", title = "Rescaled variance and related tests for long memory in volatility and levels", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "265--294", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00197-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Giraitis:2005:CRV}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001975", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2003:CST, author = "Qi Li and Cheng Hsiao and Joel Zinn", title = "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "295--325", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00198-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001987", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2003:EMA, author = "Han Hong and Matthew Shum", title = "Econometric models of asymmetric ascending auctions", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "327--358", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00199-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001999", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapetanios:2003:TUR, author = "George Kapetanios and Yongcheol Shin and Andy Snell", title = "Testing for a unit root in the nonlinear {STAR} framework", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "359--379", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00202-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002026", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2003:SIV, author = "Sangin Park", title = "Semiparametric instrumental variables estimation", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "381--399", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00203-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002038", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVa, author = "Anonymous", title = "Author index to volume 112", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "401--402", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00245-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002452", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "ifc--ifc", month = feb, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00242-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002427", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PF, author = "Anonymous", title = "Pages 241--402 ({February 2003})", journal = j-J-ECONOMETRICS, volume = "112", number = "2", pages = "??--??", month = feb, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basmann:2003:ISE, author = "Robert L. Basmann", title = "Introduction to statistics and econometrics in litigation support", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "1--2", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00163-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200163X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Capps:2003:SIC, author = "Oral {Capps, Jr.} and Jeffrey Church and H. Alan Love", title = "Specification issues and confidence intervals in unilateral price effects analysis", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "3--31", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00164-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001641", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fienberg:2003:EST, author = "Stephen E. Fienberg and Clark Glymour and Richard Scheines", title = "Expert statistical testimony and epidemiological evidence: the toxic effects of lead exposure on children", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "33--48", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00165-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Froeb:2003:BCC, author = "Luke Froeb and Steven Tschantz and Philip Crooke", title = "{Bertrand} competition with capacity constraints: mergers among parking lots", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "49--67", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00166-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gastwirth:2003:IAU, author = "Joseph L. Gastwirth", title = "Issues arising in using samples as evidence in trademark cases", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "69--82", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00167-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001677", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Millimet:2003:EWE, author = "Daniel L. Millimet and Michael Nieswiadomy and Hang Ryu and Daniel Slottje", title = "Estimating worklife expectancy: an econometric approach", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "83--113", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00168-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2003:CCC, author = "Arthur Lewbel", title = "Calculating compensation in cases of wrongful death", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "115--128", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00169-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001690", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirschberg:2003:AII, author = "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel Slottje and Augustine C. Arize", title = "Antitrust issues in international comparisons of market structure", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "129--158", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00170-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001707", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basmann:2003:SOA, author = "Robert L. Basmann", title = "Statistical outlier analysis in litigation support: the case of {Paul F. Engler} and {Cactus Feeders, Inc.}, v. {Oprah Winfrey} et al.", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "159--200", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00171-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602001719", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "113", number = "1", pages = "ifc--ifc", month = mar, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00250-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002506", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:2003:CTC, author = "Helmut L{\"u}tkepohl and Pentti Saikkonen and Carsten Trenkler", title = "Comparison of tests for the cointegrating rank of a {VAR} process with a structural shift", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "201--229", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00200-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002002", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadie:2003:SIV, author = "Alberto Abadie", title = "Semiparametric instrumental variable estimation of treatment response models", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "231--263", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00201-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002014", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sareen:2003:RBI, author = "Samita Sareen", title = "Reference {Bayesian} inference in nonregular models", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "265--288", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00204-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200204X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Houser:2003:BAD, author = "Daniel Houser", title = "{Bayesian} analysis of a dynamic stochastic model of labor supply and saving", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "289--335", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00205-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002051", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2003:EMB, author = "Kai Li and Dale J. Poirier", title = "An econometric model of birth inputs and outputs for Native {Americans}", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "337--361", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00206-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002063", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:2003:WOS, author = "James D. Hamilton", title = "What is an oil shock?", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "363--398", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00207-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002075", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVb, author = "Anonymous", title = "Author index to volume", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "399--399", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00070-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000708", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFa, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "ifc--ifc", month = apr, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00067-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000678", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PEEa, author = "Anonymous", title = "Pages {EX1--EX2}, 201-400 (April 2003)", journal = j-J-ECONOMETRICS, volume = "113", number = "2", pages = "??--??", month = apr, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2003:HOK, author = "Peter M. Robinson and Marc Henry", title = "Higher-order kernel semiparametric M-estimation of long memory", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "1--27", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00208-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002087", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2003:BCA, author = "Frank Kleibergen and Eric Zivot", title = "{Bayesian} and classical approaches to instrumental variable regression", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "29--72", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00219-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002191", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2003:IMI, author = "Yoosoon Chang and Joon Y. Park", title = "Index models with integrated time series", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "73--106", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00220-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002208", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Egorov:2003:MLE, author = "Alexei V. Egorov and Haitao Li and Yuewu Xu", title = "Maximum likelihood estimation of time-inhomogeneous diffusions", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "107--139", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00221-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760200221X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dahl:2003:TNN, author = "Christian M. Dahl and Gloria Gonz{\'a}lez-Rivera", title = "Testing for neglected nonlinearity in regression models based on the theory of random fields", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "141--164", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00222-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wan:2003:OCV, author = "Alan T. K. Wan and Guohua Zou", title = "Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "165--196", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00224-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002245", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "ifc--ifc", month = may, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00076-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000769", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PM, author = "Anonymous", title = "Pages 1--196 ({May 2003})", journal = j-J-ECONOMETRICS, volume = "114", number = "1", pages = "??--??", month = may, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Munkin:2003:BAS, author = "Murat K. Munkin and Pravin K. Trivedi", title = "{Bayesian} analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "197--220", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(02)00223-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407602002233", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Crawford:2003:EHD, author = "Ian Crawford and Fran{\c{c}}ois Laisney and Ian Preston", title = "Estimation of household demand systems with theoretically compatible {Engel} curves and unit value specifications", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "221--241", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00083-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000836", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eklof:2003:OOA, author = "Matias Ekl{\"o}f and Anders Lunander", title = "Open outcry auctions with secret reserve prices: an empirical application to executive auctions of tenant owner's apartments in {Sweden}", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "243--260", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00084-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000848", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2003:SCC, author = "Peter Reinhard Hansen", title = "Structural changes in the cointegrated vector autoregressive model", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "261--295", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00085-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300085X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:2003:ISE, author = "M. Das", title = "Identification and sequential estimation of panel data models with insufficient exclusion restrictions", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "297--328", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00086-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000861", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Waggoner:2003:LPN, author = "Daniel F. Waggoner and Tao Zha", title = "Likelihood preserving normalization in multiple equation models", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "329--347", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00087-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000873", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2003:KGS, author = "Xuezheng Bai and Jeffrey R. Russell and George C. Tiao", title = "Kurtosis of {GARCH} and stochastic volatility models with non-normal innovations", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "349--360", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00088-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000885", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2003:LSB, author = "Alastair R. Hall and Atsushi Inoue", title = "The large sample behaviour of the generalized method of moments estimator in misspecified models", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "361--394", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00089-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Hall:2007:CLS}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000897", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVc, author = "Anonymous", title = "Author index to volume 114", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "395--395", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00127-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001271", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFb, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "ifc--ifc", month = jun, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00124-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001246", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PEEb, author = "Anonymous", title = "Pages {EX1--EX2}, 197--396 ({June 2003})", journal = j-J-ECONOMETRICS, volume = "114", number = "2", pages = "??--??", month = jun, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:2003:GDE, author = "Pierre Perron and Gabriel Rodr{\'\i}guez", title = "{GLS} detrending, efficient unit root tests and structural change", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "1--27", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00090-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000903", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shin:2003:IVA, author = "Dong Wan Shin and Oesook Lee", title = "An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "29--52", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00091-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000915", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Im:2003:TUR, author = "Kyung So Im and M. Hashem Pesaran and Yongcheol Shin", title = "Testing for unit roots in heterogeneous panels", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "53--74", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00092-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000927", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2003:TUR, author = "Graham Elliott and Michael Jansson", title = "Testing for unit roots with stationary covariates", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "75--89", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00093-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000939", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2003:SCT, author = "Eric Ghysels and Alain Guay", title = "Structural change tests for simulated method of moments", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "91--123", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00094-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000940", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arellano:2003:BCP, author = "Manuel Arellano and Raquel Carrasco", title = "Binary choice panel data models with predetermined variables", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "125--157", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00095-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000952", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ni:2003:NPF, author = "Shawn Ni and Dongchu Sun", title = "Noninformative priors and frequentist risks of {Bayesian} estimators of vector-autoregressive models", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "159--197", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00099-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300099X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFc, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "ifc--ifc", month = jul, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00160-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300160X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PEEc, author = "Anonymous", title = "Pages {EX1--EX2}, 1--198 ({July 2003})", journal = j-J-ECONOMETRICS, volume = "115", number = "1", pages = "??--??", month = jul, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zaffaroni:2003:GIC, author = "Paolo Zaffaroni and Banca d'Italia", title = "{Gaussian} inference on certain long-range dependent volatility models", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "199--258", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00096-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000964", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Luger:2003:ENP, author = "Richard Luger", title = "Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "259--276", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00097-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000976", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hasegawa:2003:ELC, author = "Hikaru Hasegawa and Hideo Kozumi", title = "Estimation of {Lorenz} curves: a {Bayesian} nonparametric approach", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "277--291", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00098-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603000988", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2003:MAC, author = "Victor Chernozhukov and Han Hong", title = "An {MCMC} approach to classical estimation", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "293--346", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00100-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001003", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wu:2003:CME, author = "Ximing Wu", title = "Calculation of maximum entropy densities with application to income distribution", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "347--354", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00114-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001143", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2003:NLP, author = "Yixiao Sun and Peter C. B. Phillips", title = "Nonlinear log-periodogram regression for perturbed fractional processes", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "355--389", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00115-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001155", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVd, author = "Anonymous", title = "Author index to volume 115", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "391--391", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00172-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001726", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFd, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "ifc--ifc", month = aug, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00169-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001696", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PA, author = "Anonymous", title = "Pages 199--392 ({August 2003})", journal = j-J-ECONOMETRICS, volume = "115", number = "2", pages = "??--??", month = aug, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2003:FFE, author = "Eric Ghysels and George Tauchen", title = "Frontiers of financial econometrics and financial engineering", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "1--7", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00101-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001015", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2003:NOP, author = "Yacine A{\"\i}t-Sahalia and Jefferson Duarte", title = "Nonparametric option pricing under shape restrictions", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "9--47", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00102-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001027", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Garcia:2003:EAI, author = "Ren{\'e} Garcia and Richard Luger and Eric Renault", title = "Empirical assessment of an intertemporal option pricing model with latent variables", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "49--83", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00103-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001039", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bondarenko:2003:ERN, author = "Oleg Bondarenko", title = "Estimation of risk-neutral densities using positive convolution approximation", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "85--112", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00104-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001040", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jagannathan:2003:EMF, author = "Ravi Jagannathan and Andrew Kaplin and Steve Sun", title = "An evaluation of multi-factor {CIR} models using {LIBOR}, swap rates, and cap and swaption prices", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "113--146", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00105-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001052", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:2003:PHR, author = "Dong-Hyun Ahn and Robert F. Dittmar and A. Ronald Gallant and Bin Gao", title = "Purebred or hybrid?: Reproducing the volatility in term structure dynamics", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "147--180", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00106-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001064", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jones:2003:DSV, author = "Christopher S. Jones", title = "The dynamics of stochastic volatility: evidence from underlying and options markets", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "181--224", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00107-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001076", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernov:2003:AMS, author = "Mikhail Chernov and A. Ronald Gallant and Eric Ghysels and George Tauchen", title = "Alternative models for stock price dynamics", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "225--257", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00108-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001088", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chacko:2003:SGE, author = "George Chacko and Luis M. Viceira", title = "Spectral {GMM} estimation of continuous-time processes", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "259--292", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00109-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300109X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2003:FEJ, author = "Federico M. Bandi and Thong H. Nguyen", title = "On the functional estimation of jump-diffusion models", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "293--328", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00110-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001106", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernov:2003:ERE, author = "Mikhail Chernov", title = "Empirical reverse engineering of the pricing kernel", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "329--364", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00111-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001118", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stutzer:2003:PCE, author = "Michael Stutzer", title = "Portfolio choice with endogenous utility: a large deviations approach", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "365--386", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00112-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300112X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bates:2003:EOP, author = "David S. Bates", title = "Empirical option pricing: a retrospection", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "387--404", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00113-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001131", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVe, author = "Anonymous", title = "Author index to volume 116", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "405--405", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00183-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001830", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFe, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "116", number = "1--2", pages = "ifc--ifc", month = sep, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00177-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001775", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2003:SEN, author = "Han Hong and Elie Tamer", title = "A simple estimator for nonlinear error in variable models", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "1--19", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00116-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Busetti:2003:TAS, author = "Fabio Busetti and A. M. Robert Taylor", title = "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "21--53", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00117-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Donald:2003:ELE, author = "Stephen G. Donald and Guido W. Imbens and Whitney K. Newey", title = "Empirical likelihood estimation and consistent tests with conditional moment restrictions", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "55--93", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00118-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001180", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2003:EFC, author = "Willa W. Chen and Clifford M. Hurvich", title = "Estimating fractional cointegration in the presence of polynomial trends", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "95--121", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00119-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001192", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2003:TPD, author = "Badi H. Baltagi and Seuck Heun Song and Won Koh", title = "Testing panel data regression models with spatial error correlation", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "123--150", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00120-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001209", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frazis:2003:ELR, author = "Harley Frazis and Mark A. Loewenstein", title = "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "151--178", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00121-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001210", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bams:2003:DER, author = "Dennis Bams and Peter C. Schotman", title = "Direct estimation of the risk neutral factor dynamics of {Gaussian} term structure models", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "179--206", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00122-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001222", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFf, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "ifc--ifc", month = nov, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00219-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002197", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PEEd, author = "Anonymous", title = "Pages {EX1--EX6}, 1--206 ({November 2003})", journal = j-J-ECONOMETRICS, volume = "117", number = "1", pages = "??--??", month = nov, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Altissimo:2003:SRD, author = "Filippo Altissimo and Valentina Corradi", title = "Strong rules for detecting the number of breaks in a time series", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "207--244", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00147-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001477", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2003:RCE, author = "Songnian Chen and Shakeeb Khan", title = "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "245--278", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00148-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001489", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2003:SEE, author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold Simar", title = "Semiparametric-efficient estimation of {$ {\rm AR}(1) $} panel data models", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "279--309", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00149-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Park:2003:CSE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001490", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2003:CSE, author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold Simar", title = "Corrigendum to {``Semiparametric-efficient estimation of $ {\rm AR}(1) $ panel data models'': [J. Econom. {\bf 117} (2003) 279--309]}", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "311--311", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00194-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001945", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dastoor:2003:ECE, author = "Naorayex K. Dastoor", title = "The equality of comparable extended families of classical-type and Hausman-type statistics", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "313--330", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00150-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001507", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coppejans:2003:ENE, author = "Mark Coppejans", title = "Effective nonparametric estimation in the case of severely discretized data", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "331--367", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00151-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001519", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2003:ABM, author = "Javier Hidalgo", title = "An alternative bootstrap to moving blocks for time series regression models", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "369--399", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00154-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001544", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2003:CNT, author = "J{\"o}rg Breitung and A. M. Robert Taylor", title = "Corrigendum to {``Nonparametric tests for unit roots and cointegration'' [J. Econom. {\bf 108} (2002) 343--363]}", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "401--404", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00217-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Breitung:2002:NTU}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002173", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:AIVf, author = "Anonymous", title = "Author index to volume", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "405--405", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00233-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002331", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:IIFg, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "ifc--ifc", month = dec, year = "2003", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00230-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002306", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2003:PD, author = "Anonymous", title = "Pages 207--406 ({December 2003})", journal = j-J-ECONOMETRICS, volume = "117", number = "2", pages = "??