%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.05", %%% date = "08 November 2023", %%% time = "14:05:58 MST", %%% filename = "jeconometrics2010.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 = "16229 37269 133099 1506599", %%% 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 2010--2019. %%% %%% 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 1.05, the COMPLETE year coverage %%% looked like this: %%% %%% 1988 ( 1) 2000 ( 0) 2012 ( 197) %%% 1989 ( 1) 2001 ( 0) 2013 ( 123) %%% 1990 ( 0) 2002 ( 0) 2014 ( 179) %%% 1991 ( 1) 2003 ( 0) 2015 ( 219) %%% 1992 ( 0) 2004 ( 0) 2016 ( 173) %%% 1993 ( 0) 2005 ( 0) 2017 ( 151) %%% 1994 ( 0) 2006 ( 1) 2018 ( 150) %%% 1995 ( 0) 2007 ( 0) 2019 ( 169) %%% 1996 ( 1) 2008 ( 1) 2020 ( 0) %%% 1998 ( 0) 2010 ( 166) 2022 ( 3) %%% 1999 ( 0) 2011 ( 166) %%% %%% Article: 1702 %%% %%% Total entries: 1702 %%% %%% 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{Xie:1988:SWC, author = "Wen Zhi Xie", title = "A simple way of computing the inverse moments of a non-central chi-square random variable", journal = j-J-ECONOMETRICS, volume = "37", number = "3", pages = "389--393", month = mar, year = "1988", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(88)90013-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Xie:2011:CSW}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407688900139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Villasenor:1989:ELC, author = "Jos{\'e} A. Villase{\~n}or and Barry C. Arnold", title = "Elliptical {Lorenz} curves", journal = j-J-ECONOMETRICS, volume = "40", number = "2", pages = "327--338", month = feb, year = "1989", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(89)90089-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Krause:2013:CEL}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407689900894", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:1991:CML, author = "Robert F. Phillips", title = "A constrained maximum-likelihood approach to estimating switching regressions", journal = j-J-ECONOMETRICS, volume = "48", number = "1--2", pages = "241--262", month = apr # "\slash " # may, year = "1991", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(91)90040-K", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:47:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See note \cite{Xu:2010:NPC}.", URL = "http://www.sciencedirect.com/science/article/pii/030440769190040K", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:1996:BRR, author = "John Geweke", title = "{Bayesian} reduced rank regression in econometrics", journal = j-J-ECONOMETRICS, volume = "75", number = "1", pages = "121--146", month = nov, year = "1996", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/0304-4076(95)01773-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:48:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Karlsson:2017:CBR}.", URL = "http://www.sciencedirect.com/science/article/pii/0304407695017739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2006:MTC, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Modified tests for a change in persistence", journal = j-J-ECONOMETRICS, volume = "134", number = "2", pages = "441--469", month = oct, year = "2006", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2005.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Harvey:2012:CMT}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001521", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kruiniger:2008:MLE, author = "Hugo Kruiniger", title = "Maximum likelihood estimation and inference methods for the covariance stationary panel {$ {\rm AR}(1) $}\slash unit root model", journal = j-J-ECONOMETRICS, volume = "144", number = "2", pages = "447--464", month = jun, year = "2008", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2008.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Kruiniger:2014:CML}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DHaultfoeuille:2010:NIM, author = "Xavier D'Haultf{\oe}uille", title = "A new instrumental method for dealing with endogenous selection", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "1--15", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001468", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amengual:2010:CMV, author = "Dante Amengual and Enrique Sentana", title = "A comparison of mean-variance efficiency tests", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "16--34", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900147X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2010:NPC, author = "Jianjun Xu and Xianming Tan and Runchu Zhang", title = "A note on {Phillips} (1991): {``A constrained maximum likelihood approach to estimating switching regressions''}", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "35--41", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Phillips:1991:CML}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001481", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2010:SLR, author = "Jean-Marie Dufour and Abderrahim Taamouti", title = "Short and long run causality measures: Theory and inference", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "42--58", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Comte:2010:AED, author = "F. Comte and C. Lacour and Y. Rozenholc", title = "Adaptive estimation of the dynamics of a discrete time stochastic volatility model", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "59--73", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900150X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Song:2010:TSC, author = "Kyungchul Song", title = "Testing semiparametric conditional moment restrictions using conditional martingale transforms", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "74--84", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001511", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fruhwirth-Schnatter:2010:SMS, author = "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner", title = "Stochastic model specification search for {Gaussian} and partial non-{Gaussian} state space models", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "85--100", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001614", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "ifc--ifc", month = jan, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00240-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002401", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PJa, author = "Anonymous", title = "Pages 1--100 ({January 2010})", journal = j-J-ECONOMETRICS, volume = "154", number = "1", pages = "??--??", month = jan, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kan:2010:DSA, author = "Raymond Kan and Xiaolu Wang", title = "On the distribution of the sample autocorrelation coefficients", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "101--121", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001638", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2010:THS, author = "Badi H. Baltagi and Byoung Cheol Jung and Seuck Heun Song", title = "Testing for heteroskedasticity and serial correlation in a random effects panel data model", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "122--124", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900164X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2010:ASF, author = "Viktor Todorov and George Tauchen", title = "Activity signature functions for high-frequency data analysis", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "125--138", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001651", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magnus:2010:CTM, author = "Jan R. Magnus and Owen Powell and Patricia Pr{\"u}fer", title = "A comparison of two model averaging techniques with an application to growth empirics", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "139--153", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001663", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:2010:ECT, author = "Roger Klein and Francis Vella", title = "Estimating a class of triangular simultaneous equations models without exclusion restrictions", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "154--164", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001675", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2010:ESA, author = "Lung-fei Lee and Jihai Yu", title = "Estimation of spatial autoregressive panel data models with fixed effects", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "165--185", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900178X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2010:IBT, author = "Oliver Linton and Kyungchul Song and Yoon-Jae Whang", title = "An improved bootstrap test of stochastic dominance", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "186--202", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "ifc--ifc", month = feb, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(09)00249-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002498", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PF, author = "Anonymous", title = "Pages 101--202 ({February 2010})", journal = j-J-ECONOMETRICS, volume = "154", number = "2", pages = "??--??", month = feb, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Trapani:2010:MVM, author = "Lorenzo Trapani and Giovanni Urga", title = "Micro versus macro cointegration in heterogeneous panels", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "1--18", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001626", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2010:TRB, author = "Siddhartha Chib and Srikanth Ramamurthy", title = "Tailored randomized block {MCMC} methods with application to {DSGE} models", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "19--38", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001900", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:ETM, author = "Jiawei Chen and Matthew Shum", title = "Estimating a tournament model of intra-firm wage differentials", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "39--55", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001912", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rothe:2010:NED, author = "Christoph Rothe", title = "Nonparametric estimation of distributional policy effects", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "56--70", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001924", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhao:2010:DEN, author = "Zhibiao Zhao", title = "Density estimation for nonlinear parametric models with conditional heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "71--82", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Miller:2010:NNT, author = "J. Isaac Miller and Joon Y. Park", title = "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "83--89", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:IMS, author = "Songnian Chen", title = "An integrated maximum score estimator for a generalized censored quantile regression model", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "90--98", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002322", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "ifc--ifc", month = mar, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00017-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000175", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PM, author = "Anonymous", title = "Pages 1--98 ({March 2010})", journal = j-J-ECONOMETRICS, volume = "155", number = "1", pages = "??--??", month = mar, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:2010:HTE, author = "Tobias J. Klein", title = "Heterogeneous treatment effects: Instrumental variables without monotonicity?", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "99--116", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900219X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liesenfeld:2010:DIM, author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard", title = "The dynamic invariant multinomial probit model: Identification, pretesting and estimation", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "117--127", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002346", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2010:DFT, author = "Miguel A. Delgado and Carlos Velasco", title = "Distribution-free tests for time series models specification", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "128--137", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002358", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cattaneo:2010:ESE, author = "Matias D. Cattaneo", title = "Efficient semiparametric estimation of multi-valued treatment effects under ignorability", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "138--154", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900236X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:NTD, author = "Xiaohong Chen and Lars Peter Hansen and Marine Carrasco", title = "Nonlinearity and temporal dependence", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "155--169", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002371", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nielsen:2010:NCA, author = "Morten {\O}rregaard Nielsen", title = "Nonparametric cointegration analysis of fractional systems with unknown integration orders", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "170--187", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002383", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Weissbach:2010:LRT, author = "Rafael Wei{\ss}bach and Ronja Walter", title = "A likelihood ratio test for stationarity of rating transitions", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "188--194", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002693", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "ifc--ifc", month = apr, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00032-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000321", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PAa, author = "Anonymous", title = "Pages 99--194 ({April 2010})", journal = j-J-ECONOMETRICS, volume = "155", number = "2", pages = "??--??", month = apr, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gilleskie:2010:SMO, author = "Donna B. Gilleskie and Ahmed Khwaja", title = "Structural models of optimization behavior in labor, aging and health", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "1--2", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001936", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keane:2010:SVA, author = "Michael P. Keane", title = "Structural vs. atheoretic approaches to econometrics", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "3--20", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See comments \cite{Rust:2010:CSV,Blundell:2010:CMP}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rust:2010:CSV, author = "John Rust", title = "Comments on: {``Structural vs. atheoretic approaches to econometrics'' by Michael Keane}", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "21--24", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Keane:2010:SVA}.", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900195X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:2010:CMP, author = "Richard Blundell", title = "Comments on: {Michael P. Keane `Structural vs. atheoretic approaches to econometrics'}", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "25--26", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Keane:2010:SVA}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001961", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2010:CIS, author = "James J. Heckman and Sergio Urz{\'u}a", title = "Comparing {IV} with structural models: What simple {IV} can and cannot identify", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "27--37", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001973", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aguirregabiria:2010:DDC, author = "Victor Aguirregabiria and Pedro Mira", title = "Dynamic discrete choice structural models: a survey", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "38--67", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001985", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2010:AWE, author = "Donghoon Lee and Kenneth I. Wolpin", title = "Accounting for wage and employment changes in the {US} from 1968--2000: a dynamic model of labor market equilibrium", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "68--85", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cohen-Goldner:2010:ERT, author = "Sarit Cohen-Goldner and Zvi Eckstein", title = "Estimating the return to training and occupational experience: The case of female immigrants", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "86--105", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bound:2010:HER, author = "John Bound and Todd Stinebrickner and Timothy Waidmann", title = "Health, economic resources and the work decisions of older men", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "106--129", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khwaja:2010:EWP, author = "Ahmed Khwaja", title = "Estimating willingness to pay for {Medicare} using a dynamic life-cycle model of demand for health insurance", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "130--147", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gilleskie:2010:WAD, author = "Donna Gilleskie", title = "Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "148--163", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bernal:2010:QSE, author = "Raquel Bernal and Michael P. Keane", title = "Quasi-structural estimation of a model of childcare choices and child cognitive ability production", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "164--189", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Flabbi:2010:PGD, author = "Luca Flabbi", title = "Prejudice and gender differentials in the {US} labor market in the last twenty years", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "190--200", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:2010:ECR, author = "Tom Ahn and Peter Arcidiacono and Alvin Murphy and Omari Swinton", title = "Explaining cross-racial differences in teenage labor force participation: Results from a two-sided matching model", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "201--211", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2010:MEM, author = "Haiyong Liu and Thomas A. Mroz and Wilbert van der Klaauw", title = "Maternal employment, migration, and child development", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "212--228", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002176", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kennan:2010:WWB, author = "John Kennan and James R. Walker", title = "Wages, welfare benefits and migration", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "229--238", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.09.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "156", number = "1", pages = "ifc--ifc", month = may, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00087-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000874", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2010:PML, author = "Dennis Kristensen", title = "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "239--259", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900270X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zamarro:2010:AHR, author = "Gema Zamarro", title = "Accounting for heterogeneous returns in sequential schooling decisions", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "260--276", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002711", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wan:2010:LSM, author = "Alan T. K. Wan and Xinyu Zhang and Guohua Zou", title = "Least squares model averaging by {Mallows} criterion", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "277--283", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002838", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canay:2010:SSW, author = "Ivan A. Canay", title = "Simultaneous selection and weighting of moments in {GMM} using a trapezoidal kernel", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "284--303", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002899", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leeper:2010:DFF, author = "Eric M. Leeper and Michael Plante and Nora Traum", title = "Dynamics of fiscal financing in the {United States}", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "304--321", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002905", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chib:2010:ACS, author = "Siddhartha Chib and Edward Greenberg", title = "Additive cubic spline regression with {Dirichlet} process mixture errors", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "322--336", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guggenberger:2010:IHP, author = "Patrik Guggenberger", title = "The impact of a {Hausman} pretest on the size of a hypothesis test: The panel data case", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "337--343", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002929", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fattore:2010:APG, author = "Marco Fattore", title = "Axiomatic properties of geo-logarithmic price indices", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "344--353", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002930", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wu:2010:ESE, author = "Ximing Wu", title = "Exponential Series Estimator of multivariate densities", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "354--366", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002942", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liesenfeld:2010:EEP, author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard", title = "Efficient estimation of probit models with correlated errors", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "367--376", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002954", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2010:TSI, author = "Juan Carlos Escanciano and Kyungchul Song", title = "Testing single-index restrictions with a focus on average derivatives", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "377--391", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002966", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacho-Chavez:2010:INE, author = "David Jacho-Ch{\'a}vez and Arthur Lewbel and Oliver Linton", title = "Identification and nonparametric estimation of a transformed additively separable model", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "392--407", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002978", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canay:2010:IPI, author = "Ivan A. Canay", title = "{EL} inference for partially identified models: Large deviations optimality and bootstrap validity", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "408--425", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900298X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "ifc--ifc", month = jun, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00100-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001004", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PJb, author = "Anonymous", title = "Pages 239--426 ({June 2010})", journal = j-J-ECONOMETRICS, volume = "156", number = "2", pages = "??--??", month = jun, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:AJE, author = "Songnian Chen and Qi Li", title = "Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "3--5", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002760", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2010:EES, author = "P. M. Robinson", title = "Efficient estimation of the semiparametric spatial autoregressive model", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "6--17", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900284X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2010:PQM, author = "Liangjun Su and Sainan Jin", title = "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "18--33", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002863", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:2010:GES, author = "Xu Lin and Lung-fei Lee", title = "{GMM} estimation of spatial autoregressive models with unknown heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "34--52", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002887", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kelejian:2010:SES, author = "Harry H. Kelejian and Ingmar R. Prucha", title = "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "53--67", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002784", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2010:IID, author = "Christian Gouri{\'e}roux and Peter C. B. Phillips and Jun Yu", title = "Indirect inference for dynamic panel models", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "68--77", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002772", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2010:CBM, author = "Jushan Bai", title = "Common breaks in means and variances for panel data", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "78--92", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002735", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:2010:ARC, author = "Chunrong Ai and Li Gan", title = "An alternative root-$n$ consistent estimator for panel data binary choice models", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "93--100", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002723", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2010:GNI, author = "Shaoping Wang and Peng Wang and Jisheng Yang and Zinai Li", title = "A generalized nonlinear {IV} unit root test for panel data with cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "101--109", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002875", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lieli:2010:CEC, author = "Robert P. Lieli and Halbert White", title = "The construction of empirical credit scoring rules based on maximization principles", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "110--119", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002814", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2010:IIS, author = "Tong Li", title = "Indirect inference in structural econometric models", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "120--128", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002802", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:EMS, author = "Xiaohong Chen and Yanqin Fan and Demian Pouzo and Zhiliang Ying", title = "Estimation and model selection of semiparametric multivariate survival functions under general censorship", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "129--142", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002747", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:SNE, author = "Songnian Chen and Yahong Zhou", title = "Semiparametric and nonparametric estimation of sample selection models under symmetry", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "143--150", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002759", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2010:NTF, author = "Jun M. Liu and Rong Chen and Qiwei Yao", title = "Nonparametric transfer function models", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "151--164", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002826", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2010:SCR, author = "Joon Y. Park and Kwanho Shin and Yoon-Jae Whang", title = "A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "165--178", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002851", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2010:NSE, author = "Dong Li and Qi Li", title = "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "179--190", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002796", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "157", number = "1", pages = "ifc--ifc", month = jul, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00116-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001168", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2010:AOL, author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi Matsushita", title = "On the asymptotic optimality of the {LIML} estimator with possibly many instruments", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "191--204", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002991", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2010:EMT, author = "Hui Jin and Dale W. Jorgenson", title = "Econometric modeling of technical change", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "205--219", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003005", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2010:JBN, author = "Viktor Todorov and Tim Bollerslev", title = "Jumps and betas: a new framework for disentangling and estimating systematic risks", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "220--235", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003017", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mikusheva:2010:RCS, author = "Anna Mikusheva", title = "Robust confidence sets in the presence of weak instruments", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "236--247", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003029", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Otsu:2010:BEE, author = "Taisuke Otsu", title = "On {Bahadur} efficiency of empirical likelihood", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "248--256", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003030", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:NEC, author = "Song X. Chen and Aurore Delaigle and Peter Hall", title = "Nonparametric estimation for a class of {L{\'e}vy} processes", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "257--271", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000023", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Komunjer:2010:EED, author = "Ivana Komunjer and Quang Vuong", title = "Efficient estimation in dynamic conditional quantile models", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "272--285", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2010:EFE, author = "Hung-Jen Wang and Chia-Wen Ho", title = "Estimating fixed-effect panel stochastic frontier models by model transformation", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "286--296", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000047", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2010:GAS, author = "Dongming Zhu and John W. Galbraith", title = "A generalized asymmetric {Student}-$t$ distribution with application to financial econometrics", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "297--305", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000266", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jensen:2010:BSS, author = "Mark J. Jensen and John M. Maheu", title = "{Bayesian} semiparametric stochastic volatility modeling", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "306--316", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000278", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bolduc:2010:IRC, author = "Denis Bolduc and Lynda Khalaf and Cl{\'e}ment Y{\'e}lou", title = "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "317--327", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000028X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{An:2010:EFP, author = "Yonghong An and Yingyao Hu and Matthew Shum", title = "Estimating first-price auctions with an unknown number of bidders: a misclassification approach", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "328--341", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000308", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2010:RMD, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Robust methods for detecting multiple level breaks in autocorrelated time series", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "342--358", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000424", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2010:LEF, author = "T. W. Anderson", title = "The {LIML} estimator has finite moments!", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "359--361", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000801", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2010:NLS, author = "Peter Hall and Adonis Yatchew", title = "Nonparametric least squares estimation in derivative families", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "362--374", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.038", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000813", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Semykina:2010:EPD, author = "Anastasia Semykina and Jeffrey M. Wooldridge", title = "Estimating panel data models in the presence of endogeneity and selection", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "375--380", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.039", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000825", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Macaro:2010:BNP, author = "Christian Macaro", title = "{Bayesian} non-parametric signal extraction for {Gaussian} time series", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "381--395", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.041", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000849", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lamarche:2010:RPQ, author = "Carlos Lamarche", title = "Robust penalized quantile regression estimation for panel data", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "396--408", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.042", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000850", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aradillas-Lopez:2010:SES, author = "Andres Aradillas-Lopez", title = "Semiparametric estimation of a simultaneous game with incomplete information", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "409--431", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.043", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000953", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2010:SME, author = "Stefan Hoderlein and Joachim Winter", title = "Structural measurement errors in nonseparable models", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "432--440", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.044", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000965", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conrad:2010:NNC, author = "Christian Conrad", title = "Non-negativity conditions for the hyperbolic {GARCH} model", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "441--457", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.045", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000977", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2010:TUH, author = "Jin Seo Cho and Halbert White", title = "Testing for unobserved heterogeneity in exponential and {Weibull} duration models", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "458--480", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.046", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000989", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lengwiler:2010:IFY, author = "Yvan Lengwiler and Carlos Lenz", title = "Intelligible factors for the yield curve", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "481--491", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001077", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hualde:2010:SIM, author = "J. Hualde and P. M. Robinson", title = "Semiparametric inference in multivariate fractionally cointegrated systems", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "492--511", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001089", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "ifc--ifc", month = aug, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00132-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PAb, author = "Anonymous", title = "Pages 191--512 ({August 2010})", journal = j-J-ECONOMETRICS, volume = "157", number = "2", pages = "??--??", month = aug, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2010:TYC, author = "H. Peter Boswijk and Philip Hans Franses and Dick van Dijk", title = "Twenty years of cointegration", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "1--2", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000436", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2010:STD, author = "Clive W. J. Granger", title = "Some thoughts on the development of cointegration", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "3--6", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000448", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2010:TCI, author = "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert Taylor", title = "Testing for co-integration in vector autoregressions with non-stationary volatility", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "7--24", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000045X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castle:2010:FEC, author = "Jennifer L. Castle and Nicholas W. P. Fawcett and David F. Hendry", title = "Forecasting with equilibrium-correction models during structural breaks", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "25--36", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Georgiev:2010:MBA, author = "Iliyan Georgiev", title = "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "37--50", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000473", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2010:LIN, author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen", title = "Likelihood inference for a nonstationary fractional autoregressive model", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "51--66", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000485", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lasak:2010:LBT, author = "Katarzyna Lasak", title = "Likelihood based testing for no fractional cointegration", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "67--77", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000503", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2010:LBI, author = "Dennis Kristensen and Anders Rahbek", title = "Likelihood-based inference for cointegration with nonlinear error-correction", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "78--94", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000527", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Figuerola-Ferretti:2010:MMP, author = "Isabel Figuerola-Ferretti and Jes{\'u}s Gonzalo", title = "Modelling and measuring price discovery in commodity markets", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "95--107", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000552", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacobs:2010:CLR, author = "Jan P. A. M. Jacobs and Kenneth F. Wallis", title = "Cointegration, long-run structural modelling and weak exogeneity: Two models of the {UK} economy", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "108--116", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000059X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2010:THM, author = "S{\o}ren Johansen and Katarina Juselius and Roman Frydman and Michael Goldberg", title = "Testing hypotheses in an {$ {\rm I}(2) $} model with piecewise linear trends. {An} analysis of the persistent long swings in the {Dmk}\slash \$ rate", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "117--129", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000606", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fanelli:2010:SAC, author = "Luca Fanelli and Paolo Paruolo", title = "Speed of adjustment in cointegrated systems", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "130--141", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000062X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2010:AEA, author = "Bruce E. Hansen", title = "Averaging estimators for autoregressions with a near unit root", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "142--155", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000643", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2010:CHP, author = "H. Peter Boswijk and Philip Hans Franses and Dick van Dijk", title = "Cointegration in a historical perspective", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "156--159", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000679", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Holly:2010:STM, author = "Sean Holly and M. Hashem Pesaran and Takashi Yamagata", title = "A spatio-temporal model of house prices in the {USA}", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "160--173", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.040", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000837", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "158", number = "1", pages = "ifc--ifc", month = sep, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00149-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001491", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durlauf:2010:EI, author = "Steven Durlauf and Aris Spanos", title = "Editorial introduction", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "175--176", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2010:TCR, author = "James J. Heckman and Daniel Schmierer and Sergio Urzua", title = "Testing the correlated random coefficient model", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "177--203", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000084", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Spanos:2010:ATC, author = "Aris Spanos", title = "{Akaike}-type criteria and the reliability of inference: Model selection versus statistical model specification", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "204--220", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000014X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kasparis:2010:BTC, author = "Ioannis Kasparis", title = "The Bierens test for certain nonstationary models", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "221--230", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000114", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castle:2010:LDP, author = "Jennifer L. Castle and David F. Hendry", title = "A low-dimension portmanteau test for non-linearity", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "231--245", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000096", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreou:2010:RMM, author = "Elena Andreou and Eric Ghysels and Andros Kourtellos", title = "Regression models with mixed sampling frequencies", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "246--261", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000072", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2010:SIP, author = "S{\o}ren Johansen", title = "Some identification problems in the cointegrated vector autoregressive model", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "262--273", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000102", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2010:SLM, author = "Peter C. B. Phillips and Tassos Magdalinos and Liudas Giraitis", title = "Smoothing local-to-moderate unit root theory", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "274--279", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000126", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2010:BD, author = "Peter C. B. Phillips", title = "Bootstrapping {$ I(1) $} data", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "280--284", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000138", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2010:ASH, author = "Donald W. K. Andrews and Patrik Guggenberger", title = "Applications of subsampling, hybrid, and size-correction methods", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "285--305", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000059", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Durlauf:2010:UAC, author = "Steven N. Durlauf and Salvador Navarro and David A. Rivers", title = "Understanding aggregate crime regressions", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "306--317", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000060", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "158", number = "2", pages = "ifc--ifc", month = oct, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00162-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001624", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nicoletti:2010:MSD, author = "Cheti Nicoletti and Concetta Rondinelli", title = "The (mis)specification of discrete duration models with unobserved heterogeneity: a {Monte Carlo} study", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "1--13", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001090", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blazsek:2010:KSU, author = "Szabolcs Blazsek and Alvaro Escribano", title = "Knowledge spillovers in {US} patents: a dynamic patent intensity model with secret common innovation factors", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "14--32", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001107", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2010:DMC, author = "Arnold Zellner and Tomohiro Ando", title = "A direct {Monte Carlo} approach for {Bayesian} analysis of the seemingly unrelated regression model", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "33--45", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001119", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2010:CNT, author = "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan", title = "A consistent nonparametric test of affiliation in auction models", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "46--54", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001120", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hafner:2010:EEM, author = "Christian M. Hafner and Oliver Linton", title = "Efficient estimation of a multivariate multiplicative volatility model", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "55--73", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001132", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2010:RQB, author = "Kim Christensen and Roel Oomen and Mark Podolskij", title = "Realised quantile-based estimation of the integrated variance", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "74--98", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001144", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2010:GES, author = "Xiaodong Liu and Lung-fei Lee", title = "{GMM} estimation of social interaction models with centrality", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "99--115", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001259", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2010:PAE, author = "Kim Christensen and Silja Kinnebrock and Mark Podolskij", title = "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "116--133", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001260", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2010:FAP, author = "Gary Koop and Simon Potter", title = "A flexible approach to parametric inference in nonlinear and time varying time series models", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "134--150", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001272", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2010:IMI, author = "Christian Francq and Jean-Michel Zako{\"\i}an", title = "Inconsistency of the {MLE} and inference based on weighted {LS} for {LARCH} models", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "151--165", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001284", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bikbov:2010:NAM, author = "Ruslan Bikbov and Mikhail Chernov", title = "No-arbitrage macroeconomic determinants of the yield curve", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "166--182", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001296", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhou:2010:WAC, author = "Yong Zhou and Alan T. K. Wan and Shangyu Xie and Xiaojing Wang", title = "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "183--201", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001405", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hayakawa:2010:EDF, author = "Kazuhiko Hayakawa", title = "The effects of dynamic feedbacks on {LS} and {MM} estimator accuracy in panel data models: Some additional results", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "202--208", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001417", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2010:STP, author = "Juan Carlos Escanciano and Carlos Velasco", title = "Specification tests of parametric dynamic conditional quantiles", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "209--221", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001429", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2010:RCE, author = "Songnian Chen", title = "Root-{$N$}-consistent estimation of fixed-effect panel data transformation models with censoring", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "222--234", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001430", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiu:2010:QML, author = "Dacheng Xiu", title = "Quasi-maximum likelihood estimation of volatility with high frequency data", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "235--250", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001454", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "ifc--ifc", month = nov, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00174-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001740", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PNa, author = "Anonymous", title = "Pages 1--250 ({November 2010})", journal = j-J-ECONOMETRICS, volume = "159", number = "1", pages = "??--??", month = nov, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:41 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PNb, author = "Anonymous", title = "{Publisher}'s note", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "251--251", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001442", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ichimura:2010:CAD, author = "Hidehiko Ichimura and Sokbae Lee", title = "Characterization of the asymptotic distribution of semiparametric {$M$}-estimators", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "252--266", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Ichimura:2018:CCA}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001302", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiburis:2010:SBT, author = "Richard C. Chiburis", title = "Semiparametric bounds on treatment effects", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "267--275", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corsi:2010:TBV, author = "Fulvio Corsi and Davide Pirino and Roberto Ren{\`o}", title = "Threshold bipower variation and the impact of jumps on volatility forecasting", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "276--288", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001600", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frahm:2010:DEM, author = "Gabriel Frahm and Christoph Memmel", title = "Dominating estimators for minimum-variance portfolios", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "289--302", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001594", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2010:EGE, author = "Xiaodong Liu and Lung-fei Lee and Christopher R. Bollinger", title = "An efficient {GMM} estimator of spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "303--319", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001715", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feng:2010:PDT, author = "Guohua Feng and Apostolos Serletis", title = "A primal Divisia technical change index based on the output distance function", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "320--330", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001867", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "ifc--ifc", month = dec, year = "2010", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00195-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001958", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2010:PD, author = "Anonymous", title = "Pages 251--330 ({December 2010})", journal = j-J-ECONOMETRICS, volume = "159", number = "2", pages = "??--??", month = dec, year = "2010", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meddahi:2011:RV, author = "Nour Meddahi and Per Mykland and Neil Shephard", title = "Realized Volatility", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "1--1", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Large:2011:EQV, author = "Jeremy Large", title = "Estimating quadratic variation when quoted prices change by a constant increment", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "2--11", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000497", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2011:EAJ, author = "Viktor Todorov", title = "Econometric analysis of jump-driven stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "12--21", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000515", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Garcia:2011:EOR, author = "Ren{\'e} Garcia and Marc-Andr{\'e} Lewis and Sergio Pastorello and {\'E}ric Renault", title = "Estimation of objective and risk-neutral distributions based on moments of integrated volatility", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "22--32", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000539", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2011:ECE, author = "Lan Zhang", title = "Estimating covariation: Epps effect, microstructure noise", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "33--47", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000540", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Busch:2011:RIV, author = "Thomas Busch and Bent Jesper Christensen and Morten {\O}rregaard Nielsen", title = "The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "48--57", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000564", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffin:2011:CMP, author = "Jim E. Griffin and Roel C. A. Oomen", title = "Covariance measurement in the presence of non-synchronous trading and market microstructure noise", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "58--68", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000576", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maheu:2011:DHF, author = "John M. Maheu and Thomas H. McCurdy", title = "Do high-frequency measures of volatility improve forecasts of return distributions?", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "69--76", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000588", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mancini:2011:TEM, author = "Cecilia Mancini and Roberto Ren{\`o}", title = "Threshold estimation of {Markov} models with jumps and interest rate modeling", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "77--92", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000618", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauer:2011:FMR, author = "Gregory H. Bauer and Keith Vorkink", title = "Forecasting multivariate realized stock market volatility", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "93--101", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000631", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tauchen:2011:RJF, author = "George Tauchen and Hao Zhou", title = "Realized jumps on financial markets and predicting credit spreads", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "102--118", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000655", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fleming:2011:HFR, author = "Jeff Fleming and Bradley S. Paye", title = "High-frequency returns, jumps and the mixture of normals hypothesis", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "119--128", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000667", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2011:BCT, author = "S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi", title = "{Box--Cox} transforms for realized volatility", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "129--144", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000680", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2011:MMN, author = "Federico M. Bandi and Jeffrey R. Russell", title = "Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "145--159", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000692", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2011:UHF, author = "Yacine A{\"\i}t-Sahalia and Per A. Mykland and Lan Zhang", title = "Ultra high frequency volatility estimation with dependent microstructure noise", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "160--175", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000709", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2011:RFF, author = "Torben G. Andersen and Tim Bollerslev and Xin Huang", title = "A reduced form framework for modeling volatility of speculative prices based on realized variation measures", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "176--189", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000710", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2011:EER, author = "Lan Zhang and Per A. Mykland and Yacine A{\"\i}t-Sahalia", title = "{Edgeworth} expansions for realized volatility and related estimators", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "190--203", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000722", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barndorff-Nielsen:2011:SRK, author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and Asger Lunde and Neil Shephard", title = "Subsampling realised kernels", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "204--219", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000734", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2011:RVF, author = "Torben G. Andersen and Tim Bollerslev and Nour Meddahi", title = "Realized volatility forecasting and market microstructure noise", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "220--234", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000746", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2011:DEV, author = "Tim Bollerslev and Michael Gibson and Hao Zhou", title = "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "235--245", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000758", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Patton:2011:VFC, author = "Andrew J. Patton", title = "Volatility forecast comparison using imperfect volatility proxies", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "246--256", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000076X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2011:VFM, author = "Eric Ghysels and Arthur Sinko", title = "Volatility forecasting and microstructure noise", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "257--271", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000771", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Renault:2011:CER, author = "Eric Renault and Bas J. M. Werker", title = "Causality effects in return volatility measures with random times", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "272--279", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000783", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wu:2011:VDJ, author = "Liuren Wu", title = "Variance dynamics: Joint evidence from options and high-frequency returns", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "280--287", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.03.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000795", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "160", number = "1", pages = "ifc--ifc", month = jan, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00217-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:42 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002174", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:M, author = "Anonymous", title = "In Memorium", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "iv--v", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00242-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002423", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:2011:HTW, author = "Jinyong Hahn and John C. Ham and Hyungsik Roger Moon", title = "The {Hausman} test and weak instruments", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "289--299", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001892", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Montes-Rojas:2011:RTH, author = "Gabriel Montes-Rojas and Walter Sosa-Escudero", title = "Robust tests for heteroskedasticity in the one-way error components model", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "300--310", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001909", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dueker:2011:MCT, author = "Michael J. Dueker and Zacharias Psaradakis and Martin Sola and Fabio Spagnolo", title = "Multivariate contemporaneous-threshold autoregressive models", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "311--325", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001910", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapetanios:2011:PNS, author = "G. Kapetanios and M. Hashem Pesaran and T. Yamagata", title = "Panels with non-stationary multifactor error structures", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "326--348", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002022", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2011:SHA, author = "Min Seong Kim and Yixiao Sun", title = "Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "349--371", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "ifc--ifc", month = feb, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(10)00236-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002368", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PF, author = "Anonymous", title = "Pages 289--372 ({February 2011})", journal = j-J-ECONOMETRICS, volume = "160", number = "2", pages = "??--??", month = feb, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2011:IMT, author = "William A. Barnett and W. Erwin Diewert and Arnold Zellner", title = "Introduction to measurement with theory", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "1--5", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001818", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2011:HBM, author = "William A. Barnett and Marcelle Chauvet", title = "How better monetary statistics could have signaled the financial crisis", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "6--23", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000182X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ivancic:2011:SDT, author = "Lorraine Ivancic and W. Erwin Diewert and Kevin J. Fox", title = "Scanner data, time aggregation and the construction of price indexes", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "24--35", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001831", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deHaan:2011:ECD, author = "Jan de Haan and Heymerik A. van der Grient", title = "Eliminating chain drift in price indexes based on scanner data", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "36--46", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001843", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nakamura:2011:PDR, author = "Alice O. Nakamura and Emi Nakamura and Leonard I. Nakamura", title = "Price dynamics, retail chains and inflation measurement", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "47--55", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001855", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pawasutipaisit:2011:WAF, author = "Anan Pawasutipaisit and Robert M. Townsend", title = "Wealth accumulation and factors accounting for success", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "56--81", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001879", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abowd:2011:NEG, author = "John M. Abowd and Lars Vilhuber", title = "National estimates of gross employment and job flows from the {Quarterly Workforce Indicators} with demographic and industry detail", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "82--99", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001880", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "161", number = "1", pages = "ifc--ifc", month = mar, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00013-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:43 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000133", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacobs:2011:MDR, author = "Jan P. A. M. Jacobs and Simon van Norden", title = "Modeling data revisions: Measurement error and dynamics of ``true'' values", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "101--109", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002526", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Allen:2011:ELB, author = "Jason Allen and Allan W. Gregory and Katsumi Shimotsu", title = "Empirical likelihood block bootstrapping", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "110--121", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002046", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2011:TBT, author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu", title = "Tighter bounds in triangular systems", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "122--128", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002265", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Santos:2011:IVM, author = "Andres Santos", title = "Instrumental variable methods for recovering continuous linear functionals", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "129--146", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002253", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Daouia:2011:RIN, author = "Abdelaati Daouia and Ir{\`e}ne Gijbels", title = "Robustness and inference in nonparametric partial frontier modeling", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "147--165", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002447", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shively:2011:NFE, author = "Thomas S. Shively and Stephen G. Walker and Paul Damien", title = "Nonparametric function estimation subject to monotonicity, convexity and other shape constraints", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "166--181", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002435", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2011:LPC, author = "M. Hashem Pesaran and Elisa Tosetti", title = "Large panels with common factors and spatial correlation", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "182--202", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002459", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Papay:2011:ERD, author = "John P. Papay and John B. Willett and Richard J. Murnane", title = "Extending the regression-discontinuity approach to multiple assignment variables", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "203--207", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002538", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ham:2011:MSP, author = "John C. Ham and Xianghong Li and Patricia B. Reagan", title = "Matching and semi-parametric {IV} estimation, a distance-based measure of migration, and the wages of young men", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "208--227", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002460", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2011:BEM, author = "Xiaohu Wang and Peter C. B. Phillips and Jun Yu", title = "Bias in estimating multivariate and univariate diffusions", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "228--245", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002484", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2011:TWI, author = "Atsushi Inoue and Barbara Rossi", title = "Testing for weak identification in possibly nonlinear models", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "246--261", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002575", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kalnina:2011:SHF, author = "Ilze Kalnina", title = "Subsampling high frequency data", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "262--283", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002563", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Patton:2011:DBR, author = "Andrew J. Patton", title = "Data-based ranking of realised volatility estimators", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "284--303", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002551", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2011:PDC, author = "Valentina Corradi and Norman R. Swanson", title = "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "304--324", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000254X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Garcia:2011:ESD, author = "Ren{\'e} Garcia and Eric Renault and David Veredas", title = "Estimation of stable distributions by indirect inference", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "325--337", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002514", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xie:2011:CSW, author = "Wen Zhi Xie", title = "Corrigendum to {``A simple way of computing the inverse moments of a non-central chi-square random variable'' [J. Econom. {\bf 37} (1988) 389--393]}", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "338--338", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Xie:1988:SWC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002241", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "ifc--ifc", day = "1", month = apr, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00016-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000169", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PAa, author = "Anonymous", title = "Pages 101--338 ({1 April 2011})", journal = j-J-ECONOMETRICS, volume = "161", number = "2", pages = "??--??", day = "1", month = apr, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zellner:2011:EER, author = "Arnold Zellner and David Zilberman", title = "The economics and econometrics of risk: an introduction to the special issue", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "1--5", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Just:2011:GIR, author = "Richard E. Just and David R. Just", title = "Global identification of risk preferences with revealed preference data", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "6--17", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Serra:2011:RBP, author = "Teresa Serra and Barry K. Goodwin and Allen M. Featherstone", title = "Risk behavior in the presence of government programs", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "18--24", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002589", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Just:2011:CWE, author = "David R. Just", title = "Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "25--34", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002590", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pope:2011:AAR, author = "Rulon D. Pope and Jeffrey T. LaFrance and Richard E. Just", title = "Agricultural arbitrage and risk preferences", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "35--43", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002607", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cafiero:2011:ERC, author = "Carlo Cafiero and Eugenio S. A. Bobenrieth H. and Juan R. A. Bobenrieth H. and Brian D. Wright", title = "The empirical relevance of the competitive storage model", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "44--54", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002619", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Egorov:2011:TTY, author = "Alexei V. Egorov and Haitao Li and David Ng", title = "A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "55--70", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002632", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schumann:2011:SNT, author = "Keith D. Schumann", title = "Semi-nonparametric test of second degree stochastic dominance with respect to a function", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "71--78", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002620", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conte:2011:MMC, author = "Anna Conte and John D. Hey and Peter G. Moffatt", title = "Mixture models of choice under risk", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "79--88", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002644", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wilcox:2011:SMR, author = "Nathaniel T. Wilcox", title = "`Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "89--104", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002656", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Buschena:2011:ESM, author = "David E. Buschena and Joseph A. Atwood", title = "Evaluation of similarity models for expected utility violations", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "105--113", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002668", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{List:2011:CEU, author = "John A. List and Charles F. Mason", title = "Are {CEOs} expected utility maximizers?", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "114--123", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440760900267X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gilboa:2011:SBA, author = "Itzhak Gilboa and Offer Lieberman and David Schmeidler", title = "A similarity-based approach to prediction", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "124--131", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2009.10.