--??", month = dec, year = "2003", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Potscher:2004:CET, author = "Benedikt M. P{\"o}tscher and Ingmar R. Prucha", title = "Contributions to econometrics, time-series analysis, and systems identification: a {Festschrift} in honor of Manfred Deistler", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "1--5", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00131-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001313", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giacomini:2004:AST, author = "Raffaella Giacomini and Clive W. J. Granger", title = "Aggregation of space-time processes", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "7--26", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00132-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001325", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kelejian:2004:ESS, author = "Harry H. Kelejian and Ingmar R. Prucha", title = "Estimation of simultaneous systems of spatially interrelated cross sectional equations", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "27--50", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00133-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001337", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2004:REG, author = "Tong Li and Cheng Hsiao", title = "Robust estimation of generalized linear models with measurement errors", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "51--65", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00134-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001349", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ploberger:2004:CCT, author = "Werner Ploberger", title = "A complete class of tests when the likelihood is locally asymptotically quadratic", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "67--94", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00135-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001350", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schonfeld:2004:LSG, author = "Peter Sch{\"o}nfeld", title = "Least squares in general vector spaces revisited", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "95--109", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00136-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001362", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2004:OTT, author = "T. W. Anderson and R. A. Lockhart and M. A. Stephens", title = "An omnibus test for the time series model {AR(1)}", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "111--127", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00137-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001374", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brockwell:2004:GLD, author = "P. J. Brockwell and R. Dahlhaus", title = "Generalized {Levinson--Durbin} and {Burg} algorithms", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "129--149", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00138-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001386", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Findley:2004:MTS, author = "David F. Findley and Benedikt M. P{\"o}tscher and Ching-Zong Wei", title = "Modeling of time series arrays by multistep prediction or likelihood methods", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "151--187", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00139-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001398", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franke:2004:BNE, author = "J{\"u}rgen Franke and Michael H. Neumann and Jean-Pierre Stockis", title = "Bootstrapping nonparametric estimators of the volatility function", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "189--218", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00140-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001404", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2004:NIV, author = "Peter C. B. Phillips and Joon Y. Park and Yoosoon Chang", title = "Nonlinear instrumental variable estimation of an autoregression", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "219--246", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00141-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001416", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xie:2004:VES, author = "Liang-Liang Xie and Lennart Ljung", title = "Variance expressions for spectra estimated using auto-regressions", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "247--256", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00142-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001428", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiuso:2004:AVS, author = "Alessandro Chiuso and Giorgio Picci", title = "The asymptotic variance of subspace estimates", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "257--291", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00143-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300143X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dahlen:2004:RCS, author = "Anders Dahl{\'e}n and Wolfgang Scherrer", title = "The relation of the {CCA} subspace method to a balanced reduction of an autoregressive model", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "293--312", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00144-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001441", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanSchuppen:2004:STS, author = "Jan H. van Schuppen", title = "System theory for system identification", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "313--339", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00145-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001453", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Willems:2004:DLS, author = "J. C. Willems", title = "Deterministic least squares filtering", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "341--373", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00146-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001465", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVa, author = "Anonymous", title = "Author index to volume 118", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "375--375", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00244-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFa, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "118", number = "1--2", pages = "ifc--ifc", month = jan, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00238-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002380", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2004:TUR, author = "Marcus J. Chambers", title = "Testing for unit roots with flow data and varying sampling frequency", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "1--18", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00152-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See corrigendum \cite{Chambers:2008:CTU}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001520", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fiteni:2004:ERM, author = "Inmaculada Fiteni", title = "$ \tau $-estimators of regression models with structural change of unknown location", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "19--44", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00153-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001532", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2004:CMM, author = "Karim M. Abadir and Andr{\'e} Lucas", title = "A comparison of minimum {MSE} and maximum power for the nearly integrated non-{Gaussian} model", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "45--71", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00155-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001556", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Machado:2004:CEB, author = "Matilde P. Machado", title = "A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "73--98", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00156-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001568", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Racine:2004:NER, author = "Jeff Racine and Qi Li", title = "Nonparametric estimation of regression functions with both categorical and continuous data", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "99--130", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00157-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300157X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arteche:2004:GSE, author = "Josu Arteche", title = "{Gaussian} semiparametric estimation in long memory in stochastic volatility and signal plus noise models", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "131--154", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00158-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001581", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2004:SEP, author = "Joel L. Horowitz and Sokbae Lee", title = "Semiparametric estimation of a panel data proportional hazards model with fixed effects", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "155--198", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00203-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002033", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2004:MLB, author = "S{\'\i}lvia Gon{\c{c}}alves and Halbert White", title = "Maximum likelihood and the bootstrap for nonlinear dynamic models", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "199--219", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00204-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002045", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2004:CES, author = "Tim Bollerslev and Hao Zhou", title = "Corrigendum to {``Estimating stochastic volatility diffusion using conditional moments of integrated volatility'' [J. Econom. {\bf 109} (2002) 33--65]}", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "221--222", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Bollerslev:2002:ESV}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFb, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "ifc--ifc", month = mar, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00003-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400003X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PEEa, author = "Anonymous", title = "Pages {EX1--EX2}, 1--222 ({March 2004})", journal = j-J-ECONOMETRICS, volume = "119", number = "1", pages = "??--??", month = mar, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Croux:2004:DFM, author = "Christophe Croux and Eric Renault and Bas Werker", title = "Dynamic factor models", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "223--230", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00195-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001957", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forni:2004:GDF, author = "Mario Forni and Marc Hallin and Marco Lippi and Lucrezia Reichlin", title = "The generalized dynamic factor model consistency and rates", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "231--255", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00196-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001969", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sentana:2004:FRP, author = "Enrique Sentana", title = "Factor representing portfolios in large asset markets", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "257--289", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00197-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001970", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pena:2004:FND, author = "Daniel Pe{\~n}a and Pilar Poncela", title = "Forecasting with nonstationary dynamic factor models", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "291--321", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00198-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001982", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Darolles:2004:KBN, author = "Serge Darolles and Jean-Pierre Florens and Christian Gouri{\'e}roux", title = "Kernel-based nonlinear canonical analysis and time reversibility", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "323--353", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00199-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603001994", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meddahi:2004:TAV, author = "Nour Meddahi and Eric Renault", title = "Temporal aggregation of volatility models", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "355--379", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00200-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:2004:SCD, author = "Luc Bauwens and David Veredas", title = "The stochastic conditional duration model: a latent variable model for the analysis of financial durations", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "381--412", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00201-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300201X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2004:SVD, author = "Eric Ghysels and Christian Gouri{\'e}roux and Joann Jasiak", title = "Stochastic volatility duration models", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "413--433", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00202-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002021", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVb, author = "Anonymous", title = "Author index to volume 119", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "435--435", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00018-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000181", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFc, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "119", number = "2", pages = "ifc--ifc", month = apr, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00014-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000144", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shintani:2004:NNN, author = "Mototsugu Shintani and Oliver Linton", title = "Nonparametric neural network estimation of {Lyapunov} exponents and a direct test for chaos", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "1--33", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00205-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002057", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rodrigues:2004:AEU, author = "Paulo M. M. Rodrigues and A. M. Robert Taylor", title = "Alternative estimators and unit root tests for seasonal autoregressive processes", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "35--73", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00206-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002069", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zaffaroni:2004:CAL, author = "Paolo Zaffaroni", title = "Contemporaneous aggregation of linear dynamic models in large economies", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "75--102", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00207-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002070", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2004:NDC, author = "Ling Hu and Peter C. B. Phillips", title = "Nonstationary discrete choice", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "103--138", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00208-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002082", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kazakevicius:2004:SRC, author = "Vytautas Kazakevicius and Remigijus Leipus and Marie-Claude Viano", title = "Stability of random coefficient {ARCH} models and aggregation schemes", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "139--158", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00209-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:2004:SEN, author = "M. Das", title = "Simple estimators for nonparametric panel data models with sample attrition", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "159--180", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00210-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002100", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Formby:2004:MMT, author = "John P. Formby and W. James Smith and Buhong Zheng", title = "Mobility measurement, transition matrices and statistical inference", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "181--205", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00211-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFd, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "ifc--ifc", month = may, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00044-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000442", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PEEb, author = "Anonymous", title = "Pages {EX1--EX2}, 1--206 ({May 2004})", journal = j-J-ECONOMETRICS, volume = "120", number = "1", pages = "??--??", month = may, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sandor:2004:ASM, author = "Zsolt S{\'a}ndor and P{\'e}ter Andr{\'a}s", title = "Alternative sampling methods for estimating multivariate normal probabilities", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "207--234", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00212-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002124", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McKenzie:2004:ATH, author = "David J. McKenzie", title = "Asymptotic theory for heterogeneous dynamic pseudo-panels", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "235--262", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00213-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002136", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2004:BUR, author = "Yoosoon Chang", title = "Bootstrap unit root tests in panels with cross-sectional dependency", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "263--293", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00214-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002148", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bertail:2004:SDD, author = "Patrice Bertail and Christian Haefke and Dimitris N. Politis and Halbert White", title = "Subsampling the distribution of diverging statistics with applications to finance", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "295--326", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00215-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300215X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canova:2004:FTP, author = "Fabio Canova and Matteo Ciccarelli", title = "Forecasting and turning point predictions in a {Bayesian} panel {VAR} model", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "327--359", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(03)00216-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002161", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVc, author = "Anonymous", title = "Author index to volume", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "361--361", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00057-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFe, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "ifc--ifc", month = jun, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00054-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000545", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PEEc, author = "Anonymous", title = "Pages {EX1--EX2}, 207--362 ({June 2004})", journal = j-J-ECONOMETRICS, volume = "120", number = "2", pages = "??--??", month = jun, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marsh:2004:EHE, author = "Lawrence C. Marsh", title = "The econometrics of higher education: editor's view", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "1--18", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ehrenberg:2004:ESH, author = "Ronald G. Ehrenberg", title = "Econometric studies of higher education", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "19--37", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2004:ESA, author = "Karsten T. Hansen and James J. Heckman and Kathleen J. Mullen", title = "The effect of schooling and ability on achievement test scores", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "39--98", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002598", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Black:2004:HRE, author = "Dan A. Black and Jeffrey A. Smith", title = "How robust is the evidence on the effects of college quality? {Evidence} from matching", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "99--124", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Groen:2004:ECL, author = "Jeffrey A. Groen", title = "The effect of college location on migration of college-educated labor", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "125--142", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002525", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bound:2004:TUT, author = "John Bound and Jeffrey Groen and G{\'a}bor K{\'e}zdi and Sarah Turner", title = "Trade in university training: cross-state variation in the production and stock of college-educated labor", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "143--173", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moretti:2004:ESR, author = "Enrico Moretti", title = "Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "175--212", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cappelli:2004:WDE, author = "Peter Cappelli", title = "Why do employers pay for college?", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "213--241", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002641", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stinebrickner:2004:TUC, author = "Ralph Stinebrickner and Todd R. Stinebrickner", title = "Time-use and college outcomes", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "243--269", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002628", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Long:2004:HCD, author = "Bridget Terry Long", title = "How have college decisions changed over time? {An} application of the conditional logistic choice model", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "271--296", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothstein:2004:CPP, author = "Jesse M. Rothstein", title = "{College} performance predictions and the {SAT}", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "297--317", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002537", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Long:2004:CAE, author = "Mark C. Long", title = "{College} applications and the effect of affirmative action", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "319--342", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002513", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arcidiacono:2004:ASR, author = "Peter Arcidiacono", title = "Ability sorting and the returns to college major", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "343--375", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300263X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reback:2004:ICC, author = "Randall Reback", title = "The impact of college course offerings on the supply of academically talented public school teachers", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "377--404", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marsh:2004:BSG, author = "Lawrence C. Marsh and Arnold Zellner", title = "{Bayesian} solutions to graduate admissions and related selection problems", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "405--426", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVd, author = "Anonymous", title = "Author index to volume 121", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "427--427", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00068-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000685", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFf, author = "Anonymous", title = "{IFC}: Inside Front Cover Editorial Board", journal = j-J-ECONOMETRICS, volume = "121", number = "1--2", pages = "ifc--ifc", month = jul, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00062-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000624", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2004:TEA, author = "Gordon Anderson", title = "Toward an empirical analysis of polarization", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "1--26", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002677", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Danilov:2004:HIP, author = "Dmitry Danilov and Jan R. Magnus", title = "On the harm that ignoring pretesting can cause", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "27--46", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2004:OFC, author = "Graham Elliott and Allan Timmermann", title = "Optimal forecast combinations under general loss functions and forecast error distributions", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "47--79", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002690", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2004:TUR, author = "Hyungsik Roger Moon and Beno{\^\i}t Perron", title = "Testing for a unit root in panels with dynamic factors", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "81--126", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002707", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2004:MSM, author = "Chang-Jin Kim", title = "{Markov}-switching models with endogenous explanatory variables", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "127--136", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002719", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2004:ECS, author = "Jushan Bai", title = "Estimating cross-section common stochastic trends in nonstationary panel data", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "137--183", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002720", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacquier:2004:BAS, author = "Eric Jacquier and Nicholas G. Polson and Peter E. Rossi", title = "{Bayesian} analysis of stochastic volatility models with fat-tails and correlated errors", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "185--212", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002732", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFg, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "ifc--ifc", month = sep, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00086-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000867", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PS, author = "Anonymous", title = "Pages 1--212 ({September 2004})", journal = j-J-ECONOMETRICS, volume = "122", number = "1", pages = "??--??", month = sep, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coscelli:2004:EML, author = "Andrea Coscelli and Matthew Shum", title = "An empirical model of learning and patient spillovers in new drug entry", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "213--246", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002744", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shin:2004:FMS, author = "Dong Wan Shin and Man-Suk Oh", title = "Fully modified semiparametric {GLS} estimation for regressions with nonstationary seasonal regressors", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "247--280", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002756", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Biorn:2004:RSU, author = "Erik Bi{\o}rn", title = "Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "281--291", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002768", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Honore:2004:ECS, author = "Bo E. Honor{\'e} and Luojia Hu", title = "Estimation of cross sectional and panel data censored regression models with endogeneity", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "293--316", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300277X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2004:SBF, author = "Jean-Marie Dufour and Lynda Khalaf and Jean-Thomas Bernard and Ian Genest", title = "Simulation-based finite-sample tests for heteroskedasticity and {ARCH} effects", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "317--347", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002781", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesavento:2004:AEP, author = "Elena Pesavento", title = "Analytical evaluation of the power of tests for the absence of cointegration", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "349--384", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002793", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2004:MSE, author = "Hyungsik Roger Moon", title = "Maximum score estimation of a nonstationary binary choice model", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "385--403", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.10.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002811", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVe, author = "Anonymous", title = "Author index to volume 122", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "405--405", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00098-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000983", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFh, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "ifc--ifc", month = oct, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00095-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000958", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PO, author = "Anonymous", title = "Pages 213--406 ({October 2004})", journal = j-J-ECONOMETRICS, volume = "122", number = "2", pages = "??--??", month = oct, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coppejans:2004:KRF, author = "Mark Coppejans", title = "On {Kolmogorov}'s representation of functions of several variables by functions of one variable", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "1--31", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440760300280X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Busetti:2004:TSA, author = "Fabio Busetti and A. M. Robert Taylor", title = "Tests of stationarity against a change in persistence", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "33--66", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002823", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Burridge:2004:BHS, author = "Peter Burridge and A. M. Robert Taylor", title = "Bootstrapping the {HEGY} seasonal unit root tests", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "67--87", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002835", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2004:BAC, author = "S{\'\i}lvia Gon{\c{c}}alves and Lutz Kilian", title = "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "89--120", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002847", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffin:2004:SBI, author = "J. E. Griffin and M. F. J. Steel", title = "Semiparametric {Bayesian} inference for stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "121--152", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002859", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez-Villaverde:2004:CDE, author = "Jes{\'u}s Fern{\'a}ndez-Villaverde and Juan Francisco Rubio-Ram{\'\i}rez", title = "Comparing dynamic equilibrium models to data: a {Bayesian} approach", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "153--187", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407603002860", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boero:2004:DPC, author = "Gianna Boero and Jeremy Smith and Kenneth F. Wallis", title = "Decompositions of {Pearson}'s chi-squared test", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "189--193", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407604000235", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFi, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "ifc--ifc", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407604001034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:PEE, author = "Anonymous", title = "Pages {EX1--EX2}, 1--194 ({November 2004})", journal = j-J-ECONOMETRICS, volume = "123", number = "1", pages = "??--??", month = nov, year = "2004", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:TC, author = "Anonymous", title = "Table of contents", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "195--195", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002963", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:2004:RAB, author = "Luc Bauwens and Michel Lubrano and Herman K. van Dijk", title = "Recent advances in {Bayesian} econometrics", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "197--199", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002872", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:2004:ARB, author = "Luc Bauwens and Charles S. Bos and Herman K. van Dijk and Rutger D. van Oest", title = "Adaptive radial-based direction sampling: some flexible and robust {Monte Carlo} integration methods", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "201--225", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002884", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2004:IBI, author = "Frank Kleibergen", title = "Invariant {Bayesian} inference in regression models that is robust against the {Jeffreys--Lindley}'s paradox", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "227--258", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002902", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2004:BVS, author = "Gary Koop and Dale J. Poirier", title = "{Bayesian} variants of some classical semiparametric regression techniques", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "259--282", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002914", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mouchart:2004:BEN, author = "Michel Mouchart and Eliana Scheihing", title = "{Bayesian} evaluation of non-admissible conditioning", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "283--306", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002938", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Strachan:2004:BAE, author = "Rodney W. Strachan and Brett Inder", title = "{Bayesian} analysis of the error correction model", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "307--325", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002951", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chopin:2004:BIS, author = "Nicolas Chopin and Florian Pelgrin", title = "{Bayesian} inference and state number determination for hidden {Markov} models: an application to the information content of the yield curve about inflation", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "327--344", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002896", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lubrano:2004:DIR, author = "Michel Lubrano and Camelia Protopopescu", title = "Density inference for ranking {European} research systems in the field of economics", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "345--369", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407603002926", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Osiewalski:2004:BCB, author = "Jacek Osiewalski and Mateusz Pipie{\'n}", title = "{Bayesian} comparison of bivariate {ARCH}-type models for the main exchange rates in {Poland}", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "371--391", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760300294X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:AIVf, author = "Anonymous", title = "Author index to volume 123", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "393--393", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00128-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001289", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2004:IIFj, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "123", number = "2", pages = "ifc--ifc", month = dec, year = "2004", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00125-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001253", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2005:PTP, author = "Todd E. Clark and Michael W. McCracken", title = "The power of tests of predictive ability in the presence of structural breaks", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "1--31", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000247", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Taylor:2005:VRT, author = "A. M. Robert Taylor", title = "Variance ratio tests of the seasonal unit root hypothesis", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "33--54", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2005:SVA, author = "In Choi", title = "Subsampling vector autoregressive tests of linear constraints", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "55--89", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2003.12.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000260", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florens:2005:PAN, author = "Jean-Pierre Florens and L{\'e}opold Simar", title = "Parametric approximations of nonparametric frontiers", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "91--116", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000272", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2005:BST, author = "Valentina Corradi and Norman R. Swanson", title = "Bootstrap specification tests for diffusion processes", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "117--148", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000284", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bontemps:2005:TNG, author = "Christian Bontemps and Nour Meddahi", title = "Testing normality: a {GMM} approach", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "149--186", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000296", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jansson:2005:POT, author = "Michael Jansson", title = "Point optimal tests of the null hypothesis of cointegration", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "187--201", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000302", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rilstone:2005:CSO, author = "Paul Rilstone and Aman Ullah", title = "Corrigendum to {``The second-order bias and mean squared error of nonlinear estimators'': [Journal of Econometrics {\bf 75}(2) (1996) 369--395]}", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "203--204", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", 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{Anonymous:2005:IIFa, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "ifc--ifc", month = jan, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00176-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001769", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PJa, author = "Anonymous", title = "Pages 1--204 ({January 2005})", journal = j-J-ECONOMETRICS, volume = "124", number = "1", pages = "??--??", month = jan, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kongsted:2005:TNR, author = "Hans Christian Kongsted", title = "Testing the nominal-to-real transformation", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "205--225", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000314", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2005:AFS, author = "Karim M. Abadir and Gabriel Talmain", title = "Autocovariance functions of series and of their transforms", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "227--252", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forchini:2005:OWA, author = "Giovanni Forchini", title = "Optimal weighted average power similar tests for the covariance structure in the linear regression model", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "253--267", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000338", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrade:2005:TCR, author = "Philippe Andrade and Catherine Bruneau and St{\'e}phane Gregoir", title = "Testing for the cointegration rank when some cointegrating directions are changing", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "269--310", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400034X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Imai:2005:BAM, author = "Kosuke Imai and David A. van Dyk", title = "A {Bayesian} analysis of the multinomial probit model using marginal data augmentation", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "311--334", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000351", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:2005:IVE, author = "M. Das", title = "Instrumental variables estimators of nonparametric models with discrete endogenous regressors", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "335--361", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000363", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Juhl:2005:TCU, author = "Ted Juhl and Zhijie Xiao", title = "Testing for cointegration using partially linear models", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "363--394", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000405", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVa, author = "Anonymous", title = "Author index to volume 124", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "395--395", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00190-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001903", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFb, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "ifc--ifc", month = feb, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00187-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001873", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PEE, author = "Anonymous", title = "Pages {EX1--EX2}, 205--396 ({February 2005})", journal = j-J-ECONOMETRICS, volume = "124", number = "2", pages = "??