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002681", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Russo:2011:DIS, author = "J. E. Russo and Kevyn Yong", title = "The distortion of information to support an emerging evaluation of risk", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "132--139", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001478", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heiman:2011:EIA, author = "Amir Heiman and Oded Lowengart", title = "The effects of information about health hazards in food on consumers' choice process", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "140--147", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001466", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "162", number = "1", pages = "ifc--ifc", month = may, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00052-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000522", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barndorff-Nielsen:2011:MRK, author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and Asger Lunde and Neil Shephard", title = "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "149--169", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.07.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000029", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2011:EFD, author = "Arthur Lewbel and Daniel McFadden and Oliver Linton", title = "Estimating features of a distribution from binomial data", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "170--188", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002101", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Song:2011:MAT, author = "Zhaogang Song", title = "A martingale approach for testing diffusion models based on infinitesimal operator", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "189--212", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002472", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shao:2011:BAS, author = "Xiaofeng Shao", title = "A bootstrap-assisted spectral test of white noise under unknown dependence", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "213--224", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000030", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhao:2011:NMV, author = "Zhibiao Zhao", title = "Nonparametric model validations for hidden {Markov} models with applications in financial econometrics", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "225--239", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000042", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hassler:2011:EFI, author = "Uwe Hassler", title = "Estimation of fractional integration under temporal aggregation", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "240--247", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000145", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oka:2011:ESC, author = "Tatsushi Oka and Zhongjun Qu", title = "Estimating structural changes in regression quantiles", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "248--267", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000261", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2011:NCA, author = "Yanqin Fan and Matthew Gentry and Tong Li", title = "A new class of asymptotically efficient estimators for moment condition models", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "268--277", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Holly:2011:FOP, author = "Alberto Holly and Alain Monfort and Michael Rockinger", title = "Fourth order pseudo maximum likelihood methods", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "278--293", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100025X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sizova:2011:IVF, author = "Natalia Sizova", title = "Integrated variance forecasting: Model based vs. reduced form", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "294--311", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000315", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koopman:2011:MFC, author = "Siem Jan Koopman and Andr{\'e} Lucas and Bernd Schwaab", title = "Modeling frailty-correlated defaults using many macroeconomic covariates", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "312--325", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000303", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2011:GRT, author = "Jin Seo Cho and Halbert White", title = "Generalized runs tests for the {IID} hypothesis", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "326--344", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000285", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2011:BIC, author = "Mingliang Li and Justin L. Tobias", title = "{Bayesian} inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "345--361", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000339", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dardanoni:2011:RIC, author = "Valentino Dardanoni and Salvatore Modica and Franco Peracchi", title = "Regression with imputed covariates: a generalized missing-indicator approach", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "362--368", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000327", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deschamps:2011:BEE, author = "Philippe J. Deschamps", title = "{Bayesian} estimation of an extended local scale stochastic volatility model", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "369--382", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000509", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffin:2011:SBA, author = "J. E. Griffin and M. F. J. Steel", title = "Stick-breaking autoregressive processes", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "383--396", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000613", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "ifc--ifc", month = jun, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00071-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000716", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PJ, author = "Anonymous", title = "Pages 149--396 ({June 2011})", journal = j-J-ECONOMETRICS, volume = "162", number = "2", pages = "??--??", month = jun, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Palm:2011:FSP, author = "Franz C. Palm and Jean-Pierre Urbain", title = "Factor structures for panel and multivariate time series data", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "1--3", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002058", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chudik:2011:IDV, author = "Alexander Chudik and M. Hashem Pesaran", title = "Infinite-dimensional {VARs} and factor models", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "4--22", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761000206X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forni:2011:GDF, author = "Mario Forni and Marco Lippi", title = "The general dynamic factor model: One-sided representation results", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "23--28", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002071", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2011:DFP, author = "Marc Hallin and Roman Liska", title = "Dynamic factors in the presence of blocks", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "29--41", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002083", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2011:MLD, author = "Marc Hallin and Charles Mathias and Hugues Pirotte and David Veredas", title = "Market liquidity as dynamic factors", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "42--50", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002095", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eichler:2011:FDF, author = "Michael Eichler and Giovanni Motta and Rainer von Sachs", title = "Fitting dynamic factor models to non-stationary time series", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "51--70", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002113", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2011:TSB, author = "J{\"o}rg Breitung and Sandra Eickmeier", title = "Testing for structural breaks in dynamic factor models", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "71--84", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002125", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Palm:2011:CSD, author = "Franz C. Palm and Stephan Smeekes and Jean-Pierre Urbain", title = "Cross-sectional dependence robust block bootstrap panel unit root tests", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "85--104", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002149", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Franchi:2011:CVA, author = "Massimo Franchi and Paolo Paruolo", title = "A characterization of vector autoregressive processes with common cyclical features", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "105--117", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002137", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2011:MME, author = "H. Peter Boswijk and Roy van der Weide", title = "Method of moments estimation of {GO-GARCH} models", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "118--126", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.11.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002150", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "163", number = "1", pages = "ifc--ifc", month = jul, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00084-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000844", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cao:2011:ADI, author = "Bolong Cao and Yixiao Sun", title = "Asymptotic distributions of impulse response functions in short panel vector autoregressions", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "127--143", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000662", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez-Val:2011:BCT, author = "Iv{\'a}n Fern{\'a}ndez-Val and Francis Vella", title = "Bias corrections for two-step fixed effects panel data estimators", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "144--162", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000649", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dong:2011:NIB, author = "Yingying Dong and Arthur Lewbel", title = "Nonparametric identification of a binary random factor in cross section data", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "163--171", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000650", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2011:IPM, author = "John Geweke and Yu Jiang", title = "Inference and prediction in a multiple-structural-break model", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "172--185", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2011:DMT, author = "Karim M. Abadir and Walter Distaso and Liudas Giraitis", title = "An I( d ) model with trend and cycles", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "186--199", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000686", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2011:CSD, author = "Marc Hallin and Ramon van den Akker and Bas J. M. Werker", title = "A class of simple distribution-free rank-based unit root tests", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "200--214", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diks:2011:LBS, author = "Cees Diks and Valentyn Panchenko and Dick van Dijk", title = "Likelihood-based scoring rules for comparing density forecasts in tails", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "215--230", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000807", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "ifc--ifc", month = aug, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00106-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001060", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PAb, author = "Anonymous", title = "Pages 127--230 ({August 2011})", journal = j-J-ECONOMETRICS, volume = "163", number = "2", pages = "??--??", month = aug, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Issler:2011:AIF, author = "Jo{\~a}o Victor Issler and Oliver Linton and Allan Timmermann", title = "Annals issue on forecasting --- {Guest Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "1--3", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100042X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2011:AAF, author = "Jens H. E. Christensen and Francis X. Diebold and Glenn D. Rudebusch", title = "The affine arbitrage-free class of {Nelson--Siegel} term structure models", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "4--20", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000388", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carriero:2011:HUN, author = "Andrea Carriero and Raffaella Giacomini", title = "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "21--34", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000376", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Almeida:2011:DIR, author = "Caio Almeida and Jeremy J. Graveline and Scott Joslin", title = "Do interest rate options contain information about excess returns?", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "35--44", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000340", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Colacito:2011:CMD, author = "Riccardo Colacito and Robert F. Engle and Eric Ghysels", title = "A component model for dynamic correlations", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "45--59", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000406", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pettenuzzo:2011:PSR, author = "Davide Pettenuzzo and Allan Timmermann", note = "See corrigendum \cite{Pettenuzzo:2022:CPS}.", title = "Predictability of stock returns and asset allocation under structural breaks", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "60--78", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000479", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2011:CFA, author = "Graham Elliott", title = "A control function approach for testing the usefulness of trending variables in forecast models and linear regression", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "79--91", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000418", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atak:2011:SPM, author = "Alev Atak and Oliver Linton and Zhijie Xiao", title = "A semiparametric panel model for unbalanced data with application to climate change in the {United Kingdom}", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "92--115", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000352", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Athanasopoulos:2011:MSE, author = "George Athanasopoulos and Osmani Teixeira de Carvalho Guill{\'e}n and Jo{\~a}o Victor Issler and Farshid Vahid", title = "Model selection, estimation and forecasting in {VAR} models with short-run and long-run restrictions", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "116--129", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000364", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2011:OPP, author = "John Geweke and Gianni Amisano", title = "Optimal prediction pools", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "130--141", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000455", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galvao:2011:QRD, author = "Antonio F. Galvao", title = "Quantile regression for dynamic panel data with fixed effects", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "142--157", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000443", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rossi:2011:UMF, author = "Barbara Rossi and Tatevik Sekhposyan", title = "Understanding models' forecasting performance", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "158--172", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000480", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2011:VSE, author = "M. Hashem Pesaran and Andreas Pick and Allan Timmermann", title = "Variable selection, estimation and inference for multi-period forecasting problems", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "173--187", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000467", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Doz:2011:TSE, author = "Catherine Doz and Domenico Giannone and Lucrezia Reichlin", title = "A two-step estimator for large approximate dynamic factor models based on {Kalman} filtering", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "188--205", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.02.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100039X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "164", number = "1", pages = "ifc--ifc", month = sep, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00133-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001333", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mittelhammer:2011:FEL, author = "Ron C. Mittelhammer and George Judge", title = "A family of empirical likelihood functions and estimators for the binary response model", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "207--217", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000819", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kurozumi:2011:MSC, author = "Eiji Kurozumi and Purevdorj Tuvaandorj", title = "Model selection criteria in multivariate models with multiple structural changes", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "218--238", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000820", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chaudhuri:2011:NMP, author = "Saraswata Chaudhuri and Eric Zivot", title = "A new method of projection-based inference in {GMM} with weakly identified nuisance parameters", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "239--251", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001047", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2011:MCI, author = "Yiguo Sun and Cheng Hsiao and Qi Li", title = "Measuring correlations of integrated but not cointegrated variables: a semiparametric approach", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "252--267", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001138", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2011:GST, author = "Bin Chen and Yongmiao Hong", title = "Generalized spectral testing for multivariate continuous-time models", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "268--293", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100114X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2011:HMC, author = "Stefan Hoderlein", title = "How many consumers are rational?", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "294--309", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100128X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2011:ECD, author = "Dukpa Kim", title = "Estimating a common deterministic time trend break in large panels with cross sectional dependence", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "310--330", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100131X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2011:TDJ, author = "Yingying Fan and Jianqing Fan", title = "Testing and detecting jumps based on a discretely observed process", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "331--344", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001278", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2011:RTI, author = "Yixiao Sun", title = "Robust trend inference with series variance estimator and testing-optimal smoothing parameter", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "345--366", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001308", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2011:RLT, author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv", title = "Realized {Laplace} transforms for estimation of jump diffusive volatility models", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "367--381", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001291", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2011:SNE, author = "Dennis Kristensen", title = "Semi-nonparametric estimation and misspecification testing of diffusion models", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "382--403", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001412", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "ifc--ifc", day = "1", month = oct, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00149-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001497", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PO, author = "Anonymous", title = "Pages 207--404 ({1 October 2011})", journal = j-J-ECONOMETRICS, volume = "164", number = "2", pages = "??--??", day = "1", month = oct, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kunitomo:2011:MRB, author = "Naoto Kunitomo and Michael McAleer and Yoshihiko Nishiyama", title = "Moment Restriction-Based Econometric Methods: an overview", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "1--4", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000935", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2011:ATN, author = "P. M. Robinson", title = "Asymptotic theory for nonparametric regression with spatial data", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "5--19", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000947", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amano:2011:CVM, author = "Tomoyuki Amano and Masanobu Taniguchi", title = "Control variate method for stationary processes", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "20--29", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000959", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2011:MME, author = "Liqun Wang and Cheng Hsiao", title = "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "30--44", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000960", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2011:PCE, author = "Jerry Hausman and Randall Lewis and Konrad Menzel and Whitney Newey", title = "Properties of the {CUE} estimator and a modification with moments", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "45--57", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000972", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2011:FSP, author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi Matsushita", title = "On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "58--69", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000984", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Okui:2011:IVE, author = "Ryo Okui", title = "Instrumental variable estimation in the presence of many moment conditions", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "70--86", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000996", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsu:2011:ECM, author = "Shih-Hsun Hsu and Chung-Ming Kuan", title = "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "87--99", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100100X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Areosa:2011:MBE, author = "Waldyr Dutra Areosa and Michael McAleer and Marcelo C. Medeiros", title = "Moment-based estimation of smooth transition regression models with endogenous variables", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "100--111", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001011", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nishiyama:2011:CNT, author = "Yoshihiko Nishiyama and Kohtaro Hitomi and Yoshinori Kawasaki and Kiho Jeong", title = "A consistent nonparametric test for nonlinear causality --- Specification in time series regression", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "112--127", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001023", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Preve:2011:LPB, author = "Daniel Preve and Marcelo C. Medeiros", title = "Linear programming-based estimators in simple linear regression", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "128--136", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "165", number = "1", pages = "ifc--ifc", month = nov, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00188-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001886", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bester:2011:IDD, author = "C. Alan Bester and Timothy G. Conley and Christian B. Hansen", title = "Inference with dependent data using cluster covariance estimators", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "137--151", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000431", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Swensen:2011:BAT, author = "Anders Rygh Swensen", title = "A bootstrap algorithm for testing cointegration rank in {VAR} models in the presence of stationary variables", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "152--162", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001436", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calhoun:2011:HTL, author = "Gray Calhoun", title = "Hypothesis testing in linear regression when k/n is large", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "163--174", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001448", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiang:2011:VCR, author = "Min-Hsien Chiang and Li-Min Wang", title = "Volatility contagion: a range-based volatility approach", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "175--189", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100145X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Malik:2011:PFC, author = "Sheheryar Malik and Michael K. Pitt", title = "Particle filters for continuous likelihood evaluation and maximisation", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "190--209", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001473", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2011:BIT, author = "Gary Koop and Roberto Leon-Gonzalez and Rodney W. Strachan", title = "{Bayesian} inference in a time varying cointegration model", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "210--220", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001588", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vanHasselt:2011:BIS, author = "Martijn van Hasselt", title = "{Bayesian} inference in a sample selection model", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "221--232", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.003", ISSN = "0304-4076 (print), 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ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2011:TSN, author = "Christian Francq and Guillaume Lepage and Jean-Michel Zako{\"\i}an", title = "Two-stage non {Gaussian} {QML} estimation of {GARCH} models and testing the efficiency of the {Gaussian} {QMLE}", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "246--257", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100159X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tripathi:2011:GMM, author = "Gautam Tripathi", title = "Generalized method of moments {(GMM)} based inference with stratified samples when the aggregate shares are known", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "258--265", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100162X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2011:SEB, author = "Songnian Chen and Xianbo Zhou", title = "Semiparametric estimation of a bivariate {Tobit} model", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "266--274", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "ifc--ifc", month = dec, year = "2011", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00224-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002247", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2011:PD, author = "Anonymous", title = "Pages 137--274 ({December 2011})", journal = j-J-ECONOMETRICS, volume = "165", number = "2", pages = "??--??", month = dec, year = "2011", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Molinari:2012:AII, author = "Francesca Molinari and Elie Tamer", title = "Annals Issue on Identification and Decisions", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "1--2", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002545", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arcidiacono:2012:MCM, author = "Peter Arcidiacono and V. Joseph Hotz and Songman Kang", title = "Modeling college major choices using elicited measures of expectations and counterfactuals", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "3--16", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Beresteanu:2012:PIU, author = "Arie Beresteanu and Ilya Molchanov and Francesca Molinari", title = "Partial identification using random set theory", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "17--32", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001163", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2012:IMO, author = "Andrew Chesher and Konrad Smolinski", title = "{IV} models of ordered choice", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "33--48", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001175", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DelBoca:2012:EHI, author = "Daniela {Del Boca} and Christopher Flinn", title = "Endogenous household interaction", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "49--65", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001187", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brock:2012:OIT, author = "William A. Brock and Jane Cooley and Steven N. Durlauf and Salvador Navarro", title = "On the observational implications of taste-based discrimination in racial profiling", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "66--78", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001199", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gundersen:2012:INS, author = "Craig Gundersen and Brent Kreider and John Pepper", title = "The impact of the National School Lunch Program on child health: a nonparametric bounds analysis", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "79--91", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001205", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kline:2012:BBR, author = "Brendan Kline and Elie Tamer", title = "Bounds for best response functions in binary games", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "92--105", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001217", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matzkin:2012:INL, author = "Rosa L. Matzkin", title = "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "106--115", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001229", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McFadden:2012:EJP, author = "Daniel McFadden", title = "Economic juries and public project provision", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "116--126", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001230", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rosen:2012:SIQ, author = "Adam M. Rosen", title = "Set identification via quantile restrictions in short panels", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "127--137", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001242", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stoye:2012:MRT, author = "J{\"o}rg Stoye", title = "Minimax regret treatment choice with covariates or with limited validity of experiments", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "138--156", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001254", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tetenov:2012:STC, author = "Aleksey Tetenov", title = "Statistical treatment choice based on asymmetric minimax regret criteria", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "157--165", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001266", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "166", number = "1", pages = "ifc--ifc", month = jan, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00246-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002466", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Akashi:2012:SPL, author = "Kentaro Akashi and Naoto Kunitomo", title = "Some properties of the {LIML} estimator in a dynamic panel structural equation", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "167--183", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001631", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Burda:2012:PMM, author = "Martin Burda and Matthew Harding and Jerry Hausman", title = "A {Poisson} mixture model of discrete choice", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "184--203", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001643", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fox:2012:RCL, author = "Jeremy T. Fox and Kyoo il Kim and Stephen P. Ryan and Patrick Bajari", title = "The random coefficients logit model is identified", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "204--212", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001655", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jing:2012:JAI, author = "Bing-Yi Jing and Xin-Bing Kong and Zhi Liu and Per Mykland", title = "On the jump activity index for semimartingales", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "213--223", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100217X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wei:2012:RFC, author = "Xiaoqiao Wei and Yuhong Yang", title = "Robust forecast combinations", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "224--236", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002168", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2012:BHT, author = "Yong Li and Jun Yu", title = "{Bayesian} hypothesis testing in latent variable models", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "237--246", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.040", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002211", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hagemann:2012:STR, author = "Andreas Hagemann", title = "A simple test for regression specification with non-nested alternatives", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "247--254", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002181", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berkowitz:2012:VIR, author = "Daniel Berkowitz and Mehmet Caner and Ying Fang", title = "The validity of instruments revisited", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "255--266", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.038", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002193", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2012:SPG, author = "Yixiao Sun and Min Seong Kim", title = "Simple and powerful {GMM} over-identification tests with accurate size", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "267--281", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.039", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100220X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schennach:2012:LIL, author = "Susanne Schennach and Halbert White and Karim Chalak", title = "Local indirect least squares and average marginal effects in nonseparable structural systems", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "282--302", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.041", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002223", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vogelsang:2012:HAS, author = "Timothy J. Vogelsang", title = "Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "303--319", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Srisuma:2012:SEM, author = "Sorawoot Srisuma and Oliver Linton", title = "Semiparametric estimation of {Markov} decision processes with continuous state space", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "320--341", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100234X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Simar:2012:PCD, author = "L{\'e}opold Simar and Anne Vanhems", title = "Probabilistic characterization of directional distances and their robust versions", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "342--354", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002338", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "ifc--ifc", month = feb, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(11)00261-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002612", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:PF, author = "Anonymous", title = "Pages 167--354 ({February 2012})", journal = j-J-ECONOMETRICS, volume = "166", number = "2", pages = "??