--??", month = feb, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ham:2005:SIE, author = "John C. Ham and Robert J. LaLonde", title = "Special issue on Experimental and non-experimental evaluation of economic policy and models", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "1--13", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000727", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aakvik:2005:ETE, author = "Arild Aakvik and James J. Heckman and Edward J. Vytlacil", title = "Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to {Norwegian} vocational rehabilitation programs", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "15--51", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ashenfelter:2005:DUI, author = "Orley Ashenfelter and David Ashmore and Olivier Desch{\^e}nes", title = "Do unemployment insurance recipients actively seek work? {Evidence} from randomized trials in four {U.S.} states", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "53--75", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000740", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bijwaard:2005:CSC, author = "Govert E. Bijwaard and Geert Ridder", title = "Correcting for selective compliance in a re-employment bonus experiment", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "77--111", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000752", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Card:2005:HIE, author = "David Card and Philip K. Robins", title = "How important are ``entry effects'' in financial incentive programs for welfare recipients? {Experimental} evidence from the {Self-Sufficiency Project}", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "113--139", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000764", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dehejia:2005:PED, author = "Rajeev H. Dehejia", title = "Program evaluation as a decision problem", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "141--173", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000776", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ham:2005:REL, author = "John C. Ham and John H. Kagel and Steven F. Lehrer", title = "Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "175--205", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400079X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Evans:2005:BPC, author = "William N. Evans and Diana S. Lien", title = "The benefits of prenatal care: evidence from the {PAT} bus strike", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "207--239", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000788", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hotz:2005:PEF, author = "V. Joseph Hotz and Guido W. Imbens and Julie H. Mortimer", title = "Predicting the efficacy of future training programs using past experiences at other locations", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "241--270", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000806", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacobson:2005:ERC, author = "Louis Jacobson and Robert LaLonde and Daniel G. Sullivan", title = "Estimating the returns to community college schooling for displaced workers", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "271--304", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000818", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2005:DMO, author = "Jeffrey A. Smith and Petra E. Todd", title = "Does matching overcome {LaLonde}'s critique of nonexperimental estimators?", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "305--353", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400082X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dehejia:2005:PPS, author = "Rajeev Dehejia", title = "Practical propensity score matching: a reply to {Smith} and {Todd}", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "355--364", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000831", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2005:R, author = "Jeffrey Smith and Petra Todd", title = "Rejoinder", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "365--375", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000843", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVb, author = "Anonymous", title = "Author index to volume 125", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "377--377", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00201-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002015", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFc, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "125", number = "1--2", pages = "ifc--ifc", month = mar, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00195-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001952", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vogelsang:2005:TCD, author = "Timothy J. Vogelsang and Philip Hans Franses", title = "Testing for common deterministic trend slopes", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "1--24", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000375", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Windmeijer:2005:FSC, author = "Frank Windmeijer", title = "A finite sample correction for the variance of linear efficient two-step {GMM} estimators", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "25--51", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000387", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Orbe:2005:NET, author = "Susan Orbe and Eva Ferreira and Juan Rodriguez-Poo", title = "Nonparametric estimation of time varying parameters under shape restrictions", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "53--77", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000399", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2005:NES, author = "Gongmeng Chen and Yoon K. Choi and Yong Zhou", title = "Nonparametric estimation of structural change points in volatility models for time series", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "79--114", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000417", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2005:BCT, author = "J. Hidalgo", title = "A bootstrap causality test for covariance stationary processes", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "115--143", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000429", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2005:AIM, author = "Debopam Bhattacharya", title = "Asymptotic inference from multi-stage samples", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "145--171", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001332", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2005:EFP, author = "Tong Li", title = "Econometrics of first-price auctions with entry and binding reservation prices", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "173--200", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001344", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Driessen:2005:TAT, author = "Joost Driessen and Bertrand Melenberg and Theo Nijman", title = "Testing affine term structure models in case of transaction costs", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "201--232", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.04.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001368", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFd, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "ifc--ifc", month = may, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(04)00206-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002064", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PM, author = "Anonymous", title = "Pages 1--232 ({May 2005})", journal = j-J-ECONOMETRICS, volume = "126", number = "1", pages = "??--??", month = may, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dorfman:2005:CDP, author = "Jeffrey H. Dorfman and Gary Koop", title = "Current developments in productivity and efficiency measurement", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "233--240", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001113", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2005:EPD, author = "Chirok Han and Luis Orea and Peter Schmidt", title = "Estimation of a panel data model with parametric temporal variation in individual effects", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "241--267", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001125", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Greene:2005:RHP, author = "William Greene", title = "Reconsidering heterogeneity in panel data estimators of the stochastic frontier model", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "269--303", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001137", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sickles:2005:PEI, author = "Robin C. Sickles", title = "Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "305--334", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001149", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horrace:2005:RSI, author = "William C. Horrace", title = "On ranking and selection from independent truncated normal distributions", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "335--354", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001150", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2005:MTA, author = "Subal C. Kumbhakar and Efthymios G. Tsionas", title = "Measuring technical and allocative inefficiency in the translog cost system: a {Bayesian} approach", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "355--384", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001162", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffiths:2005:EVR, author = "William E. Griffiths and Christopher J. O'Donnell", title = "Estimating variable returns to scale production frontiers with alternative stochastic assumptions", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "385--409", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001174", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez:2005:AEM, author = "Carmen Fern{\'a}ndez and Gary Koop and Mark F. J. Steel", title = "Alternative efficiency measures for multiple-output production", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "411--444", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001186", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:2005:BMP, author = "Scott E. Atkinson and Jeffrey H. Dorfman", title = "{Bayesian} measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "445--468", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001198", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fare:2005:CPT, author = "Rolf F{\"a}re and Shawna Grosskopf and Dong-Woon Noh and William Weber", title = "Characteristics of a polluting technology: theory and practice", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "469--492", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001204", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{ODonnell:2005:BAI, author = "Christopher J. O'Donnell and Timothy J. Coelli", title = "A {Bayesian} approach to imposing curvature on distance functions", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "493--523", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001216", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paul:2005:PDP, author = "Catherine J. Morrison Paul and Richard Nehring", title = "Product diversification, production systems, and economic performance in {U.S.} agricultural production", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "525--548", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001228", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2005:SBT, author = "Badi H. Baltagi and Daniel P. Rich", title = "Skill-biased technical change in {US} manufacturing: a general index approach", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "549--570", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400123X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giraitis:2005:CRV, author = "Liudas Giraitis and Piotr Kokoszka and Remigijus Leipus and Gilles Teyssi{\`e}re", title = "Corrigendum to {``Rescaled variance and related tests for long memory in volatility and levels'': [J. Econom. {\bf 112} (2003) 265--294]}", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "571--572", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Giraitis:2003:RVR}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001423", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AZA, author = "Anonymous", title = "The {Arnold} Zellner award", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "573--573", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002143", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:FJE, author = "Anonymous", title = "{Fellows} of the {{\booktitle{Journal of Econometrics}}} as of 2005", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "575--586", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604002155", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVc, author = "Anonymous", title = "Author index to volume 126", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "587--588", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00028-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500028X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFe, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "126", number = "2", pages = "CO2", month = jun, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00024-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000242", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2005:OLI, author = "T. W. Anderson", title = "Origins of the limited information maximum likelihood and two-stage least squares estimators", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "1--16", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001745", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fraser:2005:HAL, author = "D. A. S. Fraser and M. Rekkas and A. Wong", title = "Highly accurate likelihood analysis for the seemingly unrelated regression problem", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "17--33", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001356", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandes:2005:NST, author = "Marcelo Fernandes and Joachim Grammig", title = "Nonparametric specification tests for conditional duration models", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "35--68", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400137X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Saikkonen:2005:SRN, author = "Pentti Saikkonen", title = "Stability results for nonlinear error correction models", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "69--81", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001381", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Verbeek:2005:EDM, author = "Marno Verbeek and Francis Vella", title = "Estimating dynamic models from repeated cross-sections", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "83--102", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001393", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:2005:MEO, author = "Niels Haldrup and Antonio Montan{\'e}s and Andreu Sanso", title = "Measurement errors and outliers in seasonal unit root testing", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "103--128", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400140X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:DJA, author = "Anonymous", title = "The {Dennis J. Aigner Award}", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "129--129", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000023", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFf, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "CO2", month = jul, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00068-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000680", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PJb, author = "Anonymous", title = "Pages 1--130 ({July 2005})", journal = j-J-ECONOMETRICS, volume = "127", number = "1", pages = "??--??", month = jul, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stoker:2005:PDA, author = "Thomas M. Stoker and Ernst R. Berndt and A. Denny Ellerman and Susanne M. Schennach", title = "Panel data analysis of {U.S.} coal productivity", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "131--164", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001411", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2005:LSV, author = "Jun Yu", title = "On leverage in a stochastic volatility model", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "165--178", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001435", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Juhl:2005:NTC, author = "Ted Juhl and Zhijie Xiao", title = "A nonparametric test for changing trends", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "179--199", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001459", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalo:2005:SIT, author = "Jes{\'u}s Gonzalo and Michael Wolf", title = "Subsampling inference in threshold autoregressive models", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "201--224", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001460", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2005:UAT, author = "Peter Hall and Adonis Yatchew", title = "Unified approach to testing functional hypotheses in semiparametric contexts", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "225--252", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001472", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVd, author = "Anonymous", title = "Author index to volume 127", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "253--253", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00100-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001004", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFg, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "CO2", month = aug, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00097-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000977", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PA, author = "Anonymous", title = "Pages 131--254 ({August 2005})", journal = j-J-ECONOMETRICS, volume = "127", number = "2", pages = "??--??", month = aug, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:E, author = "Anonymous", title = "Erratum", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "i--i", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00119-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001193", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mittelhammer:2005:CEI, author = "Ron C. Mittelhammer and George G. Judge", title = "Combining estimators to improve structural model estimation and inference under quadratic loss", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "1--29", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001484", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Omtzigt:2005:IF, author = "Pieter Omtzigt and Paolo Paruolo", title = "Impact factors", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "31--68", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001496", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ortelli:2005:REM, author = "Claudio Ortelli and Fabio Trojani", title = "Robust efficient method of moments", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "69--97", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001502", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schorfheide:2005:VFU, author = "Frank Schorfheide", title = "{VAR} forecasting under misspecification", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "99--136", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001514", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Komunjer:2005:QML, author = "Ivana Komunjer", title = "Quasi-maximum likelihood estimation for conditional quantiles", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "137--164", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001526", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Herwartz:2005:BIS, author = "Helmut Herwartz and Michael H. Neumann", title = "Bootstrap inference in systems of single equation error correction models", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "165--193", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001538", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFh, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "CO2", month = sep, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00111-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001119", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PS, author = "Anonymous", title = "Pages 1--194 ({September 2005})", journal = j-J-ECONOMETRICS, volume = "128", number = "1", pages = "??--??", month = sep, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Muller:2005:SPT, author = "Ulrich K. M{\"u}ller", title = "Size and power of tests of stationarity in highly autocorrelated time series", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "195--213", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400154X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2005:STL, author = "Miguel A. Delgado and Carlos Velasco", title = "Sign tests for long-memory time series", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "215--251", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001551", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2005:GSL, author = "James Davidson and Philipp Sibbertsen", title = "Generating schemes for long memory processes: regimes, aggregation and linearity", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "253--282", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001563", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2005:DBR, author = "P. M. Robinson", title = "The distance between rival nonstationary fractional processes", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "283--300", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001575", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rabe-Hesketh:2005:MLE, author = "Sophia Rabe-Hesketh and Anders Skrondal and Andrew Pickles", title = "Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "301--323", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001599", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVe, author = "Anonymous", title = "Author index to volume 128", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "325--325", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00185-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001855", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFi, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "CO2", month = oct, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00182-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500182X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:PO, author = "Anonymous", title = "Pages 195--326 ({October 2005})", journal = j-J-ECONOMETRICS, volume = "128", number = "2", pages = "??--??", month = oct, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Banerjee:2005:MSB, author = "Anindya Banerjee and Giovanni Urga", title = "Modelling structural breaks, long memory and stock market volatility: an overview", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "1--34", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001630", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2005:PFE, author = "Clive W. J. Granger", title = "The past and future of empirical finance: some personal comments", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "35--40", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001642", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Montanes:2005:SBP, author = "Antonio Monta{\~n}{\'e}s and Irene Olloqui and Elena Calvo", title = "Selection of the break in the {Perron}-type tests", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "41--64", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001654", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:2005:SBD, author = "Pierre Perron and Xiaokang Zhu", title = "Structural breaks with deterministic and stochastic trends", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "65--119", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001666", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hillebrand:2005:NPC, author = "Eric Hillebrand", title = "Neglecting parameter changes in {GARCH} models", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "121--138", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001678", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2005:RGT, author = "Patrick Gagliardini and Fabio Trojani and Giovanni Urga", title = "Robust {GMM} tests for structural breaks", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "139--182", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400168X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2005:SSP, author = "M. Hashem Pesaran and Allan Timmermann", title = "Small sample properties of forecasts from autoregressive models under structural breaks", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "183--217", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001691", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dalla:2005:PBT, author = "Violetta Dalla and Javier Hidalgo", title = "A parametric bootstrap test for cycles", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "219--261", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001708", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2005:CFS, author = "P. M. Robinson and F. Iacone", title = "Cointegration in fractional systems with deterministic trends", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "263--298", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760400171X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leipus:2005:RRS, author = "Remigijus Leipus and Vygantas Paulauskas and Donatas Surgailis", title = "Renewal regime switching and stable limit laws", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "299--327", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001721", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lazarova:2005:TSC, author = "Step{\'a}na Lazarov{\'a}", title = "Testing for structural change in regression with long memory processes", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "329--372", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001733", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:AIVf, author = "Anonymous", title = "Author index to volume 129", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "373--373", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00196-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500196X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:IIFj, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "CO2", month = nov, year = "2005", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00190-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001909", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2005:MSB, author = "Anonymous", title = "Modelling structural breaks", journal = j-J-ECONOMETRICS, volume = "129", number = "1--2", pages = "??--??", month = nov, year = "2005", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandes:2006:FAC, author = "Marcelo Fernandes and Joachim Grammig", title = "A family of autoregressive conditional duration models", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "1--23", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001587", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hill:2006:SIN, author = "Robert J. Hill", title = "Superlative index numbers: not all of them are super", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "25--43", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001605", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gregoir:2006:ETP, author = "St{\'e}phane Gregoir", title = "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "45--100", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001617", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sriananthakumar:2006:NAP, author = "Sivagowry Sriananthakumar and Maxwell L. King", title = "A new approximate point optimal test of a composite null hypothesis", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "101--122", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.08.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407604001629", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2006:DFB, author = "Jean-Marie Dufour and Abdeljelil Farhat and Marc Hallin", title = "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "123--142", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000503", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2006:IP, author = "Clive W. J. Granger and Namwon Hyung", title = "Introduction to $m$--$m$ processes", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "143--164", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000515", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hassler:2006:RLP, author = "U. Hassler and F. Marmol and C. Velasco", title = "Residual log-periodogram inference for long-run relationships", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "165--207", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000667", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:IIF, author = "Anonymous", title = "{IFC} --- Inside Front Cover --- {Editorial Board}", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "CO2", month = jan, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(05)00208-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002083", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PJa, author = "Anonymous", title = "Pages 1--208 ({January 2006})", journal = j-J-ECONOMETRICS, volume = "130", number = "1", pages = "??--??", month = jan, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shimotsu:2006:LWE, author = "Katsumi Shimotsu and Peter C. B. Phillips", title = "Local {Whittle} estimation of fractional integration and some of its variants", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "209--233", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000527", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2006:SPE, author = "Myoung-jae Lee and Francis Vella", title = "A semi-parametric estimator for censored selection models with endogeneity", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "235--252", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000539", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mullin:2006:IEC, author = "Charles H. Mullin", title = "Identification and estimation with contaminated data: When do covariate data sharpen inference?", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "253--272", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000540", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2006:SFM, author = "Atsushi Inoue and Lutz Kilian", title = "On the selection of forecasting models", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "273--306", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000771", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2006:ECB, author = "Xiaohong Chen and Yanqin Fan", title = "Estimation of copula-based semiparametric time series models", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "307--335", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000783", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2006:FTS, author = "Francis X. Diebold and Canlin Li", title = "Forecasting the term structure of government bond yields", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "337--364", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000795", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2006:SGM, author = "Lijian Yang", title = "A semiparametric {GARCH} model for foreign exchange volatility", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "365--384", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000801", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:AIVa, author = "Anonymous", title = "Author index to volume 130", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "385--385", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00006-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000066", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "CO2", month = feb, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00003-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000030", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PF, author = "Anonymous", title = "Pages 209--386 ({February 2006})", journal = j-J-ECONOMETRICS, volume = "130", number = "2", pages = "??--??", month = feb, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2006:EMF, author = "F. X. Diebold and R. F. Engle and C. Favero and G. M. Gallo and F. Schorfheide", title = "The econometrics of macroeconomics, finance, and the interface", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "1--2", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:2006:MIM, author = "Robert F. Engle and Giampiero M. Gallo", title = "A multiple indicators model for volatility using intra-daily data", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "3--27", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000047", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deo:2006:FRV, author = "Rohit Deo and Clifford Hurvich and Yi Lu", title = "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "29--58", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000059", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2006:PVG, author = "Eric Ghysels and Pedro Santa-Clara and Rossen Valkanov", title = "Predicting volatility: getting the most out of return data sampled at different frequencies", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "59--95", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000060", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2006:CRV, author = "Peter Reinhard Hansen and Asger Lunde", title = "Consistent ranking of volatility models", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "97--121", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000072", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2006:VPS, author = "Tim Bollerslev and Hao Zhou", title = "Volatility puzzles: a simple framework for gauging return-volatility regressions", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "123--150", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000084", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Beltratti:2006:BPM, author = "A. Beltratti and C. Morana", title = "Breaks and persistency: macroeconomic causes of stock market volatility", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "151--177", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000096", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calvet:2006:VCM, author = "Laurent E. Calvet and Adlai J. Fisher and Samuel B. Thompson", title = "Volatility comovement: a multifrequency approach", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "179--215", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000102", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barndorff-Nielsen:2006:IJR, author = "Ole E. Barndorff-Nielsen and Neil Shephard", title = "Impact of jumps on returns and realised variances: econometric analysis of time-deformed {L{\'e}vy} processes", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "217--252", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000114", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christoffersen:2006:OVC, author = "Peter Christoffersen and Steve Heston and Kris Jacobs", title = "Option valuation with conditional skewness", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "253--284", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000126", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guidolin:2006:TSR, author = "Massimo Guidolin and Allan Timmermann", title = "Term structure of risk under alternative econometric specifications", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "285--308", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000138", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2006:MYC, author = "Francis X. Diebold and Glenn D. Rudebusch and S. Bora{\u{g}}an Aruoba", title = "The macroeconomy and the yield curve: a dynamic latent factor approach", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "309--338", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500014X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carriero:2006:FFM, author = "Andrea Carriero and Carlo A. Favero and Iryna Kaminska", title = "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "339--358", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ang:2006:WDY, author = "Andrew Ang and Monika Piazzesi and Min Wei", title = "What does the yield curve tell us about {GDP} growth?", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "359--403", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000163", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hordahl:2006:JEM, author = "Peter H{\"o}rdahl and Oreste Tristani and David Vestin", title = "A joint econometric model of macroeconomic and term-structure dynamics", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "405--444", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000175", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pelletier:2006:RSD, author = "Denis Pelletier", title = "Regime switching for dynamic correlations", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "445--473", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000187", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2006:MJP, author = "Christian Gourieroux and Joann Jasiak", title = "Multivariate {Jacobi} process with application to smooth transitions", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "475--505", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000199", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2006:ELO, author = "Jushan Bai and Serena Ng", title = "Evaluating latent and observed factors in macroeconomics and finance", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "507--537", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000205", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhardwaj:2006:EIU, author = "Geetesh Bhardwaj and Norman R. Swanson", title = "An empirical investigation of the usefulness of {ARFIMA} models for predicting macroeconomic and financial time series", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "539--578", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000217", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lundbergh:2006:TSM, author = "Stefan Lundbergh and Timo Ter{\"a}svirta", title = "A time series model for an exchange rate in a target zone with applications", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "579--609", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000229", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:AIVb, author = "Anonymous", title = "Author index to volume 131", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "611--612", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00025-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600025X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "CO2", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00019-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000194", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PMA, author = "Anonymous", title = "Pages 1--612 ({March--April 2006})", journal = j-J-ECONOMETRICS, volume = "131", number = "1--2", pages = "??