--??", month = feb, year = "2012", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cattaneo:2012:OII, author = "Matias D. Cattaneo and Richard K. Crump and Michael Jansson", title = "Optimal inference for instrumental variables regression with non-{Gaussian} errors", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "1--15", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002429", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2012:ESD, author = "Jihai Yu and Robert de Jong and Lung-fei Lee", title = "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "16--37", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002417", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2012:JMA, author = "Bruce E. Hansen and Jeffrey S. Racine", title = "Jackknife model averaging", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "38--46", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002405", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canova:2012:DUI, author = "Fabio Canova and Filippo Ferroni", title = "The dynamics of {US} inflation: Can monetary policy explain the changes?", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "47--60", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002399", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2012:TRN, author = "Patrick Gagliardini and Olivier Scaillet", title = "{Tikhonov} regularization for nonparametric instrumental variable estimators", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "61--75", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002375", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2012:EDM, author = "Dennis Kristensen and Yongseok Shin", title = "Estimation of dynamic models with nonparametric simulated maximum likelihood", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "76--94", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.042", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002363", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2012:AGP, author = "Heejoon Han and Joon Y. Park", title = "{ARCH/GARCH} with persistent covariate: Asymptotic theory of {MLE}", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "95--112", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002351", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lamy:2012:EAA, author = "Laurent Lamy", title = "The econometrics of auctions with asymmetric anonymous bidders", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "113--132", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002703", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2012:HHT, author = "Yoonseok Lee and Ryo Okui", title = "{Hahn}-Hausman test as a specification test", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "133--139", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002430", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2012:URT, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Unit root testing under a local break in trend", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "140--167", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002569", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2012:IWM, author = "Debopam Bhattacharya and Pascaline Dupas", title = "Inferring welfare maximizing treatment assignment under budget constraints", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "168--196", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002697", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Camponovo:2012:RS, author = "Lorenzo Camponovo and Olivier Scaillet and Fabio Trojani", title = "Robust subsampling", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "197--210", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002594", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golosnoy:2012:CAW, author = "Vasyl Golosnoy and Bastian Gribisch and Roman Liesenfeld", title = "The conditional autoregressive {Wishart} model for multivariate stock market volatility", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "211--223", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } 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"https://doi.org/10.1016/j.jeconom.2011.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002685", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Westerlund:2012:TUR, author = "Joakim Westerlund and Rolf Larsson", title = "Testing for a unit root in a random coefficient panel data model", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "254--273", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002727", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2012:LEI, author = "Ping Yu", title = "Likelihood estimation and inference in threshold regression", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "274--294", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002740", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "ifc--ifc", month = mar, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00017-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000176", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:PM, author = "Anonymous", title = "Pages 1--294 ({March 2012})", journal = j-J-ECONOMETRICS, volume = "167", number = "1", pages = "??--??", month = mar, year = "2012", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2012:EI, author = "Han Hong and Chung-Ming Kuan and Yoon-Jae Whang", title = "{Editors}' Introduction", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "295--296", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001965", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2012:SET, author = "Songnian Chen and Xianbo Zhou", title = "Semiparametric estimation of a truncated regression model", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "297--304", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001977", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2012:UCD, author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez", title = "$n$-uniformly consistent density estimation in nonparametric regression models", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "305--316", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001989", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2012:TES, author = "Myoung-jae Lee", title = "Treatment effects in sample selection models and their nonparametric estimation", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "317--329", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001990", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2012:CIQ, author = "Yanqin Fan and Sang Soo Park", title = "Confidence intervals for the quantile of treatment effects in randomized experiments", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "330--344", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002004", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmer:2012:QBN, author = "Vadim Marmer and Artyom Shneyerov", title = "Quantile-based nonparametric inference for first-price auctions", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "345--357", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002016", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2012:BAP, author = "Han Hong and Bruce Preston", title = "{Bayesian} averaging, prediction and nonnested model selection", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "358--369", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002028", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Otsu:2012:TNN, author = "Taisuke Otsu and Myung Hwan Seo and Yoon-Jae Whang", title = "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "370--382", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100203X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2012:STN, author = "Joel L. Horowitz", title = "Specification testing in nonparametric instrumental variable estimation", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "383--396", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002041", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2012:FRC, author = "Joon Y. Park and Junhui Qian", title = "Functional regression of continuous state distributions", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "397--412", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002053", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2012:SQR, author = "Zongwu Cai and Zhijie Xiao", title = "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "413--425", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002065", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frederiksen:2012:LPW, author = "Per Frederiksen and Frank S. Nielsen and Morten {\O}rregaard Nielsen", title = "Local polynomial {Whittle} estimation of perturbed fractional processes", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "426--447", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002077", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2012:PPE, author = "Chang Sik Kim and In-Moo Kim", title = "Partial parametric estimation for nonstationary nonlinear regressions", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "448--457", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002089", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2012:SIG, author = "Bent Jesper Christensen and Christian M. Dahl and Emma M. Iglesias", title = "Semiparametric inference in a {GARCH}-in-mean model", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "458--472", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002090", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2012:SSV, author = "Jun Yu", title = "A semiparametric stochastic volatility model", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "473--482", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002107", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qian:2012:ESP, author = "Junhui Qian and Le Wang", title = "Estimating semiparametric panel data models by marginal integration", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "483--493", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002119", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2012:LUP, author = "Seung-Hyun Hong and Leonardo Rezende", title = "Lock-in and unobserved preferences in server operating systems: a case of {Linux} vs. {Windows}", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "494--503", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002120", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2012:RBT, author = "Yoosoon Chang and Chi Mai Nguyen", title = "Residual based tests for cointegration in dependent panels", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "504--520", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002132", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2012:SIR, author = "Peter M. Robinson and Supachoke Thawornkaiwong", title = "Statistical inference on regression with spatial dependence", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "521--542", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002144", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2012:SGE, author = "Liangjun Su", title = "Semiparametric {GMM} estimation of spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "543--560", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002156", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "167", number = "2", pages = "ifc--ifc", month = apr, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00049-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000498", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2012:EI, author = "Subal C. Kumbhakar and Robin C. Sickles", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "1--3", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001771", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hubbard:2012:SEM, author = "Timothy P. Hubbard and Tong Li and Harry J. Paarsch", title = "Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "4--16", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001692", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Henderson:2012:EIN, author = "Daniel J. Henderson and John A. List and Daniel L. Millimet and Christopher F. Parmeter and Michael K. Price", title = "Empirical implementation of nonparametric first-price auction models", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "17--28", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001710", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2012:IAB, author = "Tong Li and Xiaoyong Zheng", title = "Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "29--46", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001679", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2012:BEA, author = "Subal C. Kumbhakar and Christopher F. Parmeter and Efthymios G. Tsionas", title = "{Bayesian} estimation approaches to first-price auctions", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "47--59", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001680", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2012:ELI, author = "Han Hong and Denis Nekipelov", title = "Efficient local {IV} estimation of an empirical auction model", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "60--69", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001722", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hicks:2012:SSC, author = "Robert L. Hicks and William C. Horrace and Kurt E. Schnier", title = "Strategic substitutes or complements? {The} game of where to fish", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "70--80", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001709", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Flabbi:2012:EJF, author = "Luca Flabbi and Andrea Moro", title = "The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "81--95", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001667", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Campo:2012:RAA, author = "Sandra Campo", title = "Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "96--107", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001746", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bierens:2012:SNE, author = "Herman J. Bierens and Hosin Song", title = "Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "108--119", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001758", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aradillas-Lopez:2012:PDE, author = "Andres Aradillas-Lopez", title = "Pairwise-difference estimation of incomplete information games", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "120--140", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001734", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kutlu:2012:EMP, author = "Levent Kutlu and Robin C. Sickles", title = "Estimation of market power in the presence of firm level inefficiencies", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "141--155", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002442", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aguirregabiria:2012:DOG, author = "Victor Aguirregabiria and Chun-Yu Ho", title = "A dynamic oligopoly game of the {US} airline industry: Estimation and policy experiments", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "156--173", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761100176X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "168", number = "1", pages = "ifc--ifc", month = may, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00062-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000620", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:DJA, author = "Anonymous", title = "{2011 Dennis J. Aigner Award}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "v--v", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00090-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000905", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:JE, author = "Anonymous", title = "2011 {{\booktitle{Journal of Econometrics}}}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "vi--vi", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00091-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:LJF, author = "Anonymous", title = "List of the {JE Fellows} as of {January 2011}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "vii--xix", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00092-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000929", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2012:UCB, author = "Joel L. Horowitz and Sokbae Lee", title = "Uniform confidence bands for functions estimated nonparametrically with instrumental variables", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "175--188", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCausland:2012:HMH, author = "William J. McCausland", title = "The {HESSIAN} method: Highly efficient simulation smoothing, in a nutshell", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "189--206", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002752", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2012:TJN, author = "Yacine A{\"\i}t-Sahalia and Jean Jacod and Jia Li", title = "Testing for jumps in noisy high frequency data", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "207--222", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002764", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2012:TEB, author = "Jay Bhattacharya and Azeem M. Shaikh and Edward Vytlacil", title = "Treatment effect bounds: an application to {Swan--Ganz} catheterization", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "223--243", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Onatski:2012:APC, author = "Alexei Onatski", title = "Asymptotics of the principal components estimator of large factor models with weakly influential factors", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "244--258", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000449", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{An:2012:WPM, author = "Yonghong An and Yingyao Hu", title = "Well-posedness of measurement error models for self-reported data", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "259--269", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000462", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kasparis:2012:DMN, author = "Ioannis Kasparis and Peter C. B. Phillips", title = "Dynamic misspecification in nonparametric cointegrating regression", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "270--284", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Daouia:2012:RNF, author = "Abdelaati Daouia and Jean-Pierre Florens and L{\'e}opold Simar", title = "Regularization of nonparametric frontier estimators", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "285--299", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000425", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2012:NIN, author = "Stefan Hoderlein and Halbert White", title = "Nonparametric identification in nonseparable panel data models with generalized fixed effects", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "300--314", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000437", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:2012:IEG, author = "James D. Hamilton and Jing Cynthia Wu", title = "Identification and estimation of {Gaussian} affine term structure models", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "315--331", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000450", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Norets:2012:BMJ, author = "Andriy Norets and Justinas Pelenis", title = "{Bayesian} modeling of joint and conditional distributions", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "332--346", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cizek:2012:SRE, author = "Pavel C{\'\i}zek", title = "Semiparametric robust estimation of truncated and censored regression models", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "347--366", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000589", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aue:2012:SMN, author = "Alexander Aue and Lajos Horv{\'a}th and Marie Huskov{\'a}", title = "Segmenting mean-nonstationary time series via trending regressions", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "367--381", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000590", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frandsen:2012:QTE, author = "Brigham R. Frandsen and Markus Fr{\"o}lich and Blaise Melly", title = "Quantile treatment effects in the regression discontinuity design", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "382--395", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000607", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2012:JEP, author = "Suzanne S. Lee and Per A. Mykland", title = "Jumps in equilibrium prices and market microstructure noise", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "396--406", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000711", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2012:CMT, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Corrigendum to {``Modified tests for a change in persistence'' [J. Econom. {\bf 134} (2006) 441--469]}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "407--407", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Harvey:2006:MTC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "ifc--ifc", month = jun, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00081-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000814", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:PJ, author = "Anonymous", title = "Pages 175--408 ({June 2012})", journal = j-J-ECONOMETRICS, volume = "168", number = "2", pages = "??--??", month = jun, year = "2012", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mariano:2012:RAP, author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu", title = "Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of {Peter C. B. Phillips}", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "1--3", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2012:NTR, author = "Peter M. Robinson", title = "Nonparametric trending regression with cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "4--14", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2012:TNC, author = "Yoosoon Chang", title = "Taking a new contour: a novel approach to panel unit root tests", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "15--28", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2012:BPU, author = "H. R. Moon and B. Perron", title = "Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "29--33", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000097", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2012:SEP, author = "Liangjun Su and Sainan Jin", title = "Sieve estimation of panel data models with cross section dependence", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "34--47", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Greenaway-McGrevy:2012:ADF, author = "Ryan Greenaway-McGrevy and Chirok Han and Donggyu Sul", title = "Asymptotic distribution of factor augmented estimators for panel regression", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "48--53", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2012:BDP, author = "Yoonseok Lee", title = "Bias in dynamic panel models under time series misspecification", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "54--60", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000103", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2012:RWC, author = "Joon Y. Park and Yoon-Jae Whang", title = "Random walk or chaos: a formal test on the {Lyapunov} exponent", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "61--74", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000139", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2012:JRV, author = "Torben G. Andersen and Dobrislav Dobrev and Ernst Schaumburg", title = "Jump-robust volatility estimation using nearest neighbor truncation", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "75--93", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000127", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2012:TVL, author = "Federico M. Bandi and Roberto Ren{\`o}", title = "Time-varying leverage effects", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "94--113", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000115", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2012:BEM, author = "Jun Yu", title = "Bias in the estimation of the mean reversion parameter in continuous time models", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "114--122", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200005X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mariano:2012:STM, author = "Roberto S. Mariano and Daniel Preve", title = "Statistical tests for multiple forecast comparison", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "123--130", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hnatkovska:2012:CMC, author = "Viktoria Hnatkovska and Vadim Marmer and Yao Tang", title = "Comparison of misspecified calibrated models: The minimum distance approach", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "131--138", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000085", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "169", number = "1", pages = "ifc--ifc", month = jul, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00100-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001005", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mariano:2012:RAN, author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu", title = "Recent advances in nonstationary time series: a festschrift in honor of {Peter C. B. Phillips}", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "139--141", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000255", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granger:2012:UCS, author = "Clive W. J. Granger", title = "Useful conclusions from surprising results", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "142--146", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000413", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2012:RMT, author = "Ke-Li Xu", title = "Robustifying multivariate trend tests to nonstationary volatility", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "147--154", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000267", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2012:CRS, author = "Xu Cheng and Peter C. B. Phillips", title = "Cointegrating rank selection in models with time-varying variance", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "155--165", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000322", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giraitis:2012:MAF, author = "Liudas Giraitis and Peter C. B. Phillips", title = "Mean and autocovariance function estimation near the boundary of stationarity", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "166--178", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Magdalinos:2012:MEA, author = "Tassos Magdalinos", title = "Mildly explosive autoregression under weak and strong dependence", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "179--187", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000346", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2012:TUR, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Testing for unit roots in the presence of uncertainty over both the trend and initial condition", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "188--195", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2012:ALG, author = "Donald W. K. Andrews and Patrik Guggenberger", title = "Asymptotics for {LS}, {GLS}, and feasible {GLS} statistics in an {AR(1)} model with conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "196--210", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000279", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2012:RIN, author = "Zhijie Xiao", title = "Robust inference in nonstationary time series models", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "211--223", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000371", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2012:MSC, author = "In Choi and Eiji Kurozumi", title = "Model selection criteria for the leads-and-lags cointegrating regression", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "224--238", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000310", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castle:2012:MSW, author = "Jennifer L. Castle and Jurgen A. Doornik and David F. Hendry", title = "Model selection when there are multiple breaks", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "239--246", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200036X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2012:MSP, author = "Jae-Young Kim", title = "Model selection in the presence of nonstationarity", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "247--257", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000395", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ploberger:2012:OEU, author = "Werner Ploberger and Peter C. B. Phillips", title = "Optimal estimation under nonstandard conditions", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "258--265", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000358", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shimotsu:2012:ELW, author = "Katsumi Shimotsu", title = "Exact local {Whittle} estimation of fractionally cointegrated systems", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "266--278", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000383", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2012:SBS, author = "Yacine A{\"\i}t-Sahalia and Joon Y. Park", title = "Stationarity-based specification tests for diffusions when the process is nonstationary", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "279--292", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000401", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauer:2012:PRS, author = "Dietmar Bauer and Alex Maynard", title = "Persistence-robust surplus-lag {Granger} causality testing", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "293--300", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000334", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shintani:2012:SRT, author = "Mototsugu Shintani and Tomoyoshi Yabu and Daisuke Nagakura", title = "Spurious regressions in technical trading", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "301--309", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.01.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000292", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "169", number = "2", pages = "ifc--ifc", month = aug, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00137-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001376", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:LRJ, author = "Anonymous", title = "List of Referees From {January 1, 2011 to December 31, 2011}", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "I--V", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00170-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001704", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2012:STP, author = "Todd E. Clark and Michael W. McCracken", title = "In-sample tests of predictive ability: a new approach", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "1--14", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2010.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200111X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liang:2012:FCR, author = "Zhongwen Liang and Qi Li", title = "Functional coefficient regression models with time trend", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "15--31", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000784", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2012:TSM, author = "Don H. Kim and Kenneth J. Singleton", title = "Term structure models and the zero bound: an empirical investigation of {Japanese} yields", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "32--49", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001352", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bennala:2012:PGR, author = "Nezar Bennala and Marc Hallin and Davy Paindaveine", title = "Pseudo-{Gaussian} and rank-based optimal tests for random individual effects in large n small T panels", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "50--67", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000772", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2012:DFT, author = "Miguel A. Delgado and Juan Carlos Escanciano", title = "Distribution-free tests of stochastic monotonicity", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "68--75", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000723", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kato:2012:APQ, author = "Kengo Kato and Antonio F. Galvao and Gabriel V. Montes-Rojas", title = "Asymptotics for panel quantile regression models with individual effects", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "76--91", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000760", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kemp:2012:RTM, author = "Gordon C. R. Kemp and J. M. C. Santos Silva", title = "Regression towards the mode", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "92--101", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000735", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bartolucci:2012:PCM, author = "Francesco Bartolucci and Valentina Nigro", title = "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "102--116", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000954", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2012:IML, author = "Valentina Corradi and Walter Distaso and Marcelo Fernandes", title = "International market links and volatility transmission", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "117--141", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000759", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davis:2012:TEE, author = "Richard A. Davis and Thomas Mikosch and Ivor Cribben", title = "Towards estimating extremal serial dependence via the bootstrapped extremogram", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "142--152", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000978", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fanelli:2012:DID, author = "Luca Fanelli", title = "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "153--163", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000966", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2012:LMT, author = "Badi H. Baltagi and Qu Feng and Chihwa Kao", title = "A {Lagrange} Multiplier test for cross-sectional dependence in a fixed effects panel data model", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "164--177", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200098X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jenish:2012:SPA, author = "Nazgul Jenish and Ingmar R. Prucha", title = "On spatial processes and asymptotic inference under near-epoch dependence", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "178--190", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001340", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duan:2012:MCD, author = "Jin-Chuan Duan and Jie Sun and Tao Wang", title = "Multiperiod corporate default prediction --- a forward intensity approach", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "191--209", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001145", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koo:2012:ESL, author = "Bonsoo Koo and Oliver Linton", title = "Estimation of semiparametric locally stationary diffusion models", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "210--233", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001157", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tsionas:2012:MLE, author = "Efthymios G. Tsionas", title = "Maximum likelihood estimation of stochastic frontier models by the {Fourier} transform", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "234--248", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000796", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:2012:WSY, author = "Dale J. Poirier", title = "What is sensible for your agents should be sensible for yourself", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "249--250", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000747", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "ifc--ifc", month = sep, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00163-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001637", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:PS, author = "Anonymous", title = "Pages 1--250 ({September 2012})", journal = j-J-ECONOMETRICS, volume = "170", number = "1", pages = "??