--??", month = mar # "\slash " # apr, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2006:CF, author = "Heather M. Anderson and Jo{\~a}o Victor Issler and Farshid Vahid", title = "Common features", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "1--5", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000382", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:2006:LRP, author = "Robert F. Engle and Juri Marcucci", title = "A long-run {Pure Variance Common Features} model for the common volatilities of the {Dow Jones}", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "7--42", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000394", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2006:CFC, author = "Clive W. J. Granger and Timo Ter{\"a}svirta and Andrew J. Patton", title = "Common factors in conditional distributions for bivariate time series", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "43--57", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000400", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harding:2006:SC, author = "Don Harding and Adrian Pagan", title = "Synchronization of cycles", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "59--79", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000412", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2006:SAH, author = "S{\o}ren Johansen", title = "Statistical analysis of hypotheses on the cointegrating relations in the I(2) model", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "81--115", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000424", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hecq:2006:CCF, author = "Alain Hecq and Franz C. Palm and Jean-Pierre Urbain", title = "Common cyclical features analysis in {VAR} models with cointegration", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "117--141", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000436", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paruolo:2006:CTC, author = "Paolo Paruolo", title = "Common trends and cycles in I(2) {VAR} systems", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "143--168", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000448", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boivin:2006:MDA, author = "Jean Boivin and Serena Ng", title = "Are more data always better for factor analysis?", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "169--194", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500045X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2006:EDT, author = "Valentina Corradi and Norman R. Swanson", title = "The effect of data transformation on common cycle, cointegration, and unit root tests: {Monte Carlo} results and a simple test", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "195--229", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Connor:2006:CSC, author = "Gregory Connor and Robert A. Korajczyk and Oliver Linton", title = "The common and specific components of dynamic volatility", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "231--255", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000473", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giannone:2006:VCF, author = "Domenico Giannone and Lucrezia Reichlin and Luca Sala", title = "{VARs}, common factors and the empirical validation of equilibrium business cycle models", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "257--279", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000485", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Issler:2006:MLU, author = "Jo{\~a}o Victor Issler and Farshid Vahid", title = "The missing link: using the {NBER} recession indicator to construct coincident and leading indices of economic activity", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "281--303", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.01.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000497", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "132", number = "1", pages = "CO2", month = may, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00057-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000571", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:2006:CEE, author = "Luc Bauwens and H. Peter Boswijk and Jean-Pierre Urbain", title = "Causality and exogeneity in econometrics", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "305--309", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000564", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCrorie:2006:GCS, author = "J. Roderick McCrorie and Marcus J. Chambers", title = "{Granger} causality and the sampling of economic processes", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "311--336", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000576", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2006:SRL, author = "Jean-Marie Dufour and Denis Pelletier and {\'E}ric Renault", title = "Short run and long run causality in time series: inference", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "337--362", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000588", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2006:TSL, author = "J{\"o}rg Breitung and Bertrand Candelon", title = "Testing for short- and long-run causality: A frequency-domain approach", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "363--378", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500059X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mosconi:2006:NCB, author = "Rocco Mosconi and Raffaello Seri", title = "Non-causality in bivariate binary time series", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "379--407", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000606", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bun:2006:EDF, author = "Maurice J. G. Bun and Jan F. Kiviet", title = "The effects of dynamic feedbacks on {LS} and {MM} estimator accuracy in panel data models", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "409--444", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000618", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2006:IES, author = "Joel L. Horowitz and Charles F. Manski", title = "Identification and estimation of statistical functionals using incomplete data", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "445--459", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500062X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nicoletti:2006:NDP, author = "Cheti Nicoletti", title = "Nonresponse in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "461--489", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000631", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2006:IQR, author = "Victor Chernozhukov and Christian Hansen", title = "Instrumental quantile regression inference for structural and treatment effect models", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "491--525", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000643", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deLuna:2006:ESE, author = "Xavier de Luna and Per Johansson", title = "Exogeneity in structural equation models", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "527--543", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000655", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:AIVc, author = "Anonymous", title = "Author index to volume 132", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "545--546", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00115-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "CO2", month = jun, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00111-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001114", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PJb, author = "Anonymous", title = "Pages 305--546 ({June 2006})", journal = j-J-ECONOMETRICS, volume = "132", number = "2", pages = "??--??", month = jun, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dhrymes:2006:EMG, author = "Phoebus J. Dhrymes and Adriana Lleras-Muney", title = "Estimation of models with grouped and ungrouped data by means of {``2SLS''}", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "1--29", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000813", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Radchenko:2006:LIB, author = "Stanislav Radchenko and Hiroki Tsurumi", title = "Limited information {Bayesian} analysis of a simultaneous equation with an autocorrelated error term and its application to the {U.S.} gasoline market", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "31--49", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000825", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2006:BPL, author = "Yingyao Hu", title = "Bounding parameters in a linear regression model with a mismeasured regressor using additional information", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "51--70", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000837", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2006:ESF, author = "Subal C. Kumbhakar and Efthymios G. Tsionas", title = "Estimation of stochastic frontier production functions with input-oriented technical efficiency", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "71--96", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000849", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2006:GRR, author = "Frank Kleibergen and Richard Paap", title = "Generalized reduced rank tests using the singular value decomposition", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "97--126", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000850", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gan:2006:TME, author = "Li Gan and Qinghua Zhang", title = "The thick market effect on local unemployment rate fluctuations", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "127--152", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000862", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deschamps:2006:FPD, author = "Philippe J. Deschamps", title = "A flexible prior distribution for {Markov} switching autoregressions with {Student}-$t$ errors", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "153--190", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000874", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horvath:2006:TSD, author = "Lajos Horv{\'a}th and Piotr Kokoszka and Ricardas Zitikis", title = "Testing for stochastic dominance using the weighted {McFadden}-type statistic", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "191--205", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000886", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2006:FCI, author = "Zongwu Cai and Mitali Das and Huaiyu Xiong and Xizhi Wu", title = "Functional coefficient instrumental variables models", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "207--241", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000898", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krauth:2006:SBE, author = "Brian V. Krauth", title = "Simulation-based estimation of peer effects", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "243--271", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000904", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durham:2006:MCM, author = "Garland B. Durham", title = "{Monte Carlo} methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "273--305", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000916", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guell:2006:EPL, author = "Maia G{\"u}ell and Luojia Hu", title = "Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "307--341", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000928", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2006:ANN, author = "Bent Jesper Christensen and Morten {\O}rregaard Nielsen", title = "Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "343--371", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500093X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2006:SEA, author = "Yiguo Sun and Thanasis Stengos", title = "Semiparametric efficient adaptive estimation of asymmetric {GARCH} models", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "373--386", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.03.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000941", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Doran:2006:GEI, author = "Howard E. Doran and Peter Schmidt", title = "{GMM} estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "387--409", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2004.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605000953", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "CO2", month = jul, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00121-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001217", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PJc, author = "Anonymous", title = "Pages 1--410 ({July 2006})", journal = j-J-ECONOMETRICS, volume = "133", number = "1", pages = "??--??", month = jul, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2006:RME, author = "Jean-Marie Dufour and Beno{\^\i}t Perron", title = "Resampling methods in econometrics", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "411--419", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500120X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2006:PBA, author = "Russell Davidson and James G. MacKinnon", title = "The power of bootstrap and asymptotic tests", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "421--441", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001211", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2006:MCT, author = "Jean-Marie Dufour", title = "{Monte Carlo} tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "443--477", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001260", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jouneau-Sion:2006:MTL, author = "Fr{\'e}d{\'e}ric Jouneau-Sion and Olivier Torr{\`e}s", title = "{MMC} techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "479--512", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Luger:2006:EPT, author = "Richard Luger", title = "Exact permutation tests for non-nested non-linear regression models", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "513--529", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001247", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2006:BGE, author = "Atsushi Inoue and Mototsugu Shintani", title = "Bootstrapping {GMM} estimators for time series", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "531--555", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001235", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2006:FSM, author = "H. Hong and O. Scaillet", title = "A fast subsampling method for nonlinear dynamic models", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "557--578", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001223", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yatchew:2006:NSP, author = "Adonis Yatchew and Wolfgang H{\"a}rdle", title = "Nonparametric state price density estimation using constrained least squares and the bootstrap", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "579--599", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001272", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Parker:2006:URT, author = "Cameron Parker and Efstathios Paparoditis and Dimitris N. Politis", title = "Unit root testing via the stationary bootstrap", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "601--638", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001284", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2006:BTW, author = "Joon Y. Park", title = "A bootstrap theory for weakly integrated processes", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "639--672", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001296", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2006:HOI, author = "Donald W. K. Andrews and Offer Lieberman and Vadim Marmer", title = "Higher-order improvements of the parametric bootstrap for long-memory {Gaussian} processes", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "673--702", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001302", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2006:BCR, author = "Yoosoon Chang and Joon Y. Park and Kevin Song", title = "Bootstrapping cointegrating regressions", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "703--739", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001314", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2006:ABP, author = "James Davidson", title = "Alternative bootstrap procedures for testing cointegration in fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "741--777", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2006:BCD, author = "Valentina Corradi and Norman R. Swanson", title = "Bootstrap conditional distribution tests in the presence of dynamic misspecification", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "779--806", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001338", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2006:BST, author = "J. Hidalgo and J.-P. Kreiss", title = "Bootstrap specification tests for linear covariance stationary processes", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "807--839", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500134X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2006:BBP, author = "Joel L. Horowitz and I. N. Lobato and John C. Nankervis and N. E. Savin", title = "Bootstrapping the {Box--Pierce} {$Q$} test: a robust test of uncorrelatedness", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "841--862", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001351", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2006:CBT, author = "Fuchun Li and Greg Tkacz", title = "A consistent bootstrap test for conditional density functions with time-series data", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "863--886", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001363", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:AIVd, author = "Anonymous", title = "Author index to volume 133", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "887--888", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00135-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001357", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "CO2", month = aug, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00131-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600131X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PA, author = "Anonymous", title = "Pages 411--888 ({August 2006})", journal = j-J-ECONOMETRICS, volume = "133", number = "2", pages = "??--??", month = aug, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Detemple:2006:APM, author = "J{\'e}r{\^o}me Detemple and Ren{\'e} Garcia and Marcel Rindisbacher", title = "Asymptotic properties of {Monte Carlo} estimators of diffusion processes", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "1--68", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001375", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brendstrup:2006:IES, author = "Bjarne Brendstrup and Harry J. Paarsch", title = "Identification and estimation in sequential, asymmetric, {English} auctions", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "69--94", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001387", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kawakatsu:2006:MEG, author = "Hiroyuki Kawakatsu", title = "Matrix exponential {GARCH}", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "95--128", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001399", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:2006:BTN, author = "Myunghwan Seo", title = "Bootstrap testing for the null of no cointegration in a threshold vector error correction model", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "129--150", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001405", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2006:GST, author = "J. Carlos Escanciano and Carlos Velasco", title = "Generalized spectral tests for the martingale difference hypothesis", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "151--185", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001417", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davis:2006:EQG, author = "Peter Davis", title = "Estimation of quantity games in the presence of indivisibilities and heterogeneous firms", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "187--214", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001429", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shin:2006:IVA, author = "Dong Wan Shin and Seungho Kang", title = "An instrumental variable approach for panel unit root tests under cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "215--234", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001430", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Okhrin:2006:DPP, author = "Yarema Okhrin and Wolfgang Schmid", title = "Distributional properties of portfolio weights", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "235--256", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001442", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2006:EMSa, author = "Willa W. Chen and Rohit S. Deo", title = "Estimation of mis-specified long memory models", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "257--281", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001454", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2006:SBI, author = "Gary Koop and Justin L. Tobias", title = "Semiparametric {Bayesian} inference in smooth coefficient models", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "283--315", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001491", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "CO2", month = sep, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00163-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001631", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PS, author = "Anonymous", title = "Pages 1--316 ({September 2006})", journal = j-J-ECONOMETRICS, volume = "134", number = "1", pages = "??--??", month = sep, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2006:PEC, author = "Subal C. Kumbhakar and Hung-Jen Wang", title = "Pitfalls in the estimation of a cost function that ignores allocative inefficiency: A {Monte Carlo} analysis", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "317--340", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001466", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2006:AHD, author = "Siddhartha Chib and Federico Nardari and Neil Shephard", title = "Analysis of high dimensional multivariate stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "341--371", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001478", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:2006:ERS, author = "Pierre Perron and Zhongjun Qu", title = "Estimating restricted structural change models", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "373--399", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500148X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2006:JLT, author = "Badi H. Baltagi and Georges Bresson and Alain Pirotte", title = "Joint {LM} test for homoskedasticity in a one-way error component model", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "401--417", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001508", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2006:ETA, author = "Subal C. Kumbhakar and Hung-Jen Wang", title = "Estimation of technical and allocative inefficiency: A primal system approach", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "419--440", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500151X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2006:MTC, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Modified tests for a change in persistence", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "441--469", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Harvey:2012:CMT}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001521", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ma:2006:QRM, author = "Lingjie Ma and Roger Koenker", title = "Quantile regression methods for recursive structural equation models", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "471--506", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001533", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2006:SAC, author = "Yacine Ai{\"t}-Sahalia and Jialin Yu", title = "Saddlepoint approximations for continuous-time {Markov} processes", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "507--551", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001545", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2006:MSM, author = "Aaron Smith and Prasad A. Naik and Chih-Ling Tsai", title = "{Markov}-switching model selection using {Kullback--Leibler} divergence", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "553--577", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001557", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bruggemann:2006:RAT, author = "Ralf Br{\"u}ggemann and Helmut L{\"u}tkepohl and Pentti Saikkonen", title = "Residual autocorrelation testing for vector error correction models", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "579--604", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001569", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffin:2006:ING, author = "J. E. Griffin and M. F. J. Steel", title = "Inference with non-{Gaussian} {Ornstein--Uhlenbeck} processes for stochastic volatility", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "605--644", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Villani:2006:BPE, author = "Mattias Villani", title = "{Bayesian} point estimation of the cointegration space", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "645--664", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:AIVe, author = "Anonymous", title = "Author index to volume 134", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "665--666", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00175-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001758", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "CO2", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00172-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001722", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PO, author = "Anonymous", title = "Pages 317--666 ({October 2006})", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "??--??", month = oct, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Swanson:2006:PMA, author = "Norman R. Swanson and Graham Elliott and Eric Ghysels and Jesus Gonzalo", title = "Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of {Clive W. J. Granger}", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "1--9", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001612", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2006:OCP, author = "Clive W. J. Granger", title = "Opening comments: Predictive methodology and application in economics and finance: Presentation for the {San Diego Conference, January, 2004}", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "11--13", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001624", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2006:SAO, author = "Clive W. J. Granger and Mark J. Machina", title = "Structural attribution of observed volatility clustering", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "15--29", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001673", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aiolfi:2006:PFP, author = "Marco Aiolfi and Allan Timmermann", title = "Persistence in forecasting performance and conditional combination strategies", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "31--53", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001661", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2006:RRR, author = "T. W. Anderson", title = "Reduced rank regression for blocks of simultaneous equations", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "55--76", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001788", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreou:2006:MDF, author = "Elena Andreou and Eric Ghysels", title = "Monitoring disruptions in financial markets", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "77--124", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2006:EMSb, author = "Xiaohong Chen and Yanqin Fan", title = "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "125--154", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001776", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2006:USM, author = "Todd E. Clark and Kenneth D. West", title = "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "155--186", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001648", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2006:PDC, author = "Valentina Corradi and Norman R. Swanson", title = "Predictive density and conditional confidence interval accuracy tests", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "187--228", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001764", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2006:FSS, author = "Jean-Marie Dufour and Tarek Jouini", title = "Finite-sample simulation-based inference in {VAR} models with application to {Granger} causality testing", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "229--254", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001752", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Egorov:2006:VFJ, author = "Alexei V. Egorov and Yongmiao Hong and Haitao Li", title = "Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "255--284", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001697", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2006:MII, author = "Graham Elliott and Ulrich K. M{\"u}ller", title = "Minimizing the impact of the initial condition on testing for unit roots", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "285--310", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001740", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gonzalo:2006:LSV, author = "Jes{\'u}s Gonzalo and Oscar Mart{\'\i}nez", title = "Large shocks vs. small shocks. (Or does size matter? {May} be so.)", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "311--347", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001727", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:2006:RSL, author = "Niels Haldrup and Morten {\O}rregaard Nielsen", title = "A regime switching long memory model for electricity prices", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "349--376", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001715", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2006:IFP, author = "Bruce E. Hansen", title = "Interval forecasts and parameter uncertainty", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "377--398", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001806", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hendry:2006:RFE, author = "David F. Hendry", title = "Robustifying forecasts from equilibrium-correction systems", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "399--426", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500179X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2006:MTS, author = "Cheng Hsiao and Siyan Wang", title = "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "427--463", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001703", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2006:BBQ, author = "Tae-Hwy Lee and Yang Yang", title = "Bagging binary and quantile predictors for time series", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "465--497", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001685", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marcellino:2006:CDI, author = "Massimiliano Marcellino and James H. Stock and Mark W. Watson", title = "A comparison of direct and iterated multistep {AR} methods for forecasting macroeconomic time series", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "499--526", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500165X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{White:2006:TSE, author = "Halbert White", title = "Time-series estimation of the effects of natural experiments", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "527--566", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001636", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "CO2", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00180-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001801", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2006:PND, author = "Anonymous", title = "Pages 1--568 ({November--December 2006})", journal = j-J-ECONOMETRICS, volume = "135", number = "1--2", pages = "??--??", month = nov # "\slash " # dec, year = "2006", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2007:FDE, author = "Marcus J. Chambers and J. Roderick McCrorie", title = "Frequency domain estimation of temporally aggregated {Gaussian} cointegrated systems", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "1--29", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000364", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Simar:2007:EIT, author = "L{\'e}opold Simar and Paul W. Wilson", title = "Estimation and inference in two-stage, semi-parametric models of production processes", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "31--64", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001594", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Banerjee:2007:MEA, author = "Anurag Banerjee", title = "A method of estimating the average derivative", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "65--88", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001600", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shin:2007:ANS, author = "Dong Wan Shin and Oesook Lee", title = "Asymmetry and nonstationarity for a seasonal time series model", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "89--114", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002010", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2007:LTM, author = "Peter C. B. Phillips and Tassos Magdalinos", title = "Limit theory for moderate deviations from a unit root", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "115--130", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuosmanen:2007:NPT, author = "Timo Kuosmanen and Thierry Post and Stefan Scholtes", title = "Non-parametric tests of productive efficiency with errors-in-variables", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "131--162", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002046", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2007:TTV, author = "Zongwu Cai", title = "Trending time-varying coefficient time series models with serially correlated errors", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "163--188", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002058", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2007:SOD, author = "Arthur Lewbel and Susanne M. Schennach", title = "A simple ordered data estimator for inverse density weighted expectations", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "189--211", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500206X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Korinek:2007:EMC, author = "Anton Korinek and Johan A. Mistiaen and Martin Ravallion", title = "An econometric method of correcting for unit nonresponse bias in surveys", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "213--235", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000327", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zaffaroni:2007:AMM, author = "Paolo Zaffaroni", title = "Aggregation and memory of models of changing volatility", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "237--249", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000339", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2007:PRE, author = "Shakeeb Khan and Elie Tamer", title = "Partial rank estimation of duration models with general forms of censoring", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "251--280", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000340", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2007:SEE, author = "Byeong U. Park and Robin C. Sickles and L{\'e}opold Simar", title = "Semiparametric efficient estimation of dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "281--301", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000352", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCausland:2007:TRS, author = "William J. McCausland", title = "Time reversibility of stationary regular finite-state {Markov} chains", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "303--318", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000534", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lutkepohl:2007:GSS, author = "Helmut L{\"u}tkepohl", title = "General-to-specific or specific-to-general modelling? {An} opinion on current econometric terminology", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "319--324", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002307", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "CO2", month = jan, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00191-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001916", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:PJ, author = "Anonymous", title = "Pages 1--324 ({January 2007})", journal = j-J-ECONOMETRICS, volume = "136", number = "1", pages = "??--??", month = jan, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aliprantis:2007:SIE, author = "Charalambos D. Aliprantis and William A. Barnett and Bernard Cornet and Steven Durlauf", title = "Special issue editors' introduction: The interface between econometrics and economic theory", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "325--329", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002162", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2007:POE, author = "Arnold Zellner", title = "Philosophy and objectives of econometrics", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "331--339", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002174", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2007:DDC, author = "James J. Heckman and Salvador Navarro", title = "Dynamic discrete choice and dynamic treatment effects", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "341--396", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002186", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dridi:2007:IIC, author = "Ramdan Dridi and Alain Guay and Eric Renault", title = "Indirect inference and calibration of dynamic stochastic general equilibrium models", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "397--430", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002198", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aliprantis:2007:RE, author = "Charalambos D. Aliprantis and David Harris and Rabee Tourky", title = "{Riesz} estimators", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "431--456", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002204", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2007:MAT, author = "William A. Barnett", title = "Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "457--482", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002216", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:2007:GCP, author = "Esfandiar Maasoumi and Jeff Racine and Thanasis Stengos", title = "Growth and convergence: A profile of distribution dynamics and mobility", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "483--508", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002228", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2007:ESS, author = "C. Gourieroux and A. Monfort", title = "Econometric specification of stochastic discount factor models", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "509--530", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760500223X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eckstein:2007:ELS, author = "Zvi Eckstein and Gerard J. van den Berg", title = "Empirical labor search: A survey", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "531--564", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002241", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapetanios:2007:MMC, author = "G. Kapetanios and A. Pagan and A. Scott", title = "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "565--594", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002253", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:2007:EAL, author = "Herman J. Bierens", title = "Econometric analysis of linearized singular dynamic stochastic general equilibrium models", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "595--627", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002265", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brock:2007:MUP, author = "William A. Brock and Steven N. Durlauf and Kenneth D. West", title = "Model uncertainty and policy evaluation: Some theory and empirics", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "629--664", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002277", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahlin:2007:SAC, author = "Christian Ahlin and Robert M. Townsend", title = "Selection into and across credit contracts: Theory and field research", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "665--698", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002289", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2007:EDS, author = "Valentina Corradi and Norman R. Swanson", title = "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "699--723", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605002290", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "136", number = "2", pages = "CO2", month = feb, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(06)00240-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002405", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2007:NSF, author = "Subal C. Kumbhakar and Byeong U. Park and L{\'e}opold Simar and Efthymios G. Tsionas", title = "Nonparametric stochastic frontiers: A local maximum likelihood approach", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "1--27", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000376", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2007:BPS, author = "Mehmet Caner", title = "Boundedly pivotal structural change tests in continuous updating {GMM} with strong, weak identification and completely unidentified cases", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "28--67", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000388", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:2007:ADC, author = "Byeongseon Seo", title = "Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "68--111", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600039X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giordani:2007:UAN, author = "Paolo Giordani and Robert Kohn and Dick van Dijk", title = "A unified approach to nonlinearity, structural change, and outliers", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "112--133", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000406", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2007:SEW, author = "M. Hashem Pesaran and Allan Timmermann", title = "Selection of estimation window in the presence of breaks", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "134--161", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000418", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2007:BDP, author = "Peter C. B. Phillips and Donggyu Sul", title = "Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "162--188", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600042X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2007:ENE, author = "Patrick Gagliardini and Christian Gouri{\'e}roux", title = "An efficient nonparametric estimator for models with nonlinear dependence", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "189--229", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000431", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chung:2007:NNH, author = "Heetaik Chung and Joon Y. Park", title = "Nonstationary nonlinear heteroskedasticity in regression", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "230--259", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000467", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2007:BAT, author = "Keming Yu and Julian Stander", title = "{Bayesian} analysis of a {Tobit} quantile regression model", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "260--276", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000546", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "CO2", month = mar, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00018-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:PM, author = "Anonymous", title = "Pages 1--276 ({March 2007})", journal = j-J-ECONOMETRICS, volume = "137", number = "1", pages = "??--??", month = mar, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shimotsu:2007:GSE, author = "Katsumi Shimotsu", title = "{Gaussian} semiparametric estimation of multivariate fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "277--310", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000443", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deJong:2007:RVK, author = "Robert M. de Jong and Christine Amsler and Peter Schmidt", title = "A robust version of the {KPSS} test based on indicators", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "311--333", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000479", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eichler:2007:GCP, author = "Michael Eichler", title = "{Granger} causality and path diagrams for multivariate time series", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "334--353", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000480", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2007:SAP, author = "Federico M. Bandi and Peter C. B. Phillips", title = "A simple approach to the parametric estimation of potentially nonstationary diffusions", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "354--395", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.06.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000492", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bao:2007:FSP, author = "Yong Bao and Aman Ullah", title = "Finite sample properties of maximum likelihood estimator in spatial models", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "396--413", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000509", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Skouras:2007:DDB, author = "Spyros Skouras", title = "{Decisionmetrics}: A decision-based approach to econometric modelling", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "414--440", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000510", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stummer:2007:OSD, author = "Wolfgang Stummer and Igor Vajda", title = "Optimal statistical decisions about some alternative financial models", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "441--471", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000522", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blake:2007:TAP, author = "Andrew P. Blake and George Kapetanios", title = "Testing for {ARCH} in the presence of nonlinearity of unknown form in the conditional mean", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "472--488", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000558", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2007:GEM, author = "Lung-fei Lee", title = "{GMM} and {2SLS} estimation of mixed regressive, spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "489--514", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000662", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chao:2007:AAB, author = "John Chao and Norman R. Swanson", title = "Alternative approximations of the bias and {MSE} of the {IV} estimator under weak identification with an application to bias correction", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "515--555", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chan:2007:IEV, author = "Ngai Hang Chan and Shi-Jie Deng and Liang Peng and Zhendong Xia", title = "Interval estimation of value-at-risk based on {GARCH} models with heavy-tailed innovations", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "556--576", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000686", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Coppejans:2007:EEO, author = "Mark Coppejans", title = "On efficient estimation of the ordered response model", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "577--614", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacquier:2007:MML, author = "Eric Jacquier and Michael Johannes and Nicholas Polson", title = "{MCMC} maximum likelihood for latent state models", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "615--640", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000704", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ferreira:2007:MCC, author = "Jos{\'e} T. A. S. Ferreira and Mark F. J. Steel", title = "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "641--673", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.11.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000716", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2007:IIH, author = "Debopam Bhattacharya", title = "Inference on inequality from household survey data", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "674--707", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000728", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francke:2007:MLU, author = "Marc K. Francke and Aart F. de Vos", title = "Marginal likelihood and unit roots", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "708--728", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600073X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "CO2", month = apr, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00030-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:PA, author = "Anonymous", title = "Pages 277--728 ({April 2007})", journal = j-J-ECONOMETRICS, volume = "137", number = "2", pages = "??--??", month = apr, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franses:2007:PCE, author = "Philip Hans Franses and Herman K. van Dijk", title = "Progress and challenges in econometrics", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "1--2", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000844", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2007:FLB, author = "Clive W. J. Granger", title = "Forecasting-looking back and forward: Paper to celebrate the 50th anniversary of the {Econometrics Institute at the Erasmus University, Rotterdam}", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "3--13", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000856", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2007:GSP, author = "Arnold Zellner", title = "Generalizing the standard product rule of probability theory and {Bayes}'s Theorem", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "14--23", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See erratum \cite{Zellner:2007:EGS}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000868", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2007:TMW, author = "Donald W. K. Andrews and James H. Stock", title = "Testing with many weak instruments", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "24--46", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600087X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:2007:ZIL, author = "Charles R. Nelson and Richard Startz", title = "The zero-information-limit condition and spurious inference in weakly identified models", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "47--62", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000881", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoogerheide:2007:NCP, author = "Lennart Hoogerheide and Frank Kleibergen and Herman K. van Dijk", title = "Natural conjugate priors for the instrumental variables regression model applied to the {Angrist--Krueger} data", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "63--103", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000893", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2007:URL, author = "Peter C. B. Phillips", title = "Unit root log periodogram regression", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "104--124", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600090X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2007:NAS, author = "Torben G. Andersen and Tim Bollerslev and Dobrislav Dobrev", title = "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "125--180", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000911", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Martens:2007:MVR, author = "Martin Martens and Dick van Dijk", title = "Measuring volatility with the realized range", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "181--207", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000923", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2007:PAM, author = "Jaehwan Kim and Greg M. Allenby and Peter E. Rossi", title = "Product attributes and models of multiple discreteness", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "208--230", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000935", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fok:2007:SNL, author = "Dennis Fok and Philip Hans Franses and Richard Paap", title = "Seasonality and non-linear price effects in scanner-data-based market-response models", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "231--251", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000947", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2007:SMR, author = "John Geweke and Michael Keane", title = "Smoothly mixing regressions", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "252--290", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000959", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2007:ANT, author = "Todd E. Clark and Kenneth D. West", title = "Approximately normal tests for equal predictive accuracy in nested models", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "291--311", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000960", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2007:PWA, author = "M. Hashem Pesaran", title = "A pair-wise approach to testing for output and growth convergence", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "312--355", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000972", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abdellaoui:2007:RIU, author = "Mohammed Abdellaoui and Carolina Barrios and Peter P. Wakker", title = "Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "356--378", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000984", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "138", number = "1", pages = "ifc--ifc", month = may, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00050-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000504", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golan:2007:IEE, author = "Amos Golan", title = "Information and entropy econometrics --- volume overview and synthesis", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "379--387", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000741", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2007:SAH, author = "Arnold Zellner", title = "Some aspects of the history of {Bayesian} information processing", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "388--404", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000753", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clarke:2007:IOB, author = "Bertrand Clarke", title = "Information optimality and {Bayesian} modelling", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "405--429", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000765", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2007:EIT, author = "Richard J. Smith", title = "Efficient information theoretic inference for conditional moment restrictions", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "430--460", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000777", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Antoine:2007:EUI, author = "Bertille Antoine and H{\'e}l{\`e}ne Bonnal and Eric Renault", title = "On the efficient use of the informational content of estimating equations: Implied probabilities and {Euclidean} empirical likelihood", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "461--487", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000789", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2007:IGM, author = "Alastair R. Hall and Atsushi Inoue and Kalidas Jana and Changmock Shin", title = "Information in generalized method of moments estimation and entropy-based moment selection", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "488--512", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000790", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Judge:2007:EIC, author = "George G. Judge and Ron C. Mittelhammer", title = "Estimation and inference in the case of competing sets of estimating equations", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "513--531", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000807", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wu:2007:GEM, author = "Ximing Wu and Jeffrey M. Perloff", title = "{GMM} estimation of a maximum entropy distribution with interval data", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "532--546", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000819", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Racine:2007:VRM, author = "Jeffrey S. Racine and Esfandiar Maasoumi", title = "A versatile and robust metric entropy test of time-reversibility, and other hypotheses", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "547--567", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000820", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dadpay:2007:IMG, author = "Ali Dadpay and Ehsan S. Soofi and Refik Soyer", title = "Information measures for generalized gamma family", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "568--585", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606000832", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "ifc--ifc", month = jun, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00069-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000693", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:VHA, author = "Anonymous", title = "A Volume in Honor of {Arnold} Zellner", journal = j-J-ECONOMETRICS, volume = "138", number = "2", pages = "??--??", month = jun, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2007:EII, author = "Andrew Chesher and Geert Dhaene and Herman van Dijk", title = "Endogeneity, instruments and identification", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "1--3", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606000996", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2007:IVE, author = "Victor Chernozhukov and Guido W. Imbens and Whitney K. Newey", title = "Instrumental variable estimation of nonseparable models", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "4--14", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440760600100X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2007:IV, author = "Andrew Chesher", title = "Instrumental values", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "15--34", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001011", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frolich:2007:NIE, author = "Markus Fr{\"o}lich", title = "Nonparametric {IV} estimation of local average treatment effects with covariates", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "35--75", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001023", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magnac:2007:IIM, author = "Thierry Magnac and Eric Maurin", title = "Identification and information in monotone binary models", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "76--104", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manski:2007:MRT, author = "Charles F. Manski", title = "Minimax-regret treatment choice with missing outcome data", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "105--115", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001047", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2007:PCW, author = "Donald W. K. Andrews and Marcelo J. Moreira and James H. Stock", title = "Performance of conditional {Wald} tests in {IV} regression with weak instruments", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "116--132", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001059", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2007:FRP, author = "Jean-Marie Dufour and Mohamed Taamouti", title = "Further results on projection-based inference in {IV} regressions with weak, collinear or missing instruments", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "133--153", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001060", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoogerheide:2007:SPD, author = "Lennart F. Hoogerheide and Johan F. Kaashoek and Herman K. van Dijk", title = "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "154--180", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001072", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2007:GWI, author = "Frank Kleibergen", title = "Generalizing weak instrument robust {IV} statistics towards multiple parameters, unrestricted covariance matrices and identification statistics", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "181--216", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001084", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poskitt:2007:ADT, author = "D. S. Poskitt and C. L. Skeels", title = "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "217--236", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407606001096", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "139", number = "1", pages = "ifc--ifc", month = jul, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 19:22:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440760700084X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAleer:2007:EIP, author = "Michael McAleer", title = "The econometrics of intellectual property: An overview", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "237--241", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002120", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2007:EPL, author = "Jerry A. Hausman and Gregory K. Leonard", title = "Estimation of patent licensing value using a flexible demand specification", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "242--258", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002132", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAleer:2007:EAA, author = "Michael McAleer and Felix Chan and Dora Marinova", title = "An econometric analysis of asymmetric volatility: Theory and application to patents", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "259--284", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002144", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dubin:2007:VIA, author = "Jeffrey A. Dubin", title = "Valuing intangible assets with a nested logit market share model", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "285--302", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002156", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slottje:2007:EAC, author = "Daniel J. Slottje and Daniel L. Millimet and Michael J. Buchanan", title = "Econometric analysis of copyrights", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "303--317", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002168", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Silverberg:2007:SDI, author = "Gerald Silverberg and Bart Verspagen", title = "The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "318--339", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600217X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Greasley:2007:PIP, author = "David Greasley and Les Oxley", title = "Patenting, intellectual property rights and sectoral outputs in {Industrial Revolution Britain}, 1780--1851", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "340--354", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002181", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basmann:2007:PAT, author = "Robert L. Basmann and Michael McAleer and Daniel Slottje", title = "Patent activity and technical change", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "355--375", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002193", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fok:2007:MDS, author = "Dennis Fok and Philip Hans Franses", title = "Modeling the diffusion of scientific publications", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "376--390", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600220X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "139", number = "2", pages = "ifc--ifc", month = aug, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00098-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700098X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2007:ASD, author = "Badi H. Baltagi and Harry H. Kelejian and Ingmar R. Prucha", title = "Analysis of spatially dependent data", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "1--4", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002211", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2007:TSC, author = "Badi H. Baltagi and Seuck Heun Song and Byoung Cheol Jung and Won Koh", title = "Testing for serial correlation, spatial autocorrelation and random effects using panel data", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "5--51", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002223", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brock:2007:IBC, author = "William A. Brock and Steven N. Durlauf", title = "Identification of binary choice models with social interactions", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "52--75", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002235", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conley:2007:SCR, author = "Timothy G. Conley and Francesca Molinari", title = "Spatial correlation robust inference with errors in location or distance", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "76--96", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002247", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapoor:2007:PDM, author = "Mudit Kapoor and Harry H. Kelejian and Ingmar R. Prucha", title = "Panel data models with spatially correlated error components", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "97--130", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kelejian:2007:HES, author = "Harry H. Kelejian and Ingmar R. Prucha", title = "{HAC} estimation in a spatial framework", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "131--154", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002260", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2007:MES, author = "Lung-fei Lee", title = "The method of elimination and substitution in the {GMM} estimation of mixed regressive, spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "155--189", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002272", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{LeSage:2007:MES, author = "James P. LeSage and R. Kelley Pace", title = "A matrix exponential spatial specification", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "190--214", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002284", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pinkse:2007:CLT, author = "Joris Pinkse and Lihong Shen and Margaret Slade", title = "A central limit theorem for endogenous locations and complex spatial interactions", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "215--225", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002296", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sain:2007:SMM, author = "Stephan R. Sain and Noel Cressie", title = "A spatial model for multivariate lattice data", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "226--259", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002302", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2007:EMC, author = "Badi H. Baltagi and Peter Egger and Michael Pfaffermayr", title = "Estimating models of complex {FDI}: Are there third-country effects?", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "260--281", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002314", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conley:2007:EDL, author = "Timothy G. Conley and Giorgio Topa", title = "Estimating dynamic local interactions models", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "282--303", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keller:2007:OSI, author = "Wolfgang Keller and Carol H. Shiue", title = "The origin of spatial interaction", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "304--332", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002338", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "140", number = "1", pages = "ifc--ifc", month = sep, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00134-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001340", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2007:IEE, author = "Lung-fei Lee", title = "Identification and estimation of econometric models with group interactions, contextual factors and fixed effects", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "333--374", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001394", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Daouia:2007:NEA, author = "Abdelaati Daouia and L{\'e}opold Simar", title = "Nonparametric efficiency analysis: A multivariate conditional quantile approach", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "375--400", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001400", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2007:ATR, author = "Siddhartha Chib", title = "Analysis of treatment response data without the joint distribution of potential outcomes", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "401--412", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001412", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reif:2007:ABR, author = "Jir{\'\i} Reif", title = "Asymptotic behaviour of regression pre-test estimators with minimal {Bayes} risk", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "413--424", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001424", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Omori:2007:SVL, author = "Yasuhiro Omori and Siddhartha Chib and Neil Shephard and Jouchi Nakajima", title = "Stochastic volatility with leverage: Fast and efficient likelihood inference", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "425--449", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001436", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hualde:2007:RCE, author = "J. Hualde and P. M. Robinson", title = "Root-$n$-consistent estimation of weak fractional cointegration", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "450--484", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001448", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duggal:2007:IPE, author = "Vijaya G. Duggal and Cynthia Saltzman and Lawrence R. Klein", title = "Infrastructure and productivity: An extension to private infrastructure and it productivity", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "485--502", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600145X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carro:2007:EDP, author = "Jesus M. Carro", title = "Estimating dynamic panel data discrete choice models with fixed effects", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "503--528", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2007:EEG, author = "Marine Carrasco and Mikhail Chernov and Jean-Pierre Florens and Eric Ghysels", title = "Efficient estimation of general dynamic models with a continuum of moment conditions", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "529--573", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001473", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:2007:LDI, author = "Jinyong Hahn and Jerry Hausman and Guido Kuersteiner", title = "Long difference instrumental variables estimation for dynamic panel models with fixed effects", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "574--617", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001485", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2007:TCE, author = "Andrew C. Harvey and Thomas M. Trimbur and Herman K. {Van Dijk}", title = "Trends and cycles in economic time series: A {Bayesian} approach", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "618--649", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001497", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bao:2007:SOB, author = "Yong Bao and Aman Ullah", title = "The second-order bias and mean squared error of estimators in time-series models", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "650--669", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001503", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2007:GLS, author = "Christian B. Hansen", title = "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "670--694", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001515", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2007:TJH, author = "Karim M. Abadir and Walter Distaso", title = "Testing joint hypotheses when one of the alternatives is one-sided", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "695--718", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001527", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCracken:2007:AST, author = "Michael W. McCracken", title = "Asymptotics for out of sample tests of {Granger} causality", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "719--752", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001539", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eklund:2007:TCE, author = "Bruno Eklund and Timo Ter{\"a}svirta", title = "Testing constancy of the error covariance matrix in vector models", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "753--780", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001540", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2007:MCE, author = "Siddhartha Chib and Liana Jacobi", title = "Modeling and calculating the effect of treatment at baseline from panel outcomes", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "781--801", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001552", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2007:CMS, author = "Cheng Hsiao and Qi Li and Jeffrey S. Racine", title = "A consistent model specification test with mixed discrete and continuous data", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "802--826", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001564", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Belzil:2007:SAC, author = "Christian Belzil and J{\"o}rgen Hansen", title = "A structural analysis of the correlated random coefficient wage regression model", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "827--848", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001576", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ling:2007:SWL, author = "Shiqing Ling", title = "Self-weighted and local quasi-maximum likelihood estimators for {ARMA-GARCH/IGARCH} models", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "849--873", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001588", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Silver:2007:WEP, author = "Mick Silver and Saeed Heravi", title = "Why elementary price index number formulas differ: Evidence on price dispersion", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "874--883", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600159X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Patton:2007:POF, author = "Andrew J. Patton and Allan Timmermann", title = "Properties of optimal forecasts under asymmetric loss and nonlinearity", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "884--918", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001606", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2007:TUR, author = "Giuseppe Cavaliere and A. M. Robert Taylor", title = "Testing for unit roots in time series models with non-stationary volatility", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "919--947", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.07.