--??", month = sep, year = "2012", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2012:EI, author = "Marine Carrasco and Mehmet Caner and Yuichi Kitamura and Eric Renault", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "251--255", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001169", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arellano:2012:U, author = "Manuel Arellano and Lars Peter Hansen and Enrique Sentana", title = "Underidentification?", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "256--280", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001170", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2012:IRM, author = "Alastair R. Hall and Sanggohn Han and Otilia Boldea", title = "Inference regarding multiple structural changes in linear models with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "281--302", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001182", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Penaranda:2012:STR, author = "Francisco Pe{\~n}aranda and Enrique Sentana", title = "Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "303--324", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001194", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2012:PLS, author = "Lars Peter Hansen", title = "Proofs for large sample properties of generalized method of moments estimators", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "325--330", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001200", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guggenberger:2012:GSU, author = "Patrik Guggenberger and Joaquim J. S. Ramalho and Richard J. Smith", title = "{GEL} statistics under weak identification", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "331--349", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001212", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Antoine:2012:EMD, author = "Bertille Antoine and Eric Renault", title = "Efficient minimum distance estimation with multiple rates of convergence", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "350--367", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001224", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anatolyev:2012:IRM, author = "Stanislav Anatolyev", title = "Inference in regression models with many regressors", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "368--382", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001236", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2012:RAM, author = "Marine Carrasco", title = "A regularization approach to the many instruments problem", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "383--398", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuersteiner:2012:KWG, author = "Guido M. Kuersteiner", title = "Kernel-weighted {GMM} estimators for linear time series models", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "399--421", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200125X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2012:CMW, author = "Mehmet Caner and Nese Yildiz", title = "{CUE} with many weak instruments and nearly singular design", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "422--441", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001261", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:2012:SEB, author = "Chunrong Ai and Xiaohong Chen", title = "The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "442--457", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florens:2012:NEI, author = "Jean-Pierre Florens and Anna Simoni", title = "Nonparametric estimation of an instrumental regression: a quasi-{Bayesian} approach based on regularized posterior", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "458--475", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001285", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gospodinov:2012:LGE, author = "Nikolay Gospodinov and Taisuke Otsu", title = "Local {GMM} estimation of time series models with conditional moment restrictions", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "476--490", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001297", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Severini:2012:EBE, author = "Thomas A. Severini and Gautam Tripathi", title = "Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "491--498", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001303", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2012:ICI, author = "Alastair R. Hall and Atsushi Inoue and James M. Nason and Barbara Rossi", title = "Information criteria for impulse response function matching estimation of {DSGE} models", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "499--518", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Hall:2014:CT}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001315", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Almeida:2012:AMA, author = "Caio Almeida and Ren{\'e} Garcia", title = "Assessing misspecified asset pricing models with empirical likelihood estimators", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "519--537", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001327", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmer:2012:OCM, author = "Vadim Marmer and Taisuke Otsu", title = "Optimal comparison of misspecified moment restriction models under a chosen measure of fit", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "538--550", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001339", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "170", number = "2", pages = "ifc--ifc", month = oct, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00179-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001790", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2012:NEI, author = "Gordon Anderson and Oliver Linton and Yoon-Jae Whang", title = "Nonparametric estimation and inference about the overlap of two distributions", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "1--23", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001108", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Halunga:2012:RBE, author = "Andreea G. Halunga and Denise R. Osborn", title = "Ratio-based estimators for a change point in persistence", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "24--31", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001716", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2012:NID, author = "Yingyao Hu and Matthew Shum", title = "Nonparametric identification of dynamic models with unobserved state variables", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "32--44", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.05.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001479", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Canay:2012:HLO, author = "Ivan A. Canay and Taisuke Otsu", title = "Hodges-{Lehmann} optimality for testing moment conditions", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "45--53", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001728", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kline:2012:HOP, author = "Patrick Kline and Andres Santos", title = "Higher order properties of the wild bootstrap under misspecification", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "54--70", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001480", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2012:STP, author = "Jia Chen and Jiti Gao and Degui Li", title = "Semiparametric trending panel data models with cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "71--85", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001613", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{West:2012:EAP, author = "Kenneth D. West", title = "Econometric analysis of present value models when the discount factor is near one", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "86--97", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200173X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "ifc--ifc", month = nov, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00206-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002060", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:PN, author = "Anonymous", title = "Pages 1--98 ({November 2012})", journal = j-J-ECONOMETRICS, volume = "171", number = "1", pages = "??--??", month = nov, year = "2012", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2012:IAI, author = "John Geweke and Gary Koop and Richard Paap", title = "Introduction for the annals issue of the Journal of Econometrics on ``{Bayesian} Models, Methods and Applications''", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "99--100", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001492", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoogerheide:2012:CAI, author = "Lennart Hoogerheide and Anne Opschoor and Herman K. van Dijk", title = "A class of adaptive importance sampling weighted {EM} algorithms for efficient and robust posterior and predictive simulation", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "101--120", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001583", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Villani:2012:GSF, author = "Mattias Villani and Robert Kohn and David J. Nott", title = "Generalized smooth finite mixtures", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "121--133", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001595", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pitt:2012:SPM, author = "Michael K. Pitt and Ralph dos Santos Silva and Paolo Giordani and Robert Kohn", title = "On some properties of {Markov} chain {Monte Carlo} simulation methods based on the particle filter", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "134--151", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001510", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Herbst:2012:EDM, author = "Edward Herbst and Frank Schorfheide", title = "Evaluating {DSGE} model forecasts of comovements", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "152--166", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001558", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Waggoner:2012:CMM, author = "Daniel F. Waggoner and Tao Zha", title = "Confronting model misspecification in macroeconomics", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "167--184", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001601", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2012:NBM, author = "John Geweke", title = "Nonparametric {Bayesian} modelling of monotone preferences for discrete choice experiments", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "185--204", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001509", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2012:BAP, author = "Mingliang Li and Kevin J. Mumford and Justin L. Tobias", title = "A {Bayesian} analysis of payday loans and their regulation", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "205--216", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001571", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maneesoonthorn:2012:PFV, author = "Worapree Maneesoonthorn and Gael M. Martin and Catherine S. Forbes and Simone D. Grose", title = "Probabilistic forecasts of volatility and its risk premia", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "217--236", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001534", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2012:BMA, author = "Gary Koop and Roberto Leon-Gonzalez and Rodney Strachan", title = "{Bayesian} model averaging in the instrumental variable regression model", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "237--250", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001522", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ley:2012:MPB, author = "Eduardo Ley and Mark F. J. Steel", title = "Mixtures of $g$-priors for {Bayesian} model averaging with economic applications", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "251--266", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200156X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Salimans:2012:VSF, author = "Tim Salimans", title = "Variable selection and functional form uncertainty in cross-country growth regressions", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "267--280", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001546", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2012:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "171", number = "2", pages = "ifc--ifc", month = dec, year = "2012", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00223-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002230", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2013:ETA, author = "Jiti Gao and Dag Tj{\o}stheim and Jiying Yin", title = "Estimation in threshold autoregressive models with a stationary and a unit root regime", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "1--13", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002047", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2013:TFI, author = "Sokbae Lee and Kyungchul Song and Yoon-Jae Whang", title = "Testing functional inequalities", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "14--32", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200190X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tjostheim:2013:LGC, author = "Dag Tj{\o}stheim and Karl Ove Hufthammer", title = "Local {Gaussian} correlation: a new measure of dependence", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "33--48", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001741", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dovonon:2013:BRM, author = "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi", title = "Bootstrapping realized multivariate volatility measures", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "49--65", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001765", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2013:ZIS, author = "Subal C. Kumbhakar and Christopher F. Parmeter and Efthymios G. Tsionas", title = "A zero inefficiency stochastic frontier model", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "66--76", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002163", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2013:PML, author = "Honglin Wang and Emma M. Iglesias and Jeffrey M. Wooldridge", title = "Partial maximum likelihood estimation of spatial probit models", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "77--89", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001893", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pelagatti:2013:RTS, author = "Matteo M. Pelagatti and Pranab K. Sen", title = "Rank tests for short memory stationarity", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "90--105", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002151", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hurn:2013:QML, author = "A. S. Hurn and K. A. Lindsay and A. J. McClelland", title = "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "106--126", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002187", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Trapani:2013:BPF, author = "Lorenzo Trapani", title = "On bootstrapping panel factor series", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "127--141", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002175", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2013:JES, author = "Marcus J. Chambers", title = "Jackknife estimation of stationary autoregressive models", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "142--157", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002199", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boldea:2013:EIU, author = "Otilia Boldea and Alastair R. Hall", title = "Estimation and inference in unstable nonlinear least squares models", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "158--167", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002205", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2013:DFE, author = "Shakeeb Khan", title = "Distribution free estimation of heteroskedastic binary response models using {Probit\slash Logit} criterion functions", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "168--182", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001753", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "ifc--ifc", month = jan, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00237-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002370", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PJa, author = "Anonymous", title = "Pages 1--182 ({January 2013})", journal = j-J-ECONOMETRICS, volume = "172", number = "1", pages = "??--??", month = jan, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paolella:2013:LDH, author = "Marc Paolella and Eric Renault and Gennady Samorodnitsky and David Veredas", title = "Latest developments on heavy-tailed distributions", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "183--185", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001911", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nolan:2013:LNR, author = "John P. Nolan and Diana Ojeda-Revah", title = "Linear and nonlinear regression with stable errors", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "186--194", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001923", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2013:OSE, author = "Marc Hallin and Yvik Swan and Thomas Verdebout and David Veredas", title = "One-step {$R$}-estimation in linear models with stable errors", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "195--204", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761200200X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mikosch:2013:HTO, author = "Thomas Mikosch and Casper G. de Vries", title = "Heavy tails of {OLS}", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "205--221", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001996", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2013:MII, author = "Beth Andrews and Richard A. Davis", title = "Model identification for infinite variance autoregressive processes", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "222--234", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001935", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dominicy:2013:MSQ, author = "Yves Dominicy and David Veredas", title = "The method of simulated quantiles", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "235--247", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001947", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ogata:2013:EMS, author = "Hiroaki Ogata", title = "Estimation for multivariate stable distributions with generalized empirical likelihood", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "248--254", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002011", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hill:2013:MCT, author = "Jonathan B. Hill and Mike Aguilar", title = "Moment condition tests for heavy tailed time series", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "255--274", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001972", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCulloch:2013:ENS, author = "J. Huston McCulloch and E. Richard Percy", title = "Extended {Neyman} smooth goodness-of-fit tests, applied to competing heavy-tailed distributions", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "275--282", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002023", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Danielsson:2013:FTV, author = "J{\'o}n Dan{\'\i}elsson and Bj{\o}rn N. Jorgensen and Gennady Samorodnitsky and Mandira Sarma and Casper G. de Vries", title = "Fat tails, {VaR} and subadditivity", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "283--291", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001959", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Broda:2013:SMG, author = "Simon A. Broda and Markus Haas and Jochen Krause and Marc S. Paolella and Sven C. Steude", title = "Stable mixture {GARCH} models", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "292--306", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001960", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2013:JTE, author = "Tim Bollerslev and Viktor Todorov and Sophia Zhengzi Li", title = "Jump tails, extreme dependencies, and the distribution of stock returns", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "307--324", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001984", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fasen:2013:SEM, author = "Vicky Fasen", title = "Statistical estimation of multivariate {Ornstein--Uhlenbeck} processes and applications to co-integration", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "325--337", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002035", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "172", number = "2", pages = "ifc--ifc", month = feb, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(12)00251-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002515", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:AZA, author = "Anonymous", title = "{2012 Arnold Zellner Award}", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "v--v", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00012-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000122", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:JE, author = "Anonymous", title = "2012 {{\booktitle{Journal of Econometrics}}}", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "vi--vi", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00013-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000134", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:LJF, author = "Anonymous", title = "List of the {JE Fellows} as of {January 2012}", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "vii--xx", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00014-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000146", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Laurent:2013:LFR, author = "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and Francesco Violante", title = "On loss functions and ranking forecasting performances of multivariate volatility models", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "1--10", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001777", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2013:GQR, author = "Robert Chambers and Rolf F{\"a}re and Shawna Grosskopf and Michael Vardanyan", title = "Generalized quadratic revenue functions", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "11--21", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002217", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Saijo:2013:EDM, author = "Hikaru Saijo", title = "Estimating {DSGE} models using seasonally adjusted and unadjusted data", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "22--35", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002461", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2013:MLE, author = "Donald W. K. Andrews and Xu Cheng", title = "Maximum likelihood estimation and uniform inference with sporadic identification failure", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "36--56", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002357", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2013:SPE, author = "Patrick Gagliardini and Diego Ronchetti", title = "Semi-parametric estimation of {American} option prices", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "57--82", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002345", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2013:TWU, author = "Bin Chen and Zhaogang Song", title = "Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "83--107", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002333", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gospodinov:2013:CST, author = "Nikolay Gospodinov and Raymond Kan and Cesare Robotti", title = "Chi-squared tests for evaluation and comparison of asset pricing models", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "108--125", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002485", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2013:PTS, author = "Ke-Li Xu", title = "Powerful tests for structural changes in volatility", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "126--142", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002473", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "ifc--ifc", month = mar, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00019-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000195", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PMa, author = "Anonymous", title = "Pages 1--142 ({March 2013})", journal = j-J-ECONOMETRICS, volume = "173", number = "1", pages = "??--??", month = mar, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2013:TDB, author = "Seongman Moon and Carlos Velasco", title = "Tests for $m$-dependence based on sample splitting methods", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "143--159", month = apr, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002679", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhattacharya:2013:ETP, author = "Debopam Bhattacharya", title = "Evaluating treatment protocols using data combination", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "160--174", month = apr, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002497", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kruiniger:2013:QME, author = "Hugo Kruiniger", title = "Quasi {ML} estimation of the panel {AR(1)} model with arbitrary initial conditions", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "175--188", month = apr, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002618", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Okhrin:2013:SEH, author = "Ostap Okhrin and Yarema Okhrin and Wolfgang Schmid", title = "On the structure and estimation of hierarchical {Archimedean} copulas", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "189--204", month = apr, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002667", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "ifc--ifc", month = apr, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00023-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000237", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PAa, author = "Anonymous", title = "Pages 143--204 ({April 2013})", journal = j-J-ECONOMETRICS, volume = "173", number = "2", pages = "??--??", month = apr, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:2013:PDM, author = "Seung C. Ahn and Young H. Lee and Peter Schmidt", title = "Panel data models with multiple time-varying individual effects", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "1--14", month = may, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300002X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2013:PBO, author = "Graham Elliott and Robert P. Lieli", title = "Predicting binary outcomes", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "15--26", month = may, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000171", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bikbov:2013:MPR, author = "Ruslan Bikbov and Mikhail Chernov", title = "Monetary policy regimes and the term structure of interest rates", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "27--43", month = may, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300016X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krause:2013:CEL, author = "Melanie Krause", title = "Corrigendum to {``Elliptical Lorenz Curves'' [J. Econom. {\bf 40} (1989) 327--338]}", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "44--44", month = may, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Villasenor:1989:ELC}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000158", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "ifc--ifc", month = may, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00044-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000444", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PMb, author = "Anonymous", title = "Pages 1--44 ({May 2013})", journal = j-J-ECONOMETRICS, volume = "174", number = "1", pages = "??--??", month = may, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:49:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2013:CFL, author = "Seungmoon Choi", title = "Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "45--65", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2011.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000341", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Muller:2013:LFR, author = "Ulrich K. M{\"u}ller and Mark W. Watson", title = "Low-frequency robust cointegration testing", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "66--81", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300033X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2013:MAJ, author = "Xinyu Zhang and Alan T. K. Wan and Guohua Zou", title = "Model averaging by jackknife criterion in models with dependent data", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "82--94", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000183", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DHaultfoeuille:2013:IER, author = "Xavier D'Haultf{\oe}uille and Arnaud Maurel", title = "Inference on an extended {Roy} model, with an application to schooling decisions in {France}", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "95--106", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000328", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuersteiner:2013:LTP, author = "Guido M. Kuersteiner and Ingmar R. Prucha", title = "Limit theory for panel data models with cross sectional dependence and sequential exogeneity", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "107--126", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000389", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cattaneo:2013:OCR, author = "Matias D. Cattaneo and Max H. Farrell", title = "Optimal convergence rates, {Bahadur} representation, and asymptotic normality of partitioning estimators", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "127--143", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000365", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hill:2013:TCV, author = "Jonathan B. Hill and Artyom Shneyerov", title = "Are there common values in first-price auctions? {A} tail-index nonparametric test", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "144--164", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000377", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Handel:2013:RFP, author = "Benjamin R. Handel and Kanishka Misra and James W. Roberts", title = "Robust firm pricing with panel data", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "165--185", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000420", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2013:IFP, author = "Yingyao Hu and David McAdams and Matthew Shum", title = "Identification of first-price auctions with non-separable unobserved heterogeneity", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "186--193", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000407", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "ifc--ifc", month = jun, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00071-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000717", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PJb, author = "Anonymous", title = "Pages 45--194 ({June 2013})", journal = j-J-ECONOMETRICS, volume = "174", number = "2", pages = "??--??", month = jun, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Huber:2013:PEB, author = "Martin Huber and Michael Lechner and Conny Wunsch", title = "The performance of estimators based on the propensity score", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "1--21", month = jul, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2013:NPR, author = "Karim M. Abadir and Giovanni Caggiano and Gabriel Talmain", title = "{Nelson}-Plosser revisited: The {ACF} approach", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "22--34", month = jul, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2013:FDM, author = "Chirok Han and Peter C. B. Phillips", title = "First difference maximum likelihood and dynamic panel estimation", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "35--45", month = jul, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000572", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gayle:2013:ENP, author = "Wayne-Roy Gayle and Soiliou Daw Namoro", title = "Estimation of a nonlinear panel data model with semiparametric individual effects", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "46--59", month = jul, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000614", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "ifc--ifc", month = jul, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00097-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000973", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PJc, author = "Anonymous", title = "Pages 1--60 ({July 2013})", journal = j-J-ECONOMETRICS, volume = "175", number = "1", pages = "??--??", month = jul, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arbues:2013:DMO, author = "Ignacio Arbu{\'e}s", title = "Determining the {MSE}-optimal cross section to forecast", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "61--70", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000602", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gayle:2013:ICE, author = "Wayne-Roy Gayle", title = "Identification and {$N$}-consistent estimation of a nonlinear panel data model with correlated unobserved effects", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "71--83", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hidalgo:2013:TSS, author = "Javier Hidalgo and Myung Hwan Seo", title = "Testing for structural stability in the whole sample", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "84--93", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000626", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2013:PUR, author = "M. Hashem Pesaran and L. Vanessa Smith and Takashi Yamagata", title = "Panel unit root tests in the presence of a multifactor error structure", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "94--115", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000353", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shiu:2013:IEN, author = "Ji-Liang Shiu and Yingyao Hu", title = "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "116--131", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000559", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fuentes-Albero:2013:MCM, author = "Cristina Fuentes-Albero and Leonardo Melosi", title = "Methods for computing marginal data densities from the {Gibbs} output", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "132--141", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000560", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amado:2013:MVV, author = "Cristina Amado and Timo Ter{\"a}svirta", title = "Modelling volatility by variance decomposition", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "142--153", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300064X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "ifc--ifc", month = aug, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00106-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001061", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PAb, author = "Anonymous", title = "Pages 61--154 ({August 2013})", journal = j-J-ECONOMETRICS, volume = "175", number = "2", pages = "??--??", month = aug, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Judge:2013:FOC, author = "George Judge", title = "{Fellow}'s opinion corner: Econometric information recovery", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "1--2", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000638", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jensen:2013:BSM, author = "Mark J. Jensen and John M. Maheu", title = "{Bayesian} semiparametric multivariate {GARCH} modeling", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "3--17", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2013:PCE, author = "Jushan Bai and Serena Ng", title = "Principal components estimation and identification of static factors", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "18--29", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000651", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Iacone:2013:TBT, author = "Fabrizio Iacone and Stephen J. Leybourne and A. M. Robert Taylor", title = "Testing for a break in trend when the order of integration is unknown", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "30--45", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000663", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marmer:2013:WME, author = "Vadim Marmer and Artyom Shneyerov and Pai Xu", title = "What model for entry in first-price auctions? {A} nonparametric approach", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "46--58", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000821", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2013:SET, author = "Jiti Gao and Peter C. B. Phillips", title = "Semiparametric estimation in triangular system equations with nonstationarity", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "59--79", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300095X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2013:ACF, author = "Xinyu Zhang and Zudi Lu and Guohua Zou", title = "Adaptively combined forecasting for discrete response time series", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "80--91", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "ifc--ifc", month = sep, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00118-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001188", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PS, author = "Anonymous", title = "Pages 1--92 ({September 2013})", journal = j-J-ECONOMETRICS, volume = "176", number = "1", pages = "??