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001618", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "ifc--ifc", month = oct, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00149-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001492", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:PO, author = "Anonymous", title = "Pages 333--948 ({October 2007})", journal = j-J-ECONOMETRICS, volume = "140", number = "2", pages = "??--??", month = oct, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandes:2007:SME, author = "Marcelo Fernandes and Oliver Linton and Olivier Scaillet", title = "Semiparametric methods in econometrics", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "1--4", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700005X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:2007:EPM, author = "Chunrong Ai and Xiaohong Chen", title = "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "5--43", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deMatos:2007:TMP, author = "Jo{\~a}o Amaro de Matos and Marcelo Fernandes", title = "Testing the {Markov} property with high frequency data", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "44--64", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:2007:CRQ, author = "Richard Blundell and James L. Powell", title = "Censored regression quantiles with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "65--83", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brendstrup:2007:SIE, author = "Bjarne Brendstrup and Harry J. Paarsch", title = "Semiparametric identification and estimation in multi-object, {English} auctions", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "84--108", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2007:NLR, author = "Xiaohong Chen and Han Hong and Matthew Shum", title = "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "109--140", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2007:ABI, author = "Russell Davidson and Emmanuel Flachaire", title = "Asymptotic and bootstrap inference for inequality and poverty measures", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "141--166", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dias:2007:CEB, author = "Ronaldo Dias and Nancy L. Garcia", title = "Consistent estimator for basis selection based on a proxy of the {Kullback--Leibler} distance", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "167--178", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gayle:2007:RCS, author = "George-Levi Gayle and Christelle Viauroux", title = "Root-{$N$} consistent semiparametric estimators of a dynamic panel-sample-selection model", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "179--212", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hagmann:2007:LMB, author = "M. Hagmann and O. Scaillet", title = "Local multiplicative bias correction for asymmetric kernel density estimators", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "213--249", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2007:QAE, author = "O. Linton and Yoon-Jae Whang", title = "The quantilogram: With an application to evaluating directional predictability", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "250--282", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Martins-Filho:2007:NFE, author = "Carlos Martins-Filho and Feng Yao", title = "Nonparametric frontier estimation via local linear regression", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "283--319", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:RUR, author = "Anonymous", title = "Referee utilization report", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "320--322", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00200-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700200X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "141", number = "1", pages = "ifc--ifc", month = nov, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00188-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001881", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2007:RRB, author = "Kim Christensen and Mark Podolskij", title = "Realized range-based estimation of integrated variance", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "323--349", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001989", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sakata:2007:IVE, author = "Shinichi Sakata", title = "Instrumental variable estimation based on conditional median restriction", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "350--382", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606001990", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mukherjee:2007:GRE, author = "Kanchan Mukherjee", title = "Generalized R-estimators under conditional heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "383--415", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002004", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2007:ITP, author = "Hyungsik Roger Moon and Beno{\^\i}t Perron and Peter C. B. Phillips", title = "Incidental trends and the power of panel unit root tests", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "416--459", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002016", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brendstrup:2007:NPE, author = "Bjarne Brendstrup", title = "Non-parametric estimation of sequential {English} auctions", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "460--481", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002028", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vandenBerg:2007:UOP, author = "Gerard J. van den Berg", title = "On the uniqueness of optimal prices set by monopolistic sellers", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "482--491", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600203X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2007:SOP, author = "Song Xi Chen and Hengjian Cui", title = "On the second-order properties of empirical likelihood with moment restrictions", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "492--516", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002041", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dueker:2007:CTA, author = "Michael J. Dueker and Martin Sola and Fabio Spagnolo", title = "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "517--547", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002053", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rodrigues:2007:ETS, author = "Paulo M. M. Rodrigues and A. M. Robert Taylor", title = "Efficient tests of the seasonal unit root hypothesis", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "548--573", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002065", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nielsen:2007:DCR, author = "Morten {\O}rregaard Nielsen and Katsumi Shimotsu", title = "Determining the cointegrating rank in nonstationary fractional systems by the exact local {Whittle} approach", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "574--596", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002077", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2007:APR, author = "Christian B. Hansen", title = "Asymptotic properties of a robust variance matrix estimator for panel data when T is large", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "597--620", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002089", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sancetta:2007:OFC, author = "Alessio Sancetta", title = "Online forecast combinations of distributions: Worst case bounds", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "621--651", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002090", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2007:NTC, author = "Miguel A. Delgado and J. Carlos Escanciano", title = "Nonparametric tests for conditional symmetry in dynamic models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "652--682", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002107", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiou:2007:MID, author = "Lesley Chiou and Joan L. Walker", title = "Masking identification of discrete choice models under simulation methods", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "683--703", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002119", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:2007:SLS, author = "Myung Hwan Seo and Oliver Linton", title = "A smoothed least squares estimator for threshold regression models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "704--735", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600234X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2007:CRW, author = "Yongmiao Hong and Haitao Li and Feng Zhao", title = "Can the random walk model be beaten in out-of-sample density forecasts? {Evidence} from intraday foreign exchange rates", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "736--776", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002351", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2007:EST, author = "Arthur Lewbel", title = "Endogenous selection or treatment model estimation", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "777--806", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002363", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2007:CCF, author = "Liangjun Su and Halbert White", title = "A consistent characteristic function-based test for conditional independence", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "807--834", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002375", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2007:GFTa, author = "Javier Hidalgo and Paolo Zaffaroni", title = "A goodness-of-fit test for {$ {\rm ARCH}(\infty) $} models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "835--875", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002387", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bowsher:2007:MSM, author = "Clive G. Bowsher", title = "Modelling security market events in continuous time: Intensity based, multivariate point process models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "876--912", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760600251X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsieh:2007:ADD, author = "Meng-Chen Hsieh and Clifford M. Hurvich and Philippe Soulier", title = "Asymptotics for duration-driven long range dependent processes", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "913--949", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002521", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2007:AEL, author = "Song Xi Chen and Jiti Gao", title = "An adaptive empirical likelihood test for parametric time series regression models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "950--972", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002533", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2007:GFTb, author = "Javier Hidalgo and Paolo Zaffaroni", title = "A goodness-of-fit test for {$ {\rm ARCH}(\infty) $} models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "973--1013", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002557", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frederiksen:2007:DTD, author = "Anders Frederiksen and Bo E. Honor{\'e} and Luojia Hu", title = "Discrete time duration models with group-level heterogeneity", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1014--1043", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407606002569", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cowell:2007:IDI, author = "Frank A. Cowell and Emmanuel Flachaire", title = "Income distribution and inequality measurement: The problem of extreme values", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1044--1072", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harris:2007:ZIO, author = "Mark N. Harris and Xueyan Zhao", title = "A zero-inflated ordered probit model, with an application to modelling tobacco consumption", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1073--1099", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2007:EGC, author = "Songnian Chen and Yahong Zhou", title = "Estimating a generalized correlation coefficient for a generalized bivariate probit model", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1100--1114", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000255", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2007:NDC, author = "Peter C. B. Phillips and Sainan Jin and Ling Hu", title = "Nonstationary discrete choice: A corrigendum and addendum", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1115--1130", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000267", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2007:EQR, author = "Sokbae Lee", title = "Endogeneity in quantile regression models: A control function approach", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1131--1158", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000279", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gaure:2007:TCM, author = "Simen Gaure and Knut R{\o}ed and Tao Zhang", title = "Time and causality: A {Monte Carlo} assessment of the timing-of-events approach", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1159--1195", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2007:CSD, author = "Graham Elliott and Ulrich K. M{\"u}ller", title = "Confidence sets for the date of a single break in linear time series regressions", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1196--1218", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000401", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bernard:2007:FSM, author = "Jean-Thomas Bernard and Nadhem Idoudi and Lynda Khalaf and Cl{\'e}ment Y{\'e}lou", title = "Finite sample multivariate structural change tests with application to energy demand models", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1219--1244", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000413", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2007:CFL, author = "Jialin Yu", title = "Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the {Chinese} {Yuan}", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1245--1280", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000425", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:2007:IPW, author = "Jeffrey M. Wooldridge", title = "Inverse probability weighted estimation for general missing data problems", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1281--1301", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000437", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2007:SRP, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "A simple, robust and powerful test of the trend hypothesis", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1302--1330", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See erratum \cite{Harvey:2008:ESR}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000450", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Muller:2007:TRL, author = "Ulrich K. M{\"u}ller", title = "A theory of robust long-run variance estimation", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1331--1352", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000462", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2007:NEL, author = "Karim M. Abadir and Walter Distaso and Liudas Giraitis", title = "Nonstationarity-extended local {Whittle} estimation", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1353--1384", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.01.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Richard:2007:EHD, author = "Jean-Fran{\c{c}}ois Richard and Wei Zhang", title = "Efficient high-dimensional importance sampling", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1385--1411", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000486", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2007:CPT, author = "Yi-Ting Chen and Chung-Ming Kuan", title = "Corrigendum to {``The pseudo-true score encompassing test for non-nested hypotheses'': [Journal of Econometrics {\bf 106}, 271--295]}", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1412--1417", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2006.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Chen:2002:PTS}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2007:CLS, author = "Alastair R. Hall and Atsushi Inoue", title = "Corrigendum to: {``The large sample behaviour of the generalized method of moments estimator in misspecified models'': [Journal of Econometrics {\bf 114} (2003) 361--394]}", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1418--1418", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Hall:2003:LSB}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607000449", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2007:EGS, author = "Arnold Zellner", title = "Erratum to {``Generalizing the standard product rule of probability theory and Bayes's Theorem'': [J. Econometrics {\bf 138} (1) (2007) 14--23]}", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1419--1419", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Zellner:2007:GSP}.", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700067X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:ECL, author = "Anonymous", title = "Error in contents listing of Special issue", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "1420--1420", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00207-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002072", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "ifc--ifc", month = dec, year = "2007", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00208-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002084", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2007:PD, author = "Anonymous", title = "Pages 323--1420 ({December 2007})", journal = j-J-ECONOMETRICS, volume = "141", number = "2", pages = "??--??", month = dec, year = "2007", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmer:2008:NNS, author = "Vadim Marmer", title = "Nonlinearity, nonstationarity, and spurious forecasts", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "1--27", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700108X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bekker:2008:SBI, author = "Paul A. Bekker and Steve Lawford", title = "Symmetry-based inference in an instrumental variable setting", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "28--49", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001212", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2008:TSH, author = "M. Hashem Pesaran and Takashi Yamagata", title = "Testing slope homogeneity in large panels", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "50--93", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001224", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bec:2008:ACU, author = "Fr{\'e}d{\'e}rique Bec and Alain Guay and Emmanuel Guerre", title = "Adaptive consistent unit-root tests based on autoregressive threshold model", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "94--133", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001236", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guggenberger:2008:GEL, author = "Patrik Guggenberger and Richard J. Smith", title = "Generalized empirical likelihood tests in time series models with potential identification failure", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "134--161", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fortuna:2008:LRT, author = "Nat{\'e}rcia Fortuna", title = "Local rank tests in a multivariate nonparametric relationship", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "162--182", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700125X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2008:EDF, author = "Donald W. K. Andrews and Vadim Marmer", title = "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "183--200", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001261", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leeb:2008:SEO, author = "Hannes Leeb and Benedikt M. P{\"o}tscher", title = "Sparse estimators and the oracle property, or the return of {Hodges}' estimator", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "201--211", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deng:2008:NLP, author = "Ai Deng and Pierre Perron", title = "A non-local perspective on the power properties of the {CUSUM} and {CUSUM} of squares tests for structural change", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "212--240", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001285", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2008:NTW, author = "Oliver B. Linton and Enno Mammen", title = "Nonparametric transformation to white noise", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "241--264", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001297", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2008:AEA, author = "Ke-Li Xu and Peter C. B. Phillips", title = "Adaptive estimation of autoregressive models with time-varying variances", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "265--280", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001303", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feng:2008:PTU, author = "Guohua Feng and Apostolos Serletis", title = "Productivity trends in {U.S.} manufacturing: Evidence from the {NQ} and {AIM} cost functions", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "281--311", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001315", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2008:CSU, author = "Christian Francq and Svetlana Makarova and Jean-Michel Zakoi{\"a}n", title = "A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "312--326", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001327", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2008:RES, author = "Chi-Young Choi and Ling Hu and Masao Ogaki", title = "Robust estimation for structural spurious regressions and a Hausman-type cointegration test", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "327--351", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001431", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pan:2008:ETP, author = "Jiazhu Pan and Hui Wang and Howell Tong", title = "Estimation and tests for power-transformed and threshold {GARCH} models", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "352--378", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001443", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2008:IVQ, author = "Victor Chernozhukov and Christian Hansen", title = "Instrumental variable quantile regression: A robust inference approach", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "379--398", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001455", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koopman:2008:MSL, author = "Siem Jan Koopman and Andr{\'e} Lucas and Andr{\'e} Monteiro", title = "The multi-state latent factor intensity model for credit rating transitions", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "399--424", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001467", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2008:ETE, author = "Hong Li", title = "Estimation and testing of {Euler} equation models with time-varying reduced-form coefficients", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "425--448", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001479", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2008:EEI, author = "Atsushi Inoue", title = "Efficient estimation and inference in linear pseudo-panel data models", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "449--466", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001571", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hafner:2008:TAM, author = "Christian M. Hafner", title = "Temporal aggregation of multivariate {GARCH} processes", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "467--483", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001583", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCausland:2008:BAC, author = "William J. McCausland", title = "On {Bayesian} analysis and computation for functions with monotonicity and curvature restrictions", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "484--507", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001728", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Otsu:2008:CEL, author = "Taisuke Otsu", title = "Conditional empirical likelihood estimation and inference for quantile regression models", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "508--538", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700173X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Murtazashvili:2008:FEI, author = "Irina Murtazashvili and Jeffrey M. Wooldridge", title = "Fixed effects instrumental variables estimation in correlated random coefficient panel data models", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "539--552", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001741", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{George:2008:BSS, author = "Edward I. George and Dongchu Sun and Shawn Ni", title = "{Bayesian} stochastic search for {VAR} model restrictions", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "553--580", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001753", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Distaso:2008:TUR, author = "Walter Distaso", title = "Testing for unit root processes in random coefficient autoregressive models", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "581--609", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001765", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "ifc--ifc", month = jan, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00218-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002187", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:PJa, author = "Anonymous", title = "Pages 1--610 ({January 2008})", journal = j-J-ECONOMETRICS, volume = "142", number = "1", pages = "??--??", month = jan, year = "2008", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:AA, author = "Anonymous", title = "Aigner Award", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "i--i", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00238-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = 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@Article{Anonymous:2008:FL, author = "Anonymous", title = "Fellows list", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "III--VIII", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00240-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002400", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Imbens:2008:SIE, author = "Guido Imbens and Thomas Lemieux", title = "Special issue editors' introduction: The regression discontinuity design --- Theory and applications", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "611--614", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001200", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Imbens:2008:RDD, author = "Guido W. Imbens and Thomas Lemieux", title = "Regression discontinuity designs: A guide to practice", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "615--635", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001091", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cook:2008:WLA, author = "Thomas D. Cook", title = "``Waiting for Life to Arrive'': A history of the regression-discontinuity design in Psychology, Statistics and Economics", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "636--654", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001108", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2008:RDI, author = "David S. Lee and David Card", title = "Regression discontinuity inference with specification error", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "655--674", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700111X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2008:REN, author = "David S. Lee", title = "Randomized experiments from non-random selection in {U.S. House} elections", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "675--697", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001121", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCrary:2008:MRV, author = "Justin McCrary", title = "Manipulation of the running variable in the regression discontinuity design: A density test", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "698--714", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001133", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Battistin:2008:IEN, author = "Erich Battistin and Enrico Rettore", title = "Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "715--730", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001145", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanderKlaauw:2008:BLB, author = "Wilbert van der Klaauw", title = "Breaking the link between poverty and low student achievement: An evaluation of {Title I}", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "731--756", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001157", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2008:WDE, author = "Susan Chen and Wilbert van der Klaauw", title = "The work disincentive effects of the disability insurance program in the 1990s", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "757--784", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001169", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lalive:2008:HDE, author = "Rafael Lalive", title = "How do extended benefits affect unemployment duration? {A} regression discontinuity approach", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "785--806", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001170", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lemieux:2008:IES, author = "Thomas Lemieux and Kevin Milligan", title = "Incentive effects of social assistance: A regression discontinuity approach", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "807--828", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001182", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matsudaira:2008:MSS, author = "Jordan D. Matsudaira", title = "Mandatory summer school and student achievement", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "829--850", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001194", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "142", number = "2", pages = "CO2", month = feb, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00232-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002321", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2008:ST, author = "Miguel A. Delgado", title = "Specification testing", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "1--4", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001716", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haywood:2008:DFG, author = "John Haywood and Estate Khmaladze", title = "On distribution-free goodness-of-fit testing of exponentiality", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "5--18", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001613", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2008:TMD, author = "Jushan Bai and Zhihong Chen", title = "Testing multivariate distributions in {GARCH} models", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "19--36", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001650", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2008:DFS, author = "Miguel A. Delgado and Winfried Stute", title = "Distribution-free specification tests of conditional models", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "37--55", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001625", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dette:2008:TPF, author = "Holger Dette and Mark Podolskij", title = "Testing the parametric form of the volatility in continuous time diffusion models --- a stochastic process approach", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "56--73", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001595", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2008:JMS, author = "J. Carlos Escanciano", title = "Joint and marginal specification tests for conditional mean and variance models", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "74--87", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Einmahl:2008:STN, author = "John H. J. Einmahl and Ingrid {Van Keilegom}", title = "Specification tests in nonparametric regression", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "88--102", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001704", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lavergne:2008:BCD, author = "Pascal Lavergne and Valentin Patilea", title = "Breaking the curse of dimensionality in nonparametric testing", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "103--122", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001601", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2008:NST, author = "Jiti Gao and Ir{\`e}ne Gijbels and S{\'e}bastien {Van Bellegem}", title = "Nonparametric simultaneous testing for structural breaks", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "123--142", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001686", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2008:STR, author = "J. Hidalgo", title = "Specification testing for regression models with dependent data", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "143--165", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001649", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cao:2008:GFT, author = "Ricardo Cao and Wenceslao Gonz{\'a}lez-Manteiga", title = "Goodness-of-fit tests for conditional models under censoring and truncation", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "166--190", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001662", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mora:2008:STO, author = "Juan Mora and Ana I. Moro-Egido", title = "On specification testing of ordered discrete choice models", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "191--205", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001637", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2008:DTC, author = "P. M. Robinson", title = "Diagnostic testing for cointegration", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "206--225", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.08.