--??", month = sep, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Filipovic:2013:DAM, author = "Damir Filipovi{\'c} and Eberhard Mayerhofer and Paul Schneider", title = "Density approximations for multivariate affine jump-diffusion processes", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "93--111", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000596", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2013:NDP, author = "Liangjun Su and Xun Lu", title = "Nonparametric dynamic panel data models: Kernel estimation and specification testing", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "112--133", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001140", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guay:2013:RAR, author = "Alain Guay and Emmanuel Guerre and Step{\'a}na Lazarov{\'a}", title = "Robust adaptive rate-optimal testing for the white noise hypothesis", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "134--145", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fulop:2013:ELS, author = "Andras Fulop and Junye Li", title = "Efficient learning via simulation: a marginalized resample-move approach", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "146--161", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chan:2013:MAS, author = "Joshua C. C. Chan", title = "Moving average stochastic volatility models with application to inflation forecast", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "162--172", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001255", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "ifc--ifc", month = oct, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00136-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300136X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PO, author = "Anonymous", title = "Pages 93--172 ({October 2013})", journal = j-J-ECONOMETRICS, volume = "176", number = "2", pages = "??--??", month = oct, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2013:IIR, author = "Atsushi Inoue and Lutz Kilian", title = "Inference on impulse response functions in structural {VAR} models", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "1--13", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See corrigendum \cite{Inoue:2019:CII}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001310", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Komarova:2013:BCM, author = "Tatiana Komarova", title = "Binary choice models with discrete regressors: Identification and misspecification", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "14--33", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001279", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2013:GMP, author = "Christian Francq and Olivier Wintenberger and Jean-Michel Zako{\"\i}an", title = "{GARCH} models without positivity constraints: Exponential or log {GARCH}?", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "34--46", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001267", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lavergne:2013:SMD, author = "Pascal Lavergne and Valentin Patilea", title = "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "47--59", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McElroy:2013:DTS, author = "Tucker McElroy and Dimitris N. Politis", title = "Distribution theory for the {Studentized} mean for long, short, and negative memory time series", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "60--74", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001334", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gossner:2013:FSE, author = "Olivier Gossner and Karl H. Schlag", title = "Finite-sample exact tests for linear regressions with bounded dependent variables", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "75--84", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001346", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2013:HSD, author = "Min Seong Kim and Yixiao Sun", title = "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "85--108", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galichon:2013:DB, author = "Alfred Galichon and Marc Henry", title = "Dilation bootstrap", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "109--115", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001292", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cosslett:2013:ESE, author = "Stephen R. Cosslett", title = "Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "116--129", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "ifc--ifc", month = nov, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00171-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001711", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:PN, author = "Anonymous", title = "Pages 1--130 ({November 2013})", journal = j-J-ECONOMETRICS, volume = "177", number = "1", pages = "??--??", month = nov, year = "2013", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Timmermann:2013:DEM, author = "Allan Timmermann and Herman K. van Dijk", title = "Dynamic econometric modeling and forecasting in the presence of instability", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "131--133", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000675", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2013:OFP, author = "M. Hashem Pesaran and Andreas Pick and Mikhail Pranovich", title = "Optimal forecasts in the presence of structural breaks", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "134--152", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000687", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giraitis:2013:AFP, author = "Liudas Giraitis and George Kapetanios and Simon Price", title = "Adaptive forecasting in the presence of recent and ongoing structural change", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "153--170", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000699", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2013:FLM, author = "Cindy Shin-Huei Wang and Luc Bauwens and Cheng Hsiao", title = "Forecasting a long memory process subject to structural breaks", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "171--184", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2013:LTV, author = "Gary Koop and Dimitris Korobilis", title = "Large time-varying parameter {VARs}", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "185--198", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000845", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rossi:2013:CPD, author = "Barbara Rossi and Tatevik Sekhposyan", title = "Conditional predictive density evaluation in the presence of instabilities", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "199--212", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Billio:2013:TVC, author = "Monica Billio and Roberto Casarin and Francesco Ravazzolo and Herman K. van Dijk", title = "Time-varying combinations of predictive densities using nonlinear filtering", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "213--232", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000869", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amengual:2013:SES, author = "Dante Amengual and Gabriele Fiorentini and Enrique Sentana", title = "Sequential estimation of shape parameters in multivariate dynamic models", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "233--249", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000870", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2013:PRU, author = "Peter C. B. Phillips and Ji Hyung Lee", title = "Predictive regression under various degrees of persistence and robust long-horizon regression", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "250--264", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2013:TUR, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Testing for unit roots in the possible presence of multiple trend breaks using minimum {Dickey--Fuller} statistics", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "265--284", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000894", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2013:LSE, author = "S{\o}ren Johansen and Theis Lange", title = "Least squares estimation in a simple random coefficient autoregressive model", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "285--288", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000900", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bates:2013:CFE, author = "Brandon J. Bates and Mikkel Plagborg-M{\o}ller and James H. Stock and Mark W. Watson", title = "Consistent factor estimation in dynamic factor models with structural instability", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "289--304", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000912", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castle:2013:FFV, author = "Jennifer L. Castle and Michael P. Clements and David F. Hendry", title = "Forecasting by factors, by variables, by both or neither?", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "305--319", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000924", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2013:MSM, author = "Fei Chen and Francis X. Diebold and Frank Schorfheide", title = "A {Markov}-switching multifractal inter-trade duration model, with application to {US} equities", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "320--342", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000936", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Favero:2013:MFG, author = "Carlo A. Favero", title = "Modelling and forecasting government bond spreads in the euro area: a {GVAR} model", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "343--356", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300081X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2013:CSR, author = "Graham Elliott and Antonio Gargano and Allan Timmermann", title = "Complete subset regressions", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "357--373", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.04.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2013:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "177", number = "2", pages = "ifc--ifc", month = dec, year = "2013", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00211-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300211X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2014:MTM, author = "Zongwu Cai and Yongmiao Hong and Qi Li", title = "Misspecification test methods in econometrics", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "1--3", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001516", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2014:TPR, author = "Zongwu Cai and Yunfei Wang", title = "Testing predictive regression models with nonstationary regressors", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "4--14", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001528", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chao:2014:TOR, author = "John C. Chao and Jerry A. Hausman and Whitney K. Newey and Norman R. Swanson and Tiemen Woutersen", title = "Testing overidentifying restrictions with many instruments and heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "15--21", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761300153X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:UAV, author = "Bin Chen and Yongmiao Hong", title = "A unified approach to validating univariate and multivariate conditional distribution models in time series", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "22--44", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001541", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2014:NIC, author = "Yanqin Fan and Sang Soo Park", title = "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak {IV}", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "45--56", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001553", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gu:2014:TCR, author = "Jingping Gu and Zhongwen Liang", title = "Testing cointegration relationship in a semiparametric varying coefficient model", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "57--70", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001565", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsu:2014:CST, author = "Shih-Hsun Hsu and Chung-Ming Kuan", title = "Constructing smooth tests without estimating the eigenpairs of the limiting process", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "71--79", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gan:2014:MST, author = "Li Gan and Cheng Hsiao and Shu Xu", title = "Model specification test with correlated but not cointegrated variables", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "80--85", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001589", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:2014:NHM, author = "Jinyong Hahn and Whitney K. Newey and Richard J. Smith", title = "Neglected heterogeneity in moment condition models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "86--100", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001590", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harding:2014:ETQ, author = "Matthew Harding and Carlos Lamarche", title = "Estimating and testing a quantile regression model with interactive effects", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "101--113", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001607", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2014:ESP, author = "Jerry A. Hausman and Tiemen Woutersen", title = "Estimating a semi-parametric duration model without specifying heterogeneity", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "114--131", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001619", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2014:AQL, author = "Jae-Young Kim", title = "An alternative quasi likelihood approach, {Bayesian} analysis and data-based inference for model specification", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "132--145", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001620", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:TLD, author = "Yoon-Jin Lee", title = "Testing a linear dynamic panel data model against nonlinear alternatives", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "146--166", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001632", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:2014:CNT, author = "Zhongjian Lin and Qi Li and Yiguo Sun", title = "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "167--179", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001644", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Todorov:2014:VAS, author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv", title = "Volatility activity: Specification and estimation", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "180--193", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001656", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lu:2014:RCR, author = "Xun Lu and Halbert White", title = "Robustness checks and robustness tests in applied economics", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "194--206", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001668", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 1", pages = "ifc--ifc", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002376", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2014:AIJ, author = "Graham Elliott and A. M. Robert Taylor", title = "Annals issue of {{\booktitle{Journal of Econometrics}}} ``Recent Advances in Time Series Econometrics'': {Guest Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "207--209", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001851", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2014:OEC, author = "Peter C. B. Phillips", title = "Optimal estimation of cointegrated systems with irrelevant instruments", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "210--224", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001863", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2014:EML, author = "Peter M. Robinson", title = "The estimation of misspecified long memory models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "225--230", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001875", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hamilton:2014:TIA, author = "James D. Hamilton and Jing Cynthia Wu", title = "Testable implications of affine term structure models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "231--242", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001887", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2014:TSU, author = "Marcus J. Chambers and Joanne S. Ercolani and A. M. Robert Taylor", title = "Testing for seasonal unit roots by frequency domain regression", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "243--258", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001899", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2014:TUR, author = "Giuseppe Cavaliere and Fang Xu", title = "Testing for unit roots in bounded time series", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "259--272", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001905", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pesaran:2014:ALD, author = "M. Hashem Pesaran and Alexander Chudik", title = "Aggregation in large dynamic panels", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "273--285", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001917", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castle:2014:MSU, author = "Jennifer L. Castle and David F. Hendry", title = "Model selection in under-specified equations facing breaks", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "286--293", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001929", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2014:TOF, author = "Cheng Hsiao and Shui Ki Wan", title = "Is there an optimal forecast combination?", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "294--309", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002339", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2014:AIP, author = "S{\o}ren Johansen and Katarina Juselius", title = "An asymptotic invariance property of the common trends under linear transformations of the data", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "310--315", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001930", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{White:2014:GCE, author = "Halbert White and Davide Pettenuzzo", title = "{Granger} causality, exogeneity, cointegration, and economic policy analysis", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "316--330", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001942", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berenguer-Rico:2014:SSP, author = "Vanessa Berenguer-Rico and Jes{\'u}s Gonzalo", title = "Summability of stochastic processes --- a generalization of integration for non-linear processes", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "331--341", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001954", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Thornton:2014:ADR, author = "Michael A. Thornton", title = "The aggregation of dynamic relationships caused by incomplete information", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "342--351", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001966", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2014:FFM, author = "Hyun Hak Kim and Norman R. Swanson", title = "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "352--367", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001978", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Stock:2014:ETP, author = "James H. Stock and Mark W. Watson", title = "Estimating turning points using large data sets", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "368--381", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761300198X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 2", pages = "ifc--ifc", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002455", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Donald:2014:EID, author = "Stephen G. Donald and Yu-Chin Hsu", title = "Estimation and inference for distribution functions and quantile functions in treatment effect models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "383--397", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001826", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PJa, author = "Anonymous", title = "Pages 383--706 ({January 2014})", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "383--706", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:ARM, author = "Seojeong Lee", title = "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "398--413", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001838", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lavergne:2014:MET, author = "Pascal Lavergne", title = "Model equivalence tests in a parametric framework", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "414--425", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001814", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2014:UCW, author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez and Arthur Lewbel", title = "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "426--443", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001462", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dunker:2014:IES, author = "Fabian Dunker and Jean-Pierre Florens and Thorsten Hohage and Jan Johannes and Enno Mammen", title = "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "444--455", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001322", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florens:2014:FEN, author = "Jean-Pierre Florens and L{\'e}opold Simar and Ingrid {Van Keilegom}", title = "Frontier estimation in nonparametric location-scale models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "456--470", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001504", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Song:2014:SMS, author = "Kyungchul Song", title = "Semiparametric models with single-index nuisance parameters", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "471--483", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001486", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Juhl:2014:THF, author = "Ted Juhl and Walter Sosa-Escudero", title = "Testing for heteroskedasticity in fixed effects models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "484--494", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001498", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Escanciano:2014:SAL, author = "J. C. Escanciano and S. C. Goh", title = "Specification analysis of linear quantile models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "495--507", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761300184X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bauwens:2014:MLM, author = "Luc Bauwens and Arnaud Dufays and Jeroen V. K. Rombouts", title = "Marginal likelihood for {Markov}-switching and change-point {GARCH} models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "508--522", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761300167X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jensen:2014:ESA, author = "Mark J. Jensen and John M. Maheu", title = "Estimating a semiparametric asymmetric stochastic volatility model with a {Dirichlet} process mixture", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "523--538", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001681", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2014:AAL, author = "Hwan-sik Choi and Minsoo Jeong and Joon Y. Park", title = "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "539--557", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002005", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Al-Sadoon:2014:GLR, author = "Majid M. Al-Sadoon", title = "Geometric and long run aspects of {Granger} causality", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "558--568", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001693", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wu:2014:MBT, author = "Jianhong Wu and Guodong Li", title = "Moment-based tests for individual and time effects in panel data models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "569--581", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001796", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haan:2014:LLC, author = "Peter Haan and Victoria Prowse", title = "Longevity, life-cycle behavior and pension reform", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "582--601", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002042", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2014:NAB, author = "Yong Li and Tao Zeng and Jun Yu", title = "A new approach to {Bayesian} hypothesis testing", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "602--612", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001991", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yuan:2014:ELS, author = "Ao Yuan and Jinfeng Xu and Gang Zheng", title = "On empirical likelihood statistical functions", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "613--623", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002017", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pelenis:2014:BRH, author = "Justinas Pelenis", title = "{Bayesian} regression with heteroscedastic error density and parametric mean function", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "624--638", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002194", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:SIP, author = "Xiaohong Chen and Zhipeng Liao and Yixiao Sun", title = "Sieve inference on possibly misspecified semi-nonparametric time series models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "639--658", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002066", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2014:LFI, author = "Yixiao Sun", title = "Let's fix it: Fixed-$b$ asymptotics versus small-$b$ asymptotics in heteroskedasticity and autocorrelation robust inference", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "659--677", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002054", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:TMI, author = "Le-Yu Chen and Jerzy Szroeter", title = "Testing multiple inequality hypotheses: a smoothed indicator approach", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "678--693", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761300208X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:DET, author = "Yoon Dong Lee and Seongjoo Song and Eun-Kyung Lee", title = "The delta expansion for the transition density of diffusion models", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "694--705", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002212", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2014:CT, author = "Alastair R. Hall and Atsushi Inoue and James M. Nason and Barbara Rossi", title = "Corrigendum to {``Information criteria for impulse response function matching estimation of DSGE models'' [J. Econom. {\bf 170} (2012) 499--518]}", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "706--706", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Hall:2012:ICI}.", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002029", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "178", number = "Part 3", pages = "ifc--ifc", month = jan, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 05:48:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002558", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Battistin:2014:TEE, author = "Erich Battistin and Andrew Chesher", title = "Treatment effect estimation with covariate measurement error", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "707--715", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761300225X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maruyama:2014:EFS, author = "Shiko Maruyama", title = "Estimation of finite sequential games", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "716--726", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002261", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Daouia:2014:MAM, author = "Abdelaati Daouia and St{\'e}phane Girard and Armelle Guillou", title = "A {$ \Gamma $}-moment approach to monotonic boundary estimation", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "727--740", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002285", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vogelsang:2014:IMO, author = "Timothy J. Vogelsang and Martin Wagner", title = "Integrated modified {OLS} estimation and fixed-$b$ inference for cointegrating regressions", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "741--760", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002303", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hualde:2014:ELR, author = "Javier Hualde", title = "Estimation of long-run parameters in unbalanced cointegration", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "761--778", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002297", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kalli:2014:TVS, author = "Maria Kalli and Jim E. Griffin", title = "Time-varying sparsity in dynamic regression models", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "779--793", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002273", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2014:ITH, author = "Jushan Bai and Peng Wang", title = "Identification theory for high dimensional static and dynamic factor models", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "794--804", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002315", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Browning:2014:DBO, author = "Martin Browning and Jesus M. Carro", title = "Dynamic binary outcome models with maximal heterogeneity", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "805--823", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002352", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kruiniger:2014:CML, author = "Hugo Kruiniger", title = "Corrigendum to {``Maximum likelihood estimation and inference methods for the covariance stationary panel $ {\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf 144} (2008) 447--464]}", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "824--824", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Kruiniger:2008:MLE}.", 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", } @Article{Anonymous:2014:LR, author = "Anonymous", title = "List of Referees for 2013", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "825--828", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002650", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:A, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "829--829", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002662", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "ifc--ifc", month = feb, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(13)00269-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002698", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PF, author = "Anonymous", title = "Pages 707--830 ({February 2014})", journal = j-J-ECONOMETRICS, volume = "178", number = "2", pages = "??--??", month = feb, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:IVO, author = "Song Xi Chen and Zheng Xu", title = "On implied volatility for options --- Some reasons to smile and more to correct", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "1--15", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002200", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Noureldin:2014:MRA, author = "Diaa Noureldin and Neil Shephard and Kevin Sheppard", title = "Multivariate rotated {ARCH} models", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "16--30", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002078", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2014:NIB, author = "Donald W. K. Andrews and Xiaoxia Shi", title = "Nonparametric inference based on conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "31--45", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002091", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giraitis:2014:IST, author = "L. Giraitis and G. Kapetanios and T. Yates", title = "Inference on stochastic time-varying coefficient models", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "46--65", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002248", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horvath:2014:TSF, author = "Lajos Horv{\'a}th and Piotr Kokoszka and Gregory Rice", title = "Testing stationarity of functional time series", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "66--82", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002327", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Reynaert:2014:IPR, author = "Mathias Reynaert and Frank Verboven", title = "Improving the performance of random coefficients demand models: The role of optimal instruments", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "83--98", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002649", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "ifc--ifc", month = mar, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00005-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000050", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PMa, author = "Anonymous", title = "Pages 1--98 ({March 2014})", journal = j-J-ECONOMETRICS, volume = "179", number = "1", pages = "??--??", month = mar, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2014:BIN, author = "Jamie Hall and Michael K. Pitt and Robert Kohn", title = "{Bayesian} inference for nonlinear structural time series models", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "99--111", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002819", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blundell:2014:BQD, author = "Richard Blundell and Dennis Kristensen and Rosa Matzkin", title = "Bounding quantile demand functions using revealed preference inequalities", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "112--127", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000177", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Armstrong:2014:FRM, author = "Timothy B. Armstrong and Marinho Bertanha and Han Hong", title = "A fast resample method for parametric and semiparametric models", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "128--133", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000025", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapetanios:2014:NPD, author = "George Kapetanios and James Mitchell and Yongcheol Shin", title = "A nonlinear panel data model of cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "134--157", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000037", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiu:2014:HPB, author = "Dacheng Xiu", title = "{Hermite} polynomial based expansion of {European} option prices", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "158--177", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000153", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "ifc--ifc", month = apr, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00022-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000220", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PAa, author = "Anonymous", title = "Pages 99--178 ({April 2014})", journal = j-J-ECONOMETRICS, volume = "179", number = "2", pages = "??--??", month = apr, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2014:PTH, author = "ChongEn Bai and Qi Li and Min Ouyang", title = "Property taxes and home prices: a tale of two cities", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "1--15", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.08.039", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002674", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Voss:2014:STM, author = "Sebastian Vo{\ss} and Rafael Wei{\ss}bach", title = "A score-test on measurement errors in rating transition times", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "16--29", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000165", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:DBS, author = "Liang Chen and Juan J. Dolado and Jes{\'u}s Gonzalo", title = "Detecting big structural breaks in large factor models", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "30--48", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000189", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bassetti:2014:BPD, author = "Federico Bassetti and Roberto Casarin and Fabrizio Leisen", title = "Beta-product dependent {Pitman--Yor} processes for {Bayesian} inference", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "49--72", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000190", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleppe:2014:MLE, author = "Tore Selland Kleppe and Jun Yu and Hans J. Skaug", title = "Maximum likelihood estimation of partially observed diffusion models", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "73--80", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000311", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bondarenko:2014:VTM, author = "Oleg Bondarenko", title = "Variance trading and market price of variance risk", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "81--97", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000207", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:ADN, author = "Ying Chen and Linlin Niu", title = "Adaptive dynamic {Nelson--Siegel} term structure model with applications", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "98--115", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000384", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "ifc--ifc", month = may, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00051-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000517", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PMb, author = "Anonymous", title = "Pages 1--116 ({May 2014})", journal = j-J-ECONOMETRICS, volume = "180", number = "1", pages = "??--??", month = may, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Berghaus:2014:NTT, author = "Betina Berghaus and Axel B{\"u}cher", title = "Nonparametric tests for tail monotonicity", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "117--126", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000451", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mesters:2014:GDP, author = "G. Mesters and S. J. Koopman", title = "Generalized dynamic panel data models with random effects for cross-section and time", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "127--140", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400044X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Elliott:2014:PPB, author = "Graham Elliott and Ulrich K. M{\"u}ller", title = "Pre and post break parameter inference", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "141--157", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000475", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2014:ANI, author = "Joel L. Horowitz", title = "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "158--173", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000463", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:EGE, author = "Lung-fei Lee and Jihai Yu", title = "Efficient {GMM} estimation of spatial dynamic panel data models with fixed effects", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "174--197", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000438", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fang:2014:IBR, author = "Hanming Fang and Xun Tang", title = "Inference of bidders' risk attitudes in ascending auctions with endogenous entry", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "198--216", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000426", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2014:QML, author = "Cheng Liu and Cheng Yong Tang", title = "A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "217--232", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400030X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Renault:2014:DMH, author = "Eric Renault and Thijs van der Heijden and Bas J. M. Werker", title = "The dynamic mixed hitting-time model for multiple transaction prices and times", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "233--250", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000396", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Taamouti:2014:NEI, author = "Abderrahim Taamouti and Taoufik Bouezmarni and Anouar {El Ghouch}", title = "Nonparametric estimation and inference for conditional density based {Granger} causality measures", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "251--264", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000402", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "ifc--ifc", month = jun, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00081-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000815", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PJb, author = "Anonymous", title = "Pages 117--264 ({June 2014})", journal = j-J-ECONOMETRICS, volume = "180", number = "2", pages = "??--??", month = jun, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dufour:2014:EIH, author = "Jean-Marie Dufour and Jeong-Ryeol Kurz-Kim", title = "{Editors}' introduction: Heavy tails and stable {Paretian} distributions in econometrics", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "1--2", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002613", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Beaulieu:2014:ECS, author = "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda Khalaf", title = "Exact confidence sets and goodness-of-fit methods for stable distributions", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "3--14", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", 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journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ibragimov:2014:RLE, author = "Rustam Ibragimov", title = "On the robustness of location estimators in models of firm growth under heavy-tailedness", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "25--33", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000347", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Levy:2014:ACC, author = "Joshua B. Levy and Murad S. Taqqu", title = "The asymptotic codifference and covariation of log-fractional stable noise", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "34--43", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000359", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chavez-Demoulin:2014:EQT, author = "V. Chavez-Demoulin and P. Embrechts and S. Sardy", title = "Extreme-quantile tracking for financial time series", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "44--52", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000360", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuchler:2014:ESM, author = "Uwe K{\"u}chler and Stefan Tappe", title = "Exponential stock models driven by tempered stable processes", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "53--63", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000372", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "181", number = "1", pages = "ifc--ifc", month = jul, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00093-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000931", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:CEF, author = "Yi-Yi Chen and Peter Schmidt and Hung-Jen Wang", title = "Consistent estimation of the fixed effects stochastic frontier model", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "65--76", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400058X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:FPA, author = "Heng Chen and Yanqin Fan and Jisong Wu", title = "A flexible parametric approach for estimating switching regime models and treatment effect parameters", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "77--91", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000906", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Armstrong:2014:WKS, author = "Timothy B. Armstrong", title = "Weighted {KS} statistics for inference on conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "92--116", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000888", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zu:2014:ESV, author = "Yang Zu and H. Peter Boswijk", title = "Estimating spot volatility with high-frequency financial data", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "117--135", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000608", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Battistin:2014:MSM, author = "Erich Battistin and Michele {De Nadai} and Barbara Sianesi", title = "Misreported schooling, multiple measures and returns to educational qualifications", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "136--150", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000414", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feve:2014:NPA, author = "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens", title = "Non parametric analysis of panel data models with endogenous variables", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "151--164", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000499", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abadir:2014:DFE, author = "Karim M. Abadir and Walter Distaso and Filip Zikes", title = "Design-free estimation of variance matrices", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "165--180", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000591", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:TIR, author = "Wei-Ming Lee and Chung-Ming Kuan and Yu-Chin Hsu", title = "Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "181--193", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400061X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2014:CTP, author = "Zongwu Cai and Yunfei Wang", title = "Corrigendum to {``Testing predictive regression models with nonstationary regressors'' [J. Econometrics {\bf 178} (2014) 4--14]}", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "194--194", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000487", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "ifc--ifc", month = aug, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00119-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001195", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PAb, author = "Anonymous", title = "Pages 65--194 ({August 2014})", journal = j-J-ECONOMETRICS, volume = "181", number = "2", pages = "??--??", month = aug, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:07 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:CPS, author = "Xiaohong Chen and Norman R. Swanson", title = "Causality, prediction, and specification analysis: Recent advances and future directions", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "1--4", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000621", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaido:2014:TSP, author = "Hiroaki Kaido and Halbert White", title = "A two-stage procedure for partially identified models", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "5--13", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000633", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lu:2014:TSS, author = "Xun Lu and Halbert White", title = "Testing for separability in structural equations", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "14--26", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000645", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2014:TCI, author = "Liangjun Su and Halbert White", title = "Testing conditional independence via empirical likelihood", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "27--44", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000657", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{White:2014:CDG, author = "Halbert White and Haiqing Xu and Karim Chalak", title = "Causal discourse in a game of incomplete information", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "45--58", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000669", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Antoine:2014:CMM, author = "Bertille Antoine and Pascal Lavergne", title = "Conditional moment models under semi-strong identification", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "59--69", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000670", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:SMI, author = "Xiaohong Chen and Zhipeng Liao", title = "Sieve M inference on irregular parameters", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "70--86", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000682", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:LIS, author = "Xiaohong Chen and Maria Ponomareva and Elie Tamer", title = "Likelihood inference in some finite mixture models", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "87--99", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000694", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2014:TSS, author = "Valentina Corradi and Norman R. Swanson", title = "Testing for structural stability of factor augmented forecasting models", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "100--118", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000700", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2014:NTV, author = "Francis X. Diebold and Kamil Yilmaz", title = "On the network topology of variance decompositions: Measuring the connectedness of financial firms", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "119--134", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000712", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:2014:PRA, author = "Robert Engle and Abhishek Mistry", title = "Priced risk and asymmetric volatility in the cross section of skewness", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "135--144", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000724", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giacomini:2014:TCF, author = "Raffaella Giacomini and Giuseppe Ragusa", title = "Theory-coherent forecasting", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "145--155", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000736", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2014:BFA, author = "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron", title = "Bootstrapping factor-augmented regression models", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "156--173", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000748", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Granziera:2014:PTS, author = "Eleonora Granziera and Kirstin Hubrich and Hyungsik Roger Moon", title = "A predictability test for a small number of nested models", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "174--185", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400075X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hendry:2014:UEA, author = "David F. Hendry and Grayham E. Mizon", title = "Unpredictability in economic analysis, econometric modeling and forecasting", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "186--195", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000761", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2014:NSR, author = "Tae-Hwy Lee and Yundong Tu and Aman Ullah", title = "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "196--210", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000773", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McElroy:2014:SDS, author = "Tucker S. McElroy and Dimitris N. Politis", title = "Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "211--225", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000785", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:2014:QML, author = "Jeffrey M. Wooldridge", title = "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "226--234", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000797", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "182", number = "1", pages = "ifc--ifc", month = sep, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00129-8", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:08 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001298", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wan:2014:SIB, author = "Yuanyuan Wan and Haiqing Xu", title = "Semiparametric identification of binary decision games of incomplete information with correlated private signals", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "235--246", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001043", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2014:NEW, author = "Mehmet Caner", title = "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "247--268", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001031", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Grothe:2014:MME, author = "Oliver Grothe and Volodymyr Korniichuk and Hans Manner", title = "Modeling multivariate extreme events using self-exciting point processes", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "269--289", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400089X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2014:IVE, author = "Christian Hansen and Damian Kozbur", title = "Instrumental variables estimation with many weak instruments using regularized {JIVE}", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "290--308", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000918", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hou:2014:MLW, author = "Jie Hou and Pierre Perron", title = "Modified local {Whittle} estimator for long memory processes in the presence of low frequency (and other) contaminations", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "309--328", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001079", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Menzel:2014:CEM, author = "Konrad Menzel", title = "Consistent estimation with many moment inequalities", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "329--350", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001389", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mills:2014:TBS, author = "Benjamin Mills and Marcelo J. Moreira and Lucas P. Vilela", title = "Tests based on $t$-statistics for {IV} regression with weak instruments", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "351--363", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001067", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barigozzi:2014:DSI, author = "Matteo Barigozzi and Christian Brownlees and Giampiero M. Gallo and David Veredas", title = "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "364--384", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khalaf:2014:IRI, author = "Lynda Khalaf and Giovanni Urga", title = "Identification robust inference in cointegrating regressions", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "385--396", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2014:PDE, author = "C. Gouri{\'e}roux and A. Monfort and J. P. Renne", title = "Pricing default events: Surprise, exogeneity and contagion", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "397--411", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See erratum \cite{Gourieroux:2014:EPD}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001080", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "ifc--ifc", month = oct, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00161-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001614", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:PO, author = "Anonymous", title = "Pages 235--412 ({October 2014})", journal = j-J-ECONOMETRICS, volume = "182", number = "2", pages = "??--??", month = oct, year = "2014", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2014:IIC, author = "James J. Heckman and Apostolos Serletis", title = "Introduction to internally consistent modeling, aggregation, inference, and policy", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "1--4", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001468", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Belongia:2014:BCA, author = "Michael T. Belongia and Peter N. Ireland", title = "The {Barnett} critique after three decades: a New {Keynesian} analysis", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "5--21", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400147X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2014:LBI, author = "John Geweke and Lea Petrella", title = "Likelihood-based inference for regular functions with fractional polynomial approximations", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "22--30", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001481", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conti:2014:BEF, author = "Gabriella Conti and Sylvia Fr{\"u}hwirth-Schnatter and James J. Heckman and R{\'e}mi Piatek", title = "{Bayesian} exploratory factor analysis", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "31--57", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diewert:2014:DPC, author = "W. Erwin Diewert", title = "Decompositions of profitability change using cost functions", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "58--66", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400150X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Borovicka:2014:EMM, author = "Jaroslav Borovicka and Lars Peter Hansen", title = "Examining macroeconomic models through the lens of asset pricing", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "67--90", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001511", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Alem:2014:EFI, author = "Mauro Alem and Robert M. Townsend", title = "An evaluation of financial institutions: Impact on consumption and investment using panel data and the theory of risk-bearing", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "91--103", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001523", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Herwartz:2014:SVA, author = "Helmut Herwartz and Helmut L{\"u}tkepohl", title = "Structural vector autoregressions with {Markov} switching: Combining conventional with statistical identification of shocks", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "104--116", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001535", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2014:FIU, author = "Yu-chin Chen and Stephen J. Turnovsky and Eric Zivot", title = "Forecasting inflation using commodity price aggregates", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "117--134", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001547", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feng:2014:UOP, author = "Guohua Feng and Apostolos Serletis", title = "Undesirable outputs and a primal Divisia productivity index based on the directional output distance function", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "135--146", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001559", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBm, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "183", number = "1", pages = "ifc--ifc", month = nov, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00219-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:09 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400219X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:2014:EIA, author = "Alok Bhargava", title = "{Editor}'s introduction: Analysis of financial data", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "147--149", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2014:EPD, author = "C. Gouri{\'e}roux and A. Monfort and J. P. Renne", title = "Erratum to {``Pricing default events: Surprise, exogeneity and contagion'' [J. Econometrics {\bf 182}(2) (2014) 397--411]}", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "150--150", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Gourieroux:2014:PDE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002280", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2014:MEE, author = "Yacine A{\"\i}t-Sahalia and Roger J. A. Laeven and Loriana Pelizzon", title = "Mutual excitation in {Eurozone} sovereign {CDS}", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "151--167", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001092", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2014:TVJ, author = "Tim Bollerslev and Viktor Todorov", title = "Time-varying jump tails", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "168--180", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001109", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bekaert:2014:VVP, author = "Geert Bekaert and Marie Hoerova", title = "The {VIX}, the variance premium and stock market volatility", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "181--192", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001110", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caginalp:2014:NPD, author = "Gunduz Caginalp and Mark DeSantis and Akin Sayrak", title = "The nonlinear price dynamics of {U.S.} equity {ETFs}", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "193--201", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001122", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blake:2014:IIE, author = "David Blake and Tristan Caulfield and Christos Ioannidis and Ian Tonks", title = "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "202--210", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001134", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Erickson:2014:MDE, author = "Timothy Erickson and Colin Huan Jiang and Toni M. Whited", title = "Minimum distance estimation of the errors-in-variables model using linear cumulant equations", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "211--221", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001146", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{vonEije:2014:DIC, author = "Henk von Eije and Abhinav Goyal and Cal B. Muckley", title = "Does the information content of payout initiations and omissions influence firm risks?", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "222--229", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001158", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Black:2014:MMS, author = "Bernard Black and Antonio Gledson de Carvalho and Vikramaditya Khanna and Woochan Kim and Burcin Yurtoglu", title = "Methods for multicountry studies of corporate governance: Evidence from the {BRIKT} countries", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "230--240", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400116X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bhargava:2014:FFM, author = "Alok Bhargava", title = "Firms' fundamentals, macroeconomic variables and quarterly stock prices in the {US}", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "241--250", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001171", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2014:EBn, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "183", number = "2", pages = "ifc--ifc", month = dec, year = "2014", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00237-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002371", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Peluso:2015:RUP, author = "Stefano Peluso and Antonietta Mira and Pietro Muliere", title = "Reinforced urn processes for credit risk models", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "1--12", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001791", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2015:SSI, author = "Jiyon Lee", title = "A semiparametric single index model with heterogeneous impacts on an unobserved variable", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "13--36", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001742", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aguilar:2015:RSP, author = "Mike Aguilar and Jonathan B. Hill", title = "Robust score and portmanteau tests of volatility spillover", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "37--61", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001821", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gencay:2015:MST, author = "Ramazan Gen{\c{c}}ay and Daniele Signori", title = "Multi-scale tests for serial correlation", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "62--80", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001754", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2015:STT, author = "Arthur Lewbel and Xun Lu and Liangjun Su", title = "Specification testing for transformation models with an application to generalized accelerated failure-time models", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "81--96", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001936", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2015:ILR, author = "H. Peter Boswijk and Michael Jansson and Morten {\O}rregaard Nielsen", title = "Improved likelihood ratio tests for cointegration rank in the {VAR} model", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "97--110", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001869", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bartolucci:2015:TTI, author = "Francesco Bartolucci and Federico Belotti and Franco Peracchi", title = "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "111--123", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:ADF, author = "Qiang Chen and Xu Zheng and Zhiyuan Pan", title = "Asymptotically distribution-free tests for the volatility function of a diffusion", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "124--144", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001778", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Castagnetti:2015:IFS, author = "Carolina Castagnetti and Eduardo Rossi and Lorenzo Trapani", title = "Inference on factor structures in heterogeneous panels", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "145--157", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2015:RPE, author = "Christian Francq and Jean-Michel Zako{\"\i}an", title = "Risk-parameter estimation in volatility models", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "158--173", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001766", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2015:EFE, author = "Lung-fei Lee and Jihai Yu", title = "Estimation of fixed effects panel regression models with separable and nonseparable space-time filters", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "174--192", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Deza:2015:TSS, author = "Monica Deza", title = "Is there a stepping stone effect in drug use? {Separating} state dependence from unobserved heterogeneity within and between illicit drugs", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "193--207", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400181X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "ifc--ifc", month = jan, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00259-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002590", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PJa, author = "Anonymous", title = "Pages 1--208 ({January 2015})", journal = j-J-ECONOMETRICS, volume = "184", number = "1", pages = "??--??", month = jan, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:10 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:ZA, author = "Anonymous", title = "{Zellner Award}", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "v--v", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00288-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002887", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qu:2015:ESA, author = "Xi Qu and Lung-fei Lee", title = "Estimating a spatial autoregressive model with an endogenous spatial weight matrix", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "209--232", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001870", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Henderson:2015:GBS, author = "Daniel J. Henderson and Qi Li and Christopher F. Parmeter and Shuang Yao", title = "Gradient-based smoothing parameter selection for nonparametric regression estimation", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "233--241", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001924", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fengler:2015:SNE, author = "Matthias R. Fengler and Lin-Yee Hin", title = "Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "242--261", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001845", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harvey:2015:CSD, author = "David I. Harvey and Stephen J. Leybourne", title = "Confidence sets for the date of a break in level and trend when the order of integration is unknown", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "262--279", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001894", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gomez-Biscarri:2015:RBAa, author = "Javier Gomez-Biscarri and Javier Hualde", title = "A residual-based {ADF} test for stationary cointegration in {$ I(2) $} settings", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "280--294", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2015:BMT, author = "Fei Jin and Lung-fei Lee", title = "On the bootstrap for {Moran}'s I test for spatial dependence", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "295--314", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001900", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jochmans:2015:MEM, author = "Koen Jochmans", title = "Multiplicative-error models with sample selection", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "315--327", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breunig:2015:GFT, author = "Christoph Breunig", title = "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "328--346", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001912", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wan:2015:ISB, author = "Yuanyuan Wan and Haiqing Xu", title = "Inference in semiparametric binary response models with interval data", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "347--360", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001948", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bibinger:2015:ECJ, author = "Markus Bibinger and Lars Winkelmann", title = "Econometrics of co-jumps in high-frequency data with noise", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "361--378", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002322", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kneip:2015:FEP, author = "Alois Kneip and L{\'e}opold Simar and Ingrid {Van Keilegom}", title = "Frontier estimation in the presence of measurement error with unknown variance", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "379--393", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002279", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2015:TOR, author = "Xu Han", title = "Tests for overidentifying restrictions in Factor-Augmented {VAR} models", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "394--419", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002425", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreasen:2015:SAN, author = "Martin M. Andreasen and Bent Jesper Christensen", title = "The {SR} approach: a new estimation procedure for non-linear and non-{Gaussian} dynamic term structure models", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "420--451", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002292", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dardanoni:2015:MAE, author = "Valentino Dardanoni and Giuseppe {De Luca} and Salvatore Modica and Franco Peracchi", title = "Model averaging estimation of generalized linear models with imputed covariates", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "452--463", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001420", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "ifc--ifc", month = feb, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(14)00271-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002711", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PF, author = "Anonymous", title = "Pages 209--464 ({February 2015})", journal = j-J-ECONOMETRICS, volume = "184", number = "2", pages = "??--??", month = feb, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:11 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qu:2015:NEI, author = "Zhongjun Qu and Jungmo Yoon", title = "Nonparametric estimation and inference on conditional quantile processes", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "1--19", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002462", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaplan:2015:IQI, author = "David M. Kaplan", title = "Improved quantile inference via fixed-smoothing asymptotics and {Edgeworth} expansion", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "20--32", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002401", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2015:LTS, author = "Zhenlin Yang", title = "{LM} tests of spatial dependence based on bootstrap critical values", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "33--59", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002413", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Creal:2015:EAT, author = "Drew D. Creal and Jing Cynthia Wu", title = "Estimation of affine term structure models with spanned or unspanned stochastic volatility", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "60--81", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002309", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Klein:2015:EME, author = "Roger Klein and Chan Shen and Francis Vella", title = "Estimation of marginal effects in semiparametric selection models with binary outcomes", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "82--94", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002449", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Song:2015:SEM, author = "Suyong Song", title = "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "95--109", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002450", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chabe-Ferret:2015:ABM, author = "Sylvain Chab{\'e}-Ferret", title = "Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "110--123", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002437", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jentsch:2015:TSO, author = "Carsten Jentsch and Suhasini Subba Rao", title = "A test for second order stationarity of a multivariate time series", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "124--161", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400195X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Freyberger:2015:ATD, author = "Joachim Freyberger", title = "Asymptotic theory for differentiated products demand models with many markets", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "162--181", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002474", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chan:2015:NRN, author = "Nigel Chan and Qiying Wang", title = "Nonlinear regressions with nonstationary time series", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "182--195", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400253X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:MTS, author = "Bin Chen", title = "Modeling and testing smooth structural changes with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "196--215", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002565", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez-Villaverde:2015:EDE, author = "Jes{\'u}s Fern{\'a}ndez-Villaverde and Pablo Guerr{\'o}n-Quintana and Juan F. Rubio-Ram{\'\i}rez", title = "Estimating dynamic equilibrium models with stochastic volatility", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "216--229", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002310", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2015:QED, author = "Liangjun Su and Zhenlin Yang", title = "{QML} estimation of dynamic panel data models with spatial errors", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "230--258", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002668", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bugni:2015:STP, author = "Federico A. Bugni and Ivan A. Canay and Xiaoxia Shi", title = "Specification tests for partially identified models defined by moment inequalities", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "259--282", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002577", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2015:HDG, author = "Jinyuan Chang and Song Xi Chen and Xiaohong Chen", title = "High dimensional generalized empirical likelihood for moment restrictions with dependent data", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "283--304", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002553", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "ifc--ifc", month = mar, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00003-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000032", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PMa, author = "Anonymous", title = "Pages 1--304 ({March 2015})", journal = j-J-ECONOMETRICS, volume = "185", number = "1", pages = "??