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607001698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "143", number = "1", pages = "ifc--ifc", month = mar, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(07)00246-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2008:DCR, author = "Gongmeng Chen and Yoon K. Choi and Yong Zhou", title = "Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "227--262", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002114", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2008:EMR, author = "Chang-Jin Kim and Jeremy Piger and Richard Startz", title = "Estimation of {Markov} regime-switching regression models with endogenous switching", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "263--273", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002126", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhalotra:2008:BSF, author = "Sonia Bhalotra and Arthur van Soest", title = "Birth-spacing, fertility and neonatal mortality in {India}: Dynamics, frailty, and fecundity", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "274--290", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002138", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Panagiotelis:2008:BIS, author = "Anastasios Panagiotelis and Michael Smith", title = "{Bayesian} identification, selection and estimation of semiparametric functions in high-dimensional additive models", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "291--316", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700214X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Martins-Filho:2008:SNC, author = "Carlos Martins-Filho and Feng Yao", title = "A smooth nonparametric conditional quantile frontier estimator", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "317--333", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Munkin:2008:BAO, author = "Murat K. Munkin and Pravin K. Trivedi", title = "{Bayesian} analysis of the ordered probit model with endogenous selection", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "334--348", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002163", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2008:LRR, author = "Federico M. Bandi and Beno{\^\i}t Perron", title = "Long-run risk-return trade-offs", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "349--374", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002291", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jondeau:2008:EBE, author = "Eric Jondeau and Herv{\'e} {Le Bihan}", title = "Examining bias in estimators of linear rational expectations models under misspecification", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "375--395", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002308", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2008:ESR, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Erratum to {``A simple, robust and powerful test of the trend hypothesis'' [Journal of Econometrics {\bf 141}(2) (2007) 1302--1330]}", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "396--397", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Harvey:2007:SRP}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002448", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "ifc--ifc", month = apr, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00010-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000109", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:PA, author = "Anonymous", title = "Pages 227--398 ({April 2008})", journal = j-J-ECONOMETRICS, volume = "143", number = "2", pages = "??--??", month = apr, year = "2008", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2008:AHS, author = "Yacine Ai{\"t}-Sahalia and Per A. Mykland", title = "An analysis of {Hansen}-Scheinkman moment estimators for discretely and randomly sampled diffusions", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "1--26", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760700228X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2008:IEN, author = "Yingyao Hu", title = "Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "27--61", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002436", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heiss:2008:LAN, author = "Florian Heiss and Viktor Winschel", title = "Likelihood approximation by numerical integration on sparse grids", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "62--80", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002552", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Molinari:2008:PIP, author = "Francesca Molinari", title = "Partial identification of probability distributions with misclassified data", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "81--117", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002564", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2008:WIR, author = "Sung Jae Jun", title = "Weak identification robust tests in an instrumental quantile model", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "118--138", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407607002576", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matilla-Garcia:2008:NPI, author = "Mariano Matilla-Garc{\'\i}a and Manuel Ruiz Mar{\'\i}n", title = "A non-parametric independence test using permutation entropy", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "139--155", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2007.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800002X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernew:2008:LVI, author = "Michael Chernew and Gautam Gowrisankaran and Dennis P. Scanlon", title = "Learning and the value of information: Evidence from health plan report cards", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "156--174", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000031", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giacomini:2008:MDF, author = "Raffaella Giacomini and Andreas Gottschling and Christian Haefke and Halbert White", title = "Mixtures of $t$-distributions for finance and forecasting", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "175--192", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2008:LPE, author = "Liangjun Su and Aman Ullah", title = "Local polynomial estimation of nonparametric simultaneous equations models", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "193--218", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000067", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Im:2008:MEE, author = "Kyung So Im and Peter Schmidt", title = "More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "219--233", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000079", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2008:RJD, author = "Tim Bollerslev and Tzuo Hann Law and George Tauchen", title = "Risk, jumps, and diversification", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "234--256", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000080", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Henderson:2008:NET, author = "Daniel J. Henderson and Raymond J. Carroll and Qi Li", title = "Nonparametric estimation and testing of fixed effects panel data models", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "257--275", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800016X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conley:2008:SPB, author = "Timothy G. Conley and Christian B. Hansen and Robert E. McCulloch and Peter E. Rossi", title = "A semi-parametric {Bayesian} approach to the instrumental variable problem", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "276--305", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000171", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oulton:2008:CIC, author = "Nicholas Oulton", title = "Chain indices of the cost-of-living and the path-dependence problem: An empirical solution", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "306--324", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000201", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "ifc--ifc", month = may, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00024-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000249", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:PM, author = "Anonymous", title = "Pages 1--324 ({May 2008})", journal = j-J-ECONOMETRICS, volume = "144", number = "1", pages = "??--??", month = may, year = "2008", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lahiri:2008:EFD, author = "Kajal Lahiri and Xuguang Sheng", title = "Evolution of forecast disagreement in a {Bayesian} learning model", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "325--340", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000213", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Malani:2008:PEM, author = "Anup Malani", title = "Patient enrollment in medical trials: Selection bias in a randomized experiment", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "341--351", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000328", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jiang:2008:TJW, author = "George J. Jiang and Roel C. A. Oomen", title = "Testing for jumps when asset prices are observed with noise --- a ``swap variance'' approach", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "352--370", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800033X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2008:DDM, author = "Jerry Hausman and Guido Kuersteiner", title = "Difference in difference meets generalized least squares: Higher order properties of hypotheses tests", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "371--391", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000341", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2008:EPD, author = "Dennis Kristensen", title = "Estimation of partial differential equations with applications in finance", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "392--408", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000353", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2008:VTW, author = "Myungsup Kim and Peter Schmidt", title = "Valid tests of whether technical inefficiency depends on firm characteristics", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "409--427", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000365", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pizzinga:2008:RKF, author = "Adrian Pizzinga and Cristiano Fernandes and Sergio Contreras", title = "Restricted {Kalman} filtering revisited", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "428--429", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000377", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2008:IPD, author = "Debopam Bhattacharya", title = "Inference in panel data models under attrition caused by unobservables", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "430--446", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000389", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kruiniger:2008:MLE, author = "Hugo Kruiniger", title = "Maximum likelihood estimation and inference methods for the covariance stationary panel {$ {\rm AR}(1) $}\slash unit root model", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "447--464", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Kruiniger:2014:CML}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2008:ATR, author = "Siddhartha Chib and Liana Jacobi", title = "Analysis of treatment response data from eligibility designs", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "465--478", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000407", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamermesh:2008:ECC, author = "Daniel S. Hamermesh and Stephen G. Donald", title = "The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "479--491", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2008:SEB, author = "Sokbae Lee and Myung Hwan Seo", title = "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "492--499", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000420", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2008:BRQ, author = "Valentina Corradi and Emma M. Iglesias", title = "Bootstrap refinements for {QML} estimators of the {GARCH(1,1)} parameters", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "500--510", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000432", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2008:NSD, author = "Mehmet Caner", title = "Nearly-singular design in {GMM} and generalized empirical likelihood estimators", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "511--523", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000444", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2008:CTU, author = "Marcus J. Chambers", title = "Corrigendum to: {``Testing for unit roots with flow data and varying sampling frequency'' [J. Econom. {\bf 119}(1) (2004) 1--18]}", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "524--525", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", note = "See \cite{Chambers:2004:TUR}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000225", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "ifc--ifc", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00064-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800064X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:PJb, author = "Anonymous", title = "Pages 325--528 ({June 2008})", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "??--??", month = jun, year = "2008", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sickles:2008:SIE, author = "Robin C. Sickles and Jennifer Williams", title = "Special issue editors' introduction: The use of econometrics in informing public policy makers", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "1--3", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000456", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lahiri:2008:MSS, author = "Kajal Lahiri and Jae Song and Bernard Wixon", title = "A model of Social Security Disability Insurance using matched {SIPP/Administrative} data", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "4--20", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000468", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanderKlaauw:2008:SSR, author = "Wilbert van der Klaauw and Kenneth I. Wolpin", title = "Social security and the retirement and savings behavior of low-income households", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "21--42", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000547", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dey:2008:HSH, author = "Matthew Dey and Christopher Flinn", title = "Household search and health insurance coverage", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "43--63", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000481", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Djebbari:2008:HIP, author = "Habiba Djebbari and Jeffrey Smith", title = "Heterogeneous impacts in {PROGRESA}", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "64--80", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Doiron:2008:SDY, author = "Denise Doiron and Tue G{\o}rgens", title = "State dependence in youth labor market experiences, and the evaluation of policy interventions", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "81--97", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000523", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2008:EEW, author = "Cheng Hsiao and Yan Shen and Boqing Wang and Greg Weeks", title = "Evaluating the effectiveness of {Washington} state repeated job search services on the employment rate of prime-age female welfare recipients", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "98--108", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000511", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Browning:2008:LRC, author = "Martin Browning and Thomas F. Crossley", title = "The long-run cost of job loss as measured by consumption changes", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "109--120", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000560", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Papke:2008:PDM, author = "Leslie E. Papke and Jeffrey M. Wooldridge", title = "Panel data methods for fractional response variables with an application to test pass rates", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "121--133", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800050X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Millimet:2008:EPS, author = "Daniel L. Millimet and Trevor Collier", title = "Efficiency in public schools: Does competition matter?", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "134--157", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800047X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sickles:2008:TCD, author = "Robin C. Sickles and Jenny Williams", title = "Turning from crime: A dynamic perspective", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "158--173", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000535", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diewert:2008:ERS, author = "W. Erwin Diewert and Kevin J. Fox", title = "On the estimation of returns to scale, technical progress and monopolistic markups", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "174--193", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2008:ERT, author = "Badi H. Baltagi and Peter Egger and Michael Pfaffermayr", title = "Estimating regional trade agreement effects on {FDI} in an interdependent world", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "194--208", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000559", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wheelock:2008:NPU, author = "David C. Wheelock and Paul W. Wilson", title = "Non-parametric, unconditional quantile estimation for efficiency analysis with an application to {Federal} Reserve check processing operations", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "209--225", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000572", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2008:RPE, author = "Seung-Hyun Hong and Frank A. Wolak", title = "Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "226--242", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000596", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2008:EUP, author = "Sungjin Cho and John Rust", title = "Is econometrics useful for private policy making? {A} case study of replacement policy at an auto rental company", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "243--257", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000602", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "145", number = "1--2", pages = "ifc--ifc", month = jul, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00085-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanDijk:2008:EIR, author = "Bram van Dijk and Richard Paap", title = "Explaining individual response using aggregated data", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "1--9", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000614", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sentana:2008:IEL, author = "Enrique Sentana and Giorgio Calzolari and Gabriele Fiorentini", title = "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the {Dow 30} stocks", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "10--25", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000626", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moench:2008:FYC, author = "Emanuel Moench", title = "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented {VAR} approach", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "26--43", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000730", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2008:GAS, author = "Ai-ru (Meg) Cheng and A. Ronald Gallant and Chuanshu Ji and Beom S. Lee", title = "A {Gaussian} approximation scheme for computation of option prices in stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "44--58", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000742", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kejriwal:2008:LDE, author = "Mohitosh Kejriwal and Pierre Perron", title = "The limit distribution of the estimates in cointegrated regression models with multiple structural changes", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "59--73", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000754", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAdams:2008:PIT, author = "David McAdams", title = "Partial identification and testable restrictions in multi-unit auctions", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "74--85", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000766", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florios:2008:ECM, author = "Kostas Florios and Spyros Skouras", title = "Exact computation of max weighted score estimators", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "86--91", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000778", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kasahara:2008:PLE, author = "Hiroyuki Kasahara and Katsumi Shimotsu", title = "Pseudo-likelihood estimation and bootstrap inference for structural discrete {Markov} decision models", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "92--106", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800078X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rosen:2008:CSP, author = "Adam M. Rosen", title = "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "107--117", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000791", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2008:QML, author = "Jihai Yu and Robert de Jong and Lung-fei Lee", title = "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "118--134", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yamagata:2008:JSC, author = "Takashi Yamagata", title = "A joint serial correlation test for linear panel data models", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "135--145", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800081X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gospodinov:2008:ABT, author = "Nikolay Gospodinov", title = "Asymptotic and bootstrap tests for linearity in a {TAR-GARCH(1,1)} model with a unit root", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "146--161", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000821", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2008:WBT, author = "Russell Davidson and Emmanuel Flachaire", title = "The wild bootstrap, tamed at last", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "162--169", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qu:2008:TSC, author = "Zhongjun Qu", title = "Testing for structural change in regression quantiles", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "170--184", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2008:LLE, author = "Byeong U. Park and L{\'e}opold Simar and Valentin Zelenyuk", title = "Local likelihood estimation of truncated regression and its partial derivatives: Theory and application", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "185--198", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800095X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "ifc--ifc", month = sep, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00156-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001565", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:PS, author = "Anonymous", title = "Pages 1--198 ({September 2008})", journal = j-J-ECONOMETRICS, volume = "146", number = "1", pages = "??--??", month = sep, year = "2008", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cogley:2008:IJE, author = "Timothy Cogley and Steven N. Durlauf and James M. Nason", title = "Introduction: {{\booktitle{Journal of Econometrics}}} special issue honoring the research contributions of {Charles R. Nelson}", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "199--201", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001012", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nelson:2008:BND, author = "Charles R. Nelson", title = "The {Beveridge--Nelson} decomposition in retrospect and prospect", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "202--206", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oh:2008:RBB, author = "Kum Hwa Oh and Eric Zivot and Drew Creal", title = "The relationship between the {Beveridge--Nelson} decomposition and other permanent-transitory decompositions that are popular in economics", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "207--219", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800105X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Morley:2008:TCD, author = "James Morley and Jeremy Piger", title = "Trend/cycle decomposition of regime-switching processes", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "220--226", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2008:MSB, author = "Chang-Jin Kim", title = "{Markov}-switching and the {Beveridge--Nelson} decomposition: Has {US} output persistence changed since 1984?", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "227--240", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2008:ETS, author = "Donald W. K. Andrews and Marcelo J. Moreira and James H. Stock", title = "Efficient two-sided nonsimilar invariant tests in {IV} regression with weak instruments", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "241--254", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sims:2008:MIL, author = "Christopher A. Sims and Daniel F. Waggoner and Tao Zha", title = "Methods for inference in large multiple-equation {Markov}-switching models", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "255--274", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2008:TSP, author = "Heejoon Han and Joon Y. Park", title = "Time series properties of {ARCH} processes with persistent covariates", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "275--292", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Faust:2008:EFT, author = "Jon Faust and Jonathan H. Wright", title = "Efficient forecast tests for conditional policy forecasts", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "293--303", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2008:FET, author = "Jushan Bai and Serena Ng", title = "Forecasting economic time series using targeted predictors", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "304--317", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeMol:2008:FUL, author = "Christine {De Mol} and Domenico Giannone and Lucrezia Reichlin", title = "Forecasting using a large number of predictors: Is {Bayesian} shrinkage a valid alternative to principal components?", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "318--328", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wright:2008:BMA, author = "Jonathan H. Wright", title = "{Bayesian} Model Averaging and exchange rate forecasts", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "329--341", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2008:LSF, author = "Bruce E. Hansen", title = "Least-squares forecast averaging", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "342--350", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2008:GYC, author = "Francis X. Diebold and Canlin Li and Vivian Z. Yue", title = "Global yield curve dynamics and interactions: a dynamic {Nelson--Siegel} approach", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "351--363", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreou:2008:QCS, author = "Elena Andreou and Eric Ghysels", title = "Quality control for structural credit risk models", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "364--375", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "146", number = "2", pages = "ifc--ifc", month = oct, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00171-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001711", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2008:EMF, author = "Jiti Gao and Michael McAleer and David E. Allen", title = "Econometric modelling in finance and risk management: An overview", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "1--4", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800119X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2008:CTT, author = "P. M. Robinson", title = "Correlation testing in time series, spatial and cross-sectional data", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "5--16", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001206", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2008:SFQ, author = "Yacine A{\"\i}t-Sahalia and Loriano Mancini", title = "Out of sample forecasts of quadratic variation", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "17--33", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001218", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2008:RVF, author = "Federico M. Bandi and Jeffrey R. Russell and Chen Yang", title = "Realized volatility forecasting and option pricing", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "34--46", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800122X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kalnina:2008:EQV, author = "Ilze Kalnina and Oliver Linton", title = "Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "47--59", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001231", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baillie:2008:NMS, author = "Richard T. Baillie and George Kapetanios", title = "Nonlinear models for strongly dependent processes with financial applications", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "60--71", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001243", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Casas:2008:EEL, author = "Isabel Casas and Jiti Gao", title = "Econometric estimation in long-range dependent volatility models: Theory and practice", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "72--83", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001255", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2008:TCP, author = "Giuseppe Cavaliere and A. M. Robert Taylor", title = "Testing for a change in persistence in the presence of non-stationary volatility", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "84--98", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001267", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lieberman:2008:CAS, author = "Offer Lieberman and Peter C. B. Phillips", title = "A complete asymptotic series for the autocovariance function of a long memory process", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "99--103", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001279", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAleer:2008:MRS, author = "Michael McAleer and Marcelo C. Medeiros", title = "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "104--119", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2008:NEC, author = "Zongwu Cai and Xian Wang", title = "Nonparametric estimation of conditional {VaR} and expected shortfall", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "120--130", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001292", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2008:STD, author = "Jiti Gao and Isabel Casas", title = "Specification testing in discretized diffusion models: Theory and practice", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "131--140", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jansen:2008:FPA, author = "Dennis W. Jansen and Qi Li and Zijun Wang and Jian Yang", title = "Fiscal policy and asset markets: A semiparametric analysis", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "141--150", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001310", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Polonik:2008:TMV, author = "Wolfgang Polonik and Qiwei Yao", title = "Testing for multivariate volatility functions using minimum volume sets and inverse regression", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "151--162", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001322", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Allen:2008:FSP, author = "David Allen and Felix Chan and Michael McAleer and Shelton Peiris", title = "Finite sample properties of the {QMLE} for the Log-{ACD} model: Application to {Australian} stocks", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "163--185", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001334", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2008:HDC, author = "Jianqing Fan and Yingying Fan and Jinchi Lv", title = "High dimensional covariance matrix estimation using a factor model", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "186--197", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001346", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2008:DQM, author = "C. Gourieroux and J. Jasiak", title = "Dynamic quantile models", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "198--205", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001358", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "147", number = "1", pages = "ifc--ifc", month = nov, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00184-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800184X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slottje:2008:EDS, author = "Daniel Slottje", title = "Estimating demand systems and measuring consumer preferences", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "207--209", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800136X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2008:CPD, author = "William A. Barnett and Apostolos Serletis", title = "Consumer preferences and demand systems", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "210--224", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001371", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basmann:2008:CSM, author = "R. L. Basmann", title = "{Chamberlin}'s strategy of multiple working hypotheses and a relative frequency theory of market demand", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "225--231", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001383", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Burda:2008:BML, author = "Martin Burda and Matthew Harding and Jerry Hausman", title = "A {Bayesian} mixed logit-probit model for multinomial choice", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "232--246", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001395", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2008:DSE, author = "Jiawei Chen and Susanna Esteban and Matthew Shum", title = "Demand and supply estimation biases due to omission of durability", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "247--257", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001401", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cherchye:2008:NTC, author = "Laurens Cherchye and Bram {De Rock} and Jeroen Sabbe and Frederic Vermeulen", title = "Nonparametric tests of collectively rational consumption behavior: An integer programming procedure", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "258--265", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001413", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fare:2008:EDD, author = "Rolf F{\"a}re and Shawna Grosskopf and Kathy J. Hayes and Dimitris Margaritis", title = "Estimating demand with distance functions: Parameterization in the primal and dual", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "266--274", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001425", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fleissig:2008:NTW, author = "Adrian R. Fleissig and Gerald A. Whitney", title = "A nonparametric test of weak separability and consumer preferences", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "275--281", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001437", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Herriges:2008:EDS, author = "Joseph A. Herriges and Daniel J. Phaneuf and Justin L. Tobias", title = "Estimating demand systems when outcomes are correlated counts", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "282--298", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001449", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirschberg:2008:IME, author = "J. G. Hirschberg and J. N. Lye and D. J. Slottje", title = "Inferential methods for elasticity estimates", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "299--315", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001450", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2008:IPV, author = "Stefan Hoderlein and Sonya Mihaleva", title = "Increasing the price variation in a repeated cross section", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "316--325", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001462", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jorgenson:2008:CLS, author = "Dale W. Jorgenson and Daniel T. Slesnick", title = "Consumption and labor supply", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "326--335", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{LaFrance:2008:SUF, author = "Jeffrey T. LaFrance", title = "The structure of {US} food demand", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "336--349", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001486", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2008:ECH, author = "Arthur Lewbel and Krishna Pendakur", title = "Estimation of collective household models with {Engel} curves", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "350--358", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001498", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAleer:2008:NND, author = "Michael McAleer and Marcelo C. Medeiros and Daniel Slottje", title = "A neural network demand system with heteroskedastic errors", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "359--371", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001504", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Medeiros:2008:AAE, author = "Marcelo C. Medeiros and Michael McAleer and Daniel Slottje and Vicente Ramos and Javier Rey-Maquieira", title = "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "372--383", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001516", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Millimet:2008:EHD, author = "Daniel L. Millimet and Rusty Tchernis", title = "Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "384--395", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001528", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2008:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "147", number = "2", pages = "ifc--ifc", month = dec, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(08)00194-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001942", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:A, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "v--x", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00011-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000116", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2009:URT, author = "Dukpa Kim and Pierre Perron", title = "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "1--13", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000961", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Juhl:2009:TCM, author = "Ted Juhl and Zhijie Xiao", title = "Tests for changing mean with monotonic power", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "14--24", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001176", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cubadda:2009:SCM, author = "Gianluca Cubadda and Alain Hecq and Franz C. Palm", title = "Studying co-movements in large multivariate data prior to multivariate modelling", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "25--35", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2009:DET, author = "Wei Siang Wang and Peter Schmidt", title = "On the distribution of estimated technical efficiency in stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "36--45", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.08.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2009:MSM, author = "Chang-Jin Kim", title = "{Markov}-switching models with endogenous explanatory variables {II}: A two-step {MLE} procedure", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "46--55", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800153X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{dePaula:2009:ISG, author = "{\'A}ureo de Paula", title = "Inference in a synchronization game with social interactions", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "56--71", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001541", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klaassen:2009:ETA, author = "Franc J. G. M. Klaassen and Jan R. Magnus", title = "The efficiency of top agents: An analysis through service strategy in tennis", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "72--85", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001644", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2009:PEA, author = "Dongming Zhu and Victoria Zinde-Walsh", title = "Properties and estimation of asymmetric exponential power distribution", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "86--99", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.09.038", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001668", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "ifc--ifc", month = jan, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00003-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000037", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PJa, author = "Anonymous", title = "Pages 1--100 ({January 2009})", journal = j-J-ECONOMETRICS, volume = "148", number = "1", pages = "??--??", month = jan, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2009:FCM, author = "Zongwu Cai and Qi Li and Joon Y. Park", title = "Functional-coefficient models for nonstationary time series data", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "101--113", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800167X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2009:SBS, author = "Tong Li", title = "Simulation based selection of competing structural econometric models", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "114--123", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001681", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lawford:2009:FSE, author = "Steve Lawford and Michalis P. Stamatogiannis", title = "The finite-sample effects of {VAR} dimensions on {OLS} bias, {OLS} variance, and minimum {MSE} estimators", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "124--130", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001802", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2009:ECT, author = "Viktor Todorov", title = "Estimation of continuous-time stochastic volatility models with jumps using high-frequency data", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "131--148", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001814", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sarafidis:2009:TCS, author = "Vasilis Sarafidis and Takashi Yamagata and Donald Robertson", title = "A test of cross section dependence for a linear dynamic panel model with regressors", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "149--161", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001826", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wachter:2009:PRA, author = "Jessica A. Wachter and Missaka Warusawitharana", title = "Predictable returns and asset allocation: Should a skeptical investor time the market?", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "162--178", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002029", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amemiya:2009:TFY, author = "Takeshi Amemiya", title = "Thirty-five years of journal of econometrics", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "179--185", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002042", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2009:NTE, author = "Qi Li and Esfandiar Maasoumi and Jeffrey S. Racine", title = "A nonparametric test for equality of distributions with mixed categorical and continuous data", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "186--200", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002054", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "ifc--ifc", month = feb, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00035-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000359", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PF, author = "Anonymous", title = "Pages 101--200 ({February 2009})", journal = j-J-ECONOMETRICS, volume = "148", number = "2", pages = "??--??", month = feb, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2009:AEA, author = "Cheng Hsiao", title = "Announcement of the establishment of the {Amemiya} lecture series", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "1--1", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00068-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000682", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koopman:2009:TAB, author = "Siem Jan Koopman and Neil Shephard and Drew Creal", title = "Testing the assumptions behind importance sampling", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "2--11", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608001693", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bonhomme:2009:CNI, author = "St{\'e}phane Bonhomme and Jean-Marc Robin", title = "Consistent noisy independent component analysis", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "12--25", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900030X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2009:ARP, author = "Dukpa Kim and Pierre Perron", title = "Assessing the relative power of structural break tests using a framework based on the approximate {Bahadur} slope", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "26--51", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002078", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moreira:2009:BVS, author = "Marcelo J. Moreira and Jack R. Porter and Gustavo A. Suarez", title = "Bootstrap validity for the score test when instruments may be weak", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "52--64", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002030", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tang:2009:PEB, author = "Cheng Yong Tang and Song Xi Chen", title = "Parameter estimation and bias correction for diffusion processes", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "65--81", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800208X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2009:PCG, author = "Jushan Bai and Chihwa Kao and Serena Ng", title = "Panel cointegration with global stochastic trends", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "82--99", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002066", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "ifc--ifc", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00060-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000608", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PAa, author = "Anonymous", title = "Pages 1--100 ({April 2009})", journal = j-J-ECONOMETRICS, volume = "149", number = "1", pages = "??--??", month = apr, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Banerjee:2009:SBR, author = "Moulinath Banerjee and Debasri Mukherjee and Santosh Mishra", title = "Semiparametric binary regression models under shape constraints with an application to {Indian} schooling data", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "101--117", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002091", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kurozumi:2009:APE, author = "Eiji Kurozumi and Kazuhiko Hayakawa", title = "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "118--135", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800211X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jiang:2009:BAR, author = "Renna Jiang and Puneet Manchanda and Peter E. Rossi", title = "{Bayesian} analysis of random coefficient logit models using aggregate data", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "136--148", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002297", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2009:TRP, author = "Frank Kleibergen", title = "Tests of risk premia in linear factor models", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "149--173", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000311", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aue:2009:DTS, author = "Alexander Aue and Lajos Horv{\'a}th and Matthew L. Reimherr", title = "Delay times of sequential procedures for multiple time series regression models", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "174--190", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900027X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carneiro:2009:EDP, author = "Pedro Carneiro and Sokbae Lee", title = "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "191--208", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000281", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "ifc--ifc", month = apr, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00087-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000876", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PAb, author = "Anonymous", title = "Pages 101--208 ({April 2009})", journal = j-J-ECONOMETRICS, volume = "149", number = "2", pages = "??--??", month = apr, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:2009:DSP, author = "Wolfgang H{\"a}rdle and Zdenek Hl{\'a}vka", title = "Dynamics of state price densities", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "1--15", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000244", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schluter:2009:EEN, author = "Christian Schluter and Kees Jan van Garderen", title = "{Edgeworth} expansions and normalizing transforms for inequality measures", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "16--29", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000293", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2009:RIG, author = "Russell Davidson", title = "Reliable inference for the {Gini} index", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "30--40", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000323", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bramoulle:2009:IPE, author = "Yann Bramoull{\'e} and Habiba Djebbari and Bernard Fortin", title = "Identification of peer effects through social networks", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "41--55", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000335", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2009:TEL, author = "Karim M. Abadir and Walter Distaso and Liudas Giraitis", title = "Two estimators of the long-run variance: Beyond short memory", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "56--70", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000451", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez-Val:2009:FEE, author = "Iv{\'a}n Fern{\'a}ndez-Val", title = "Fixed effects estimation of structural parameters and marginal effects in panel probit models", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "71--85", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000463", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jenish:2009:CLT, author = "Nazgul Jenish and Ingmar R. Prucha", title = "Central limit theorems and uniform laws of large numbers for arrays of random fields", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "86--98", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000475", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Consolo:2009:SID, author = "Agostino Consolo and Carlo A. Favero and Alessia Paccagnini", title = "On the statistical identification of {DSGE} models", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "99--115", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000487", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "ifc--ifc", month = may, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00101-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001018", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PM, author = "Anonymous", title = "Pages 1--116 ({May 2009})", journal = j-J-ECONOMETRICS, volume = "150", number = "1", pages = "??--??", month = may, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuan:2009:GEI, author = "Chung-Ming Kuan and Yongmiao Hong", title = "Guest editors' introduction", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "117--118", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002121", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2009:PDE, author = "Valentina Corradi and Walter Distaso and Norman R. Swanson", title = "Predictive density estimators for daily volatility based on the use of realized measures", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "119--138", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002133", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2009:TSR, author = "Peter C. B. Phillips and Jun Yu", title = "A two-stage realized volatility approach to estimation of diffusion processes with discrete data", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "139--150", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002145", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2009:DTM, author = "Tim Bollerslev and Uta Kretschmer and Christian Pigorsch and George Tauchen", title = "A discrete-time model for daily S and P500 returns and realized variations: Jumps and leverage effects", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "151--166", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002157", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2009:WAP, author = "C. Gourieroux and J. Jasiak and R. Sufana", title = "The {Wishart} Autoregressive process of multivariate stochastic volatility", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "167--181", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002169", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asai:2009:SDC, author = "Manabu Asai and Michael McAleer", title = "The structure of dynamic correlations in multivariate stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "182--192", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002170", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2009:EAT, author = "Jean-Marie Dufour and Pascale Val{\'e}ry", title = "Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "193--206", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002182", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2009:CBM, author = "Tae-Hwy Lee and Xiangdong Long", title = "Copula-based multivariate {GARCH} model with uncorrelated dependent errors", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "207--218", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002194", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2009:MEA, author = "Sung Y. Park and Anil K. Bera", title = "Maximum entropy autoregressive conditional heteroskedasticity model", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "219--230", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002200", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2009:ECS, author = "Yoosoon Chang and J. Isaac Miller and Joon Y. Park", title = "Extracting a common stochastic trend: Theory with some applications", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "231--247", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002212", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2009:QCR, author = "Zhijie Xiao", title = "Quantile cointegrating regression", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "248--260", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002224", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuan:2009:AVR, author = "Chung-Ming Kuan and Jin-Huei Yeh and Yu-Chin Hsu", title = "Assessing value at risk with {CARE}, the Conditional Autoregressive Expectile models", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "261--270", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002236", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2009:GCR, author = "Yongmiao Hong and Yanhui Liu and Shouyang Wang", title = "{Granger} causality in risk and detection of extreme risk spillover between financial markets", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "271--287", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duan:2009:ESC, author = "Jin-Chuan Duan and Andras Fulop", title = "Estimating the structural credit risk model when equity prices are contaminated by trading noises", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "288--296", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760800225X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guidolin:2009:FUS, author = "Massimo Guidolin and Allan Timmermann", title = "Forecasts of {US} short-term interest rates: A flexible forecast combination approach", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "297--311", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002261", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2009:DCM, author = "Sainan Jin", title = "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "312--321", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lehmann:2009:RBI, author = "Bruce N. Lehmann", title = "The role of beliefs in inference for rational expectations models", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "322--331", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.12.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608002285", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "150", number = "2", pages = "ifc--ifc", month = jun, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00114-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001146", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Okui:2009:OCM, author = "Ryo Okui", title = "The optimal choice of moments in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "1--16", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001109", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Devereux:2009:OCC, author = "Paul J. Devereux and Gautam Tripathi", title = "Optimally combining censored and uncensored datasets", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "17--32", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000852", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shaikh:2009:STP, author = "Azeem M. Shaikh and Marianne Simonsen and Edward J. Vytlacil and Nese Yildiz", title = "A specification test for the propensity score using its distribution conditional on participation", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "33--46", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000499", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Prokhorov:2009:GRR, author = "Artem Prokhorov and Peter Schmidt", title = "{GMM} redundancy results for general missing data problems", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "47--55", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000700", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perron:2009:EDT, author = "Pierre Perron and Tomoyoshi Yabu", title = "Estimating deterministic trends with an integrated or stationary noise component", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "56--69", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000712", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stoye:2009:MRT, author = "J{\"o}rg Stoye", title = "Minimax regret treatment choice with finite samples", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "70--81", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000724", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2009:LSQ, author = "Sung Jae Jun", title = "Local structural quantile effects in a model with a nonseparable control variable", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "82--97", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000736", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "ifc--ifc", month = jul, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00130-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001304", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PJb, author = "Anonymous", title = "Pages 1--98 ({July 2009})", journal = j-J-ECONOMETRICS, volume = "151", number = "1", pages = "??--??", month = jul, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2009:EIa, author = "Miguel A. Delgado", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "99--100", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000839", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dahlhaus:2009:LIL, author = "Rainer Dahlhaus", title = "Local inference for locally stationary time series based on the empirical spectral measure", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "101--112", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900075X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2009:GFL, author = "Javier Hidalgo", title = "Goodness of fit for lattice processes", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "113--128", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000761", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hosoya:2009:ITS, author = "Yuzo Hosoya and Takahiro Terasaka", title = "Inference on transformed stationary time series", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "129--139", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000785", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2009:APT, author = "J. Carlos Escanciano and Ignacio N. Lobato", title = "An automatic Portmanteau test for serial correlation", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "140--149", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000773", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2009:LML, author = "Peter C. B. Phillips", title = "Long memory and long run variation", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "150--158", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000797", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fay:2009:ELM, author = "Gilles Fa{\"y} and Eric Moulines and Fran{\c{c}}ois Roueff and Murad S. Taqqu", title = "Estimators of long-memory: {Fourier} versus wavelets", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "159--177", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000803", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Avarucci:2009:WTC, author = "Marco Avarucci and Carlos Velasco", title = "A {Wald} test for the cointegration rank in nonstationary fractional systems", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "178--189", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000815", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zaffaroni:2009:WEE, author = "Paolo Zaffaroni", title = "{Whittle} estimation of {EGARCH} and other exponential volatility models", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "190--200", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000827", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "151", number = "2", pages = "ifc--ifc", month = aug, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00153-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001535", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2009:EIb, author = "Miguel A. Delgado", title = "{Editor}'s introduction", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "1--2", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900058X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2009:STC, author = "Sung Jae Jun and Joris Pinkse", title = "Semiparametric tests of conditional moment restrictions under weak or partial identification", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "3--18", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000578", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2009:IAS, author = "Donald W. K. Andrews and Patrik Guggenberger", title = "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "19--27", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000517", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Donald:2009:CIV, author = "Stephen G. Donald and Guido W. Imbens and Whitney K. Newey", title = "Choosing instrumental variables in conditional moment restriction models", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "28--36", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000566", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2009:EHE, author = "Andrew Chesher", title = "Excess heterogeneity, endogeneity and index restrictions", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "37--45", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000530", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2009:EES, author = "Xiaohong Chen and Demian Pouzo", title = "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "46--60", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000529", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2009:MFT, author = "Echu Liu and Cheng Hsiao and Tomoya Matsumoto and Shinyi Chou", title = "Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "61--69", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000542", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2009:CEG, author = "Oliver Linton and Alessio Sancetta", title = "Consistent estimation of a general nonparametric regression function in time series", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "70--78", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000554", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "152", number = "1", pages = "ifc--ifc", month = sep, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00169-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001699", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lima:2009:NRM, author = "Luiz Renato Lima and Marcelo Moreira and Jack Porter and Zhijie Xiao", title = "Nonparametric and robust methods in econometrics", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "79--80", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000992", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2009:FCC, author = "Zhijie Xiao", title = "Functional-coefficient cointegration models", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "81--92", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000232", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2009:FSI, author = "Victor Chernozhukov and Christian Hansen and Michael Jansson", title = "Finite sample inference for quantile regression models", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "93--103", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000220", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2009:IEC, author = "Shakeeb Khan and Elie Tamer", title = "Inference on endogenously censored regression models using conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "104--119", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000219", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koenker:2009:PLB, author = "Roger Koenker and Jungmo Yoon", title = "Parametric links for binary choice models: A Fisherian-{Bayesian} colloquy", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "120--130", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000207", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moreira:2009:TCS, author = "Marcelo J. Moreira", title = "Tests with correct size when instruments can be arbitrarily weak", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "131--140", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000190", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2009:TPQ, author = "Joel L. Horowitz and Sokbae Lee", title = "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "141--152", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000189", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Issler:2009:PDA, author = "Jo{\~a}o Victor Issler and Luiz Renato Lima", title = "A panel data approach to economic forecasting: The bias-corrected average forecast", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "153--164", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000177", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galvao:2009:URQ, author = "Antonio F. Galvao", title = "Unit root quantile autoregression testing using covariates", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "165--178", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000165", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeRossi:2009:QES, author = "Giuliano {De Rossi} and Andrew Harvey", title = "Quantiles, expectiles and splines", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "179--185", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000153", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galichon:2009:TNI, author = "Alfred Galichon and Marc Henry", title = "A test of non-identifying restrictions and confidence regions for partially identified parameters", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "186--196", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000141", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "152", number = "2", pages = "ifc--ifc", month = oct, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00180-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Card:2009:DEE, author = "David Card and Dean R. Hyslop", title = "The dynamic effects of an earnings subsidy for long-term welfare recipients: Evidence from the self sufficiency project applicant experiment", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "1--20", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609000748", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2009:BAB, author = "Xibin Zhang and Robert D. Brooks and Maxwell L. King", title = "A {Bayesian} approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "21--32", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001080", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haag:2009:TIS, author = "Berthold R. Haag and Stefan Hoderlein and Krishna Pendakur", title = "Testing and imposing {Slutsky} symmetry in nonparametric demand systems", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "33--50", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001092", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothe:2009:SEB, author = "Christoph Rothe", title = "Semiparametric estimation of binary response models with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "51--64", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001110", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2009:ELB, author = "Ke-Li Xu", title = "Empirical likelihood-based inference for nonparametric recurrent diffusions", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "65--82", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001122", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhao:2009:NID, author = "Zhibiao Zhao and Wei Biao Wu", title = "Nonparametric inference of discretely sampled stable {L{\'e}vy} processes", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "83--92", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001250", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Prokhorov:2009:LBE, author = "Artem Prokhorov and Peter Schmidt", title = "Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "93--104", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001432", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "ifc--ifc", month = nov, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00200-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002000", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PN, author = "Anonymous", title = "Pages 1--104 ({November 2009})", journal = j-J-ECONOMETRICS, volume = "153", number = "1", pages = "??--??", month = nov, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mencia:2009:MLS, author = "Javier Menc{\'\i}a and Enrique Sentana", title = "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "105--121", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001262", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Palandri:2009:SCC, author = "Alessandro Palandri", title = "Sequential conditional correlations: Inference and evaluation", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "122--132", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001274", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hayakawa:2009:EMN, author = "Kazuhiko Hayakawa", title = "On the effect of mean-nonstationarity in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "133--135", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001286", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2009:EOI, author = "Hyungsik Roger Moon and Frank Schorfheide", title = "Estimation with overidentifying inequality moment conditions", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "136--154", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001407", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Villani:2009:RDE, author = "Mattias Villani and Robert Kohn and Paolo Giordani", title = "Regression density estimation using smooth adaptive {Gaussian} mixtures", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "155--173", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schmid:2009:EMI, author = "Matthias Schmid and Hans Schneeweiss", title = "The effect of microaggregation by individual ranking on the estimation of moments", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "174--182", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001420", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frechette:2009:LMB, author = "Guillaume R. Fr{\'e}chette", title = "Learning in a multilateral bargaining experiment", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "183--195", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001444", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Posch:2009:SEJ, author = "Olaf Posch", title = "Structural estimation of jump-diffusion processes in macroeconomics", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "196--210", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001456", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "ifc--ifc", month = dec, year = "2009", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00221-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002218", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2009:PD, author = "Anonymous", title = "Pages 105--210 ({December 2009})", journal = j-J-ECONOMETRICS, volume = "153", number = "2", pages = "??--??", month = dec, year = "2009", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2012:CMT, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Corrigendum to {``Modified tests for a change in persistence'' [J. Econom. {\bf 134} (2006) 441--469]}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "407--407", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Harvey:2006:MTC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kruiniger:2014:CML, author = "Hugo Kruiniger", title = "Corrigendum to {``Maximum likelihood estimation and inference methods for the covariance stationary panel $ {\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf 144} (2008) 447--464]}", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "824--824", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Kruiniger:2008:MLE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002340", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", }