--??", month = mar, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreou:2015:RBR, author = "Elena Andreou and Bas J. M. Werker", title = "Residual-based rank specification tests for {AR-GARCH} type models", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "305--331", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002656", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bekker:2015:JIV, author = "Paul A. Bekker and Federico Crudu", title = "Jackknife instrumental variable estimation with heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "332--342", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400267X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calvet:2015:TLG, author = "Laurent E. Calvet and Veronika Czellar", title = "Through the looking glass: Indirect inference via simple equilibria", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "343--358", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002681", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forni:2015:DFM, author = "Mario Forni and Marc Hallin and Marco Lippi and Paolo Zaffaroni", title = "Dynamic factor models with infinite-dimensional factor spaces: One-sided representations", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "359--371", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002693", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Westerlund:2015:CSA, author = "Joakim Westerlund and Jean-Pierre Urbain", title = "Cross-sectional averages versus principal components", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "372--377", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002784", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pedroni:2015:NRT, author = "Peter L. Pedroni and Timothy J. Vogelsang and Martin Wagner and Joakim Westerlund", title = "Nonparametric rank tests for non-stationary panels", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "378--391", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002802", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2015:CFE, author = "Yingyao Hu and Yuya Sasaki", title = "Closed-form estimation of nonparametric models with non-classical measurement errors", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "392--408", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002796", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Norets:2015:BRN, author = "Andriy Norets", title = "{Bayesian} regression with nonparametric heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "409--419", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002966", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:ANS, author = "Cong Li and Zhongwen Liang", title = "Asymptotics for nonparametric and semiparametric fixed effects panel models", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "420--434", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002942", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2015:EIF, author = "Peter M. Robinson and Carlos Velasco", title = "Efficient inference on fractionally integrated panel data models with fixed effects", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "435--452", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002930", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Westerlund:2015:ERD, author = "Joakim Westerlund", title = "The effect of recursive detrending on panel unit root tests", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "453--467", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001560", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kasparis:2015:NPR, author = "Ioannis Kasparis and Elena Andreou and Peter C. B. Phillips", title = "Nonparametric predictive regression", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "468--494", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001377", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Westerlund:2015:PP, author = "Joakim Westerlund", title = "The power of {PANIC}", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "495--509", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001572", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hall:2015:IOC, author = "Peter G. Hall and Jeffrey S. Racine", title = "Infinite order cross-validated local polynomial regression", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "510--525", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001432", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robertson:2015:IEP, author = "Donald Robertson and Vasilis Sarafidis", title = "{IV} estimation of panels with factor residuals", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "526--541", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See comment \cite{Ahn:2015:CIE}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002899", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ahn:2015:CIE, author = "Seung C. Ahn", title = "Comment on {`IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis}", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "542--544", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Robertson:2015:IEP}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002905", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "ifc--ifc", month = apr, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00016-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000160", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PA, author = "Anonymous", title = "Pages 305--544 ({April 2015})", journal = j-J-ECONOMETRICS, volume = "185", number = "2", pages = "??--??", month = apr, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:12 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2015:SAM, author = "Xingbai Xu and Lung-fei Lee", title = "A spatial autoregressive model with a nonlinear transformation of the dependent variable", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "1--18", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002954", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gupta:2015:IHO, author = "Abhimanyu Gupta and Peter M. Robinson", title = "Inference on higher-order spatial autoregressive models with increasingly many parameters", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "19--31", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400298X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gomez-Biscarri:2015:RBAb, author = "Javier Gomez-Biscarri and Javier Hualde", title = "Regression-based analysis of cointegration systems", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "32--50", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002978", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Armstrong:2015:AEI, author = "Timothy B. Armstrong", title = "Asymptotically exact inference in conditional moment inequality models", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "51--65", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000111", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fujiki:2015:DEM, author = "Hiroshi Fujiki and Cheng Hsiao", title = "Disentangling the effects of multiple treatments --- Measuring the net economic impact of the 1995 great {Hanshin--Awaji} earthquake", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "66--73", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614002541", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wachter:2015:WCE, author = "Jessica A. Wachter and Missaka Warusawitharana", title = "What is the chance that the equity premium varies over time? {Evidence} from regressions on the dividend--price ratio", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "74--93", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001407", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Otsu:2015:ELR, author = "Taisuke Otsu and Ke-Li Xu and Yukitoshi Matsushita", title = "Empirical likelihood for regression discontinuity design", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "94--112", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.04.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001444", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cederburg:2015:APA, author = "Scott Cederburg and Michael S. O'Doherty", title = "Asset-pricing anomalies at the firm level", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "113--128", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001456", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cherchye:2015:RPT, author = "Laurens Cherchye and Thomas Demuynck and Bram {De Rock} and Per Hjertstrand", title = "Revealed preference tests for weak separability: an integer programming approach", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "129--141", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2015:DTL, author = "Chu-An Liu", title = "Distribution theory of the least squares averaging estimator", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "142--159", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001596", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clark:2015:NFM, author = "Todd E. Clark and Michael W. McCracken", title = "Nested forecast model comparisons: a new approach to testing equal accuracy", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "160--177", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001699", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2015:GMT, author = "Zhenlin Yang", title = "A general method for third-order bias and variance corrections on a nonlinear estimator", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "178--200", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001705", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2015:QRC, author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and Amanda E. Kowalski", title = "Quantile regression with censoring and endogeneity", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "201--221", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001717", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2015:STP, author = "Liangjun Su and Sainan Jin and Yonghui Zhang", title = "Specification test for panel data models with interactive fixed effects", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "222--244", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001729", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Proietti:2015:GAF, author = "Tommaso Proietti and Alessandra Luati", title = "The generalised autocovariance function", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "245--257", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407614001730", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bekaert:2015:BEG, author = "Geert Bekaert and Eric Engstrom and Andrey Ermolov", title = "Bad environments, good environments: a non-{Gaussian} asymmetric volatility model", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "258--275", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.06.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761400178X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "ifc--ifc", month = may, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00089-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000895", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PMb, author = "Anonymous", title = "Pages 1--276 ({May 2015})", journal = j-J-ECONOMETRICS, volume = "186", number = "1", pages = "??--??", month = may, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2015:HDP, author = "Marine Carrasco and Victor Chernozhukov and Silvia Gon{\c{c}}alves and Eric Renault", title = "High dimensional problems in econometrics", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "277--279", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000330", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2015:FFA, author = "Xu Cheng and Bruce E. Hansen", title = "Forecasting with factor-augmented regression: a frequentist model averaging approach", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "280--293", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000342", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kelly:2015:TPR, author = "Bryan Kelly and Seth Pruitt", title = "The three-pass regression filter: a new approach to forecasting using many predictors", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "294--316", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000354", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chatterjee:2015:REP, author = "A. Chatterjee and S. Gupta and S. N. Lahiri", title = "On the residual empirical process based on the {ALASSO} in high dimensions and its functional oracle property", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "317--324", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000366", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kock:2015:OIH, author = "Anders Bredahl Kock and Laurent Callot", title = "Oracle inequalities for high dimensional vector autoregressions", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "325--344", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000378", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Belloni:2015:SNA, author = "Alexandre Belloni and Victor Chernozhukov and Denis Chetverikov and Kengo Kato", title = "Some new asymptotic theory for least squares series: Pointwise and uniform results", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "345--366", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500038X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2015:RLP, author = "Jianqing Fan and Yuan Liao and Xiaofeng Shi", title = "Risks of large portfolios", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "367--387", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000391", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Onatski:2015:AAS, author = "Alexei Onatski", title = "Asymptotic analysis of the squared estimation error in misspecified factor models", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "388--406", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000408", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2015:BIL, author = "S{\'\i}lvia Gon{\c{c}}alves and Maximilien Kaffo", title = "Bootstrap inference for linear dynamic panel data models with individual fixed effects", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "407--426", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500041X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carrasco:2015:RLM, author = "Marine Carrasco and Guy Tchuente", title = "Regularized {LIML} for many instruments", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "427--442", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000421", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2015:SVR, author = "Xu Cheng and Zhipeng Liao", title = "Select the valid and relevant moments: an information-based {LASSO} for {GMM} with many moments", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "443--464", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000433", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Florens:2015:IVE, author = "Jean-Pierre Florens and S{\'e}bastien {Van Bellegem}", title = "Instrumental variable estimation in functional linear models", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "465--476", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000445", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "186", number = "2", pages = "ifc--ifc", month = jun, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00140-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:13 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001402", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shi:2015:MST, author = "Xiaoxia Shi", title = "Model selection tests for moment inequality models", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "1--17", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000135", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shaliastovich:2015:LCO, author = "Ivan Shaliastovich", title = "Learning, confidence, and option prices", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "18--42", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000317", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Monfort:2015:QKF, author = "Alain Monfort and Jean-Paul Renne and Guillaume Roussellet", title = "A Quadratic {Kalman} Filter", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "43--56", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000123", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2015:EFA, author = "Seungmoon Choi", title = "Explicit form of approximate transition probability density functions of diffusion processes", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "57--73", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000275", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mourifie:2015:SBT, author = "Ismael Mourifi{\'e}", title = "Sharp bounds on treatment effects in a binary triangular system", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "74--81", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000251", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaufmann:2015:SSM, author = "Sylvia Kaufmann", title = "{$K$}-state switching models with time-varying transition distributions --- Does loan growth signal stronger effects of variables on inflation?", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "82--94", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500024X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2015:CVS, author = "Yongli Zhang and Yuhong Yang", title = "Cross-validation for selecting a model selection procedure", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "95--112", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000305", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2015:BST, author = "Ke Zhu and Wai Keung Li", title = "A bootstrapped spectral test for adequacy in weak {ARMA} models", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "113--130", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000299", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2015:SML, author = "Donghoon Lee and Kyungchul Song", title = "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "131--153", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000238", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bucher:2015:NTC, author = "Axel B{\"u}cher and Stefan J{\"a}schke and Dominik Wied", title = "Nonparametric tests for constant tail dependence with an application to energy and finance", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "154--168", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000263", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{White:2015:VVM, author = "Halbert White and Tae-Hwan Kim and Simone Manganelli", title = "{VAR} for {VaR}: Measuring tail dependence using multivariate regression quantiles", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "169--188", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000287", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2015:SMB, author = "Ting Zhang", title = "Semiparametric model building for regression models with time-varying parameters", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "189--200", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000469", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jun:2015:CLE, author = "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan", title = "Classical {Laplace} estimation for $ \sqrt [3]{n}$-consistent estimators: Improved convergence rates and rate-adaptive inference", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "201--216", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000147", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2015:TNI, author = "Cheol-Keun Cho and Christine Amsler and Peter Schmidt", title = "A test of the null of integer integration against the alternative of fractional integration", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "217--237", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000482", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2015:EGV, author = "Wenyang Zhang and Degui Li and Yingcun Xia", title = "Estimation in generalised varying-coefficient models with unspecified link functions", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "238--255", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000470", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2015:HGE, author = "Mehmet Caner and Qingliang Fan", title = "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "256--274", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500069X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:DAC, author = "Xianghong Li and Barry Smith", title = "Diagnostic analysis and computational strategies for estimating discrete time duration models --- a {Monte Carlo} study", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "275--292", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000494", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2015:DAB, author = "Lily Y. Liu and Andrew J. Patton and Kevin Sheppard", title = "Does anything beat $5$-minute {RV}? {A} comparison of realized measures across multiple asset classes", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "293--311", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000329", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2015:IGL, author = "Cheng Hsiao and Junwei Zhang", title = "{IV}, {GMM} or likelihood approach to estimate dynamic panel models when either N or T or both are large", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "312--322", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000962", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zu:2015:NST, author = "Yang Zu", title = "Nonparametric specification tests for stochastic volatility models based on volatility density", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "323--344", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.045", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001190", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:FSF, author = "Degui Li and Oliver Linton and Zudi Lu", title = "A flexible semiparametric forecasting model for time series", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "345--357", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000500", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2015:IVV, author = "J{\"o}rg Breitung and Matei Demetrescu", title = "Instrumental variable and variable addition based inference in predictive regressions", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "358--375", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.10.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000457", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baek:2015:TLU, author = "Yae In Baek and Jin Seo Cho and Peter C. B. Phillips", title = "Testing linearity using power transforms of regressors", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "376--384", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.041", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001220", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2015:NNT, author = "Miguel A. Delgado and Peter M. Robinson", title = "Non-nested testing of spatial correlation", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "385--401", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.044", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000950", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "ifc--ifc", month = jul, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00145-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001451", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PJb, author = "Anonymous", title = "Pages 1--402 ({July 2015})", journal = j-J-ECONOMETRICS, volume = "187", number = "1", pages = "??--??", month = jul, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:14 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2015:EAF, author = "Chia-Lin Chang and Michael McAleer", title = "Econometric analysis of financial derivatives: an overview", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "403--407", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000512", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2015:PFD, author = "C. Gourieroux and A. Monfort", title = "Pricing with finite dimensional dependence", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "408--417", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000524", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2015:MBE, author = "Yacine A{\"\i}t-Sahalia and Dante Amengual and Elena Manresa", title = "Market-based estimation of stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "418--435", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000536", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asai:2015:LFE, author = "Manabu Asai and Michael McAleer", title = "Leverage and feedback effects on multifactor {Wishart} stochastic volatility for option pricing", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "436--446", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000548", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2015:MBP, author = "Ke Zhu and Shiqing Ling", title = "Model-based pricing for financial derivatives", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "447--457", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500055X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2015:SRC, author = "Tim Bollerslev and Lai Xu and Hao Zhou", title = "Stock return and cash flow predictability: The role of volatility risk", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "458--471", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000561", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2015:SDA, author = "Chia-Lin Chang and Juan-{\'A}ngel Jim{\'e}nez-Mart{\'\i}n and Esfandiar Maasoumi and Teodosio P{\'e}rez-Amaral", title = "A stochastic dominance approach to financial risk management strategies", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "472--485", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000573", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baldovin:2015:OPN, author = "Fulvio Baldovin and Massimiliano Caporin and Michele Caraglio and Attilio L. Stella and Marco Zamparo", title = "Option pricing with non-{Gaussian} scaling and infinite-state switching volatility", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "486--497", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000585", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calvet:2015:WBS, author = "Laurent E. Calvet and Marcus Fearnley and Adlai J. Fisher and Markus Leippold", title = "What is beneath the surface? {Option} pricing with multifrequency latent states", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "498--511", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000597", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2015:QOP, author = "Young Shin Kim and Jaesung Lee and Stefan Mittnik and Jiho Park", title = "Quanto option pricing in the presence of fat tails and asymmetric dependence", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "512--520", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000603", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Majewski:2015:SPG, author = "Adam A. Majewski and Giacomo Bormetti and Fulvio Corsi", title = "Smile from the past: a general option pricing framework with multiple volatility and leverage components", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "521--531", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000615", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2015:FSE, author = "Torben G. Andersen and Oleg Bondarenko and Viktor Todorov and George Tauchen", title = "The fine structure of equity-index option dynamics", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "532--546", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000627", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eraker:2015:NLD, author = "Bj{\o}rn Eraker and Jiakou Wang", title = "A non-linear dynamic model of the variance risk premium", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "547--556", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.038", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000639", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2015:BST, author = "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and A. M. Robert Taylor", title = "Bootstrap score tests for fractional integration in heteroskedastic {ARFIMA} models, with an application to price dynamics in commodity spot and futures markets", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "557--579", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.039", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000640", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bonomo:2015:LSR, author = "Marco Bonomo and Ren{\'e} Garcia and Nour Meddahi and Rom{\'e}o T{\'e}dongap", title = "The long and the short of the risk-return trade-off", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "580--592", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.040", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000652", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paolella:2015:CCM, author = "Marc S. Paolella and Pawe{\l} Polak", title = "{COMFORT}: a common market factor non-{Gaussian} returns model", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "593--605", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.041", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000664", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duong:2015:EEI, author = "Diep Duong and Norman R. Swanson", title = "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "606--621", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.042", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000676", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sojli:2015:DGF, author = "Elvira Sojli and Wing Wah Tham", title = "Divided governments and futures prices", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "622--633", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.043", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000688", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "187", number = "2", pages = "ifc--ifc", month = aug, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00167-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001670", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Debarsy:2015:LSP, author = "Nicolas Debarsy and Fei Jin and Lung-fei Lee", title = "Large sample properties of the matrix exponential spatial specification with an application to {FDI}", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "1--21", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.046", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001219", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiappori:2015:NIE, author = "Pierre-Andr{\'e} Chiappori and Ivana Komunjer and Dennis Kristensen", title = "Nonparametric identification and estimation of transformation models", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "22--39", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500010X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lu:2015:JMA, author = "Xun Lu and Liangjun Su", title = "Jackknife model averaging for quantile regressions", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "40--58", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001256", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Westerlund:2015:NTU, author = "Joakim Westerlund and Rolf Larsson", title = "New tools for understanding the local asymptotic power of panel unit root tests", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "59--93", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.043", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001268", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poskitt:2015:HOI, author = "D. S. Poskitt and Simone D. Grose and Gael M. Martin", title = "Higher-order improvements of the sieve bootstrap for fractionally integrated processes", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "94--110", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.045", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001372", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hayakawa:2015:RSE, author = "Kazuhiko Hayakawa and M. Hashem Pesaran", title = "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "111--134", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.042", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001244", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2015:IEC, author = "Stefan Hoderlein and Robert Sherman", title = "Identification and estimation in a correlated random coefficients binary response model", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "135--149", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.044", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500127X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kapetanios:2015:GDF, author = "G. Kapetanios and J. Mitchell and S. Price and N. Fawcett", title = "Generalised density forecast combinations", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "150--165", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.047", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001232", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koo:2015:SBM, author = "Bonsoo Koo and Myung Hwan Seo", title = "Structural-break models under mis-specification: Implications for forecasting", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "166--181", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.046", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001384", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leung:2015:TSE, author = "Michael P. Leung", title = "Two-step estimation of network-formation models with incomplete information", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "182--195", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001396", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fengler:2015:SSB, author = "M. R. Fengler and E. Mammen and M. Vogt", title = "Specification and structural break tests for additive models with applications to realized variance data", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "196--218", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001438", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mavroeidis:2015:EHA, author = "Sophocles Mavroeidis and Yuya Sasaki and Ivo Welch", title = "Estimation of heterogeneous autoregressive parameters with short panel data", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "219--235", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001517", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sasaki:2015:HSD, author = "Yuya Sasaki", title = "Heterogeneity and selection in dynamic panel data", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "236--249", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001542", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2015:EEN, author = "Han Hong and Aprajit Mahajan and Denis Nekipelov", title = "Extremum estimation and numerical derivatives", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "250--263", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.05.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001207", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2015:MLE, author = "Xingbai Xu and Lung-fei Lee", title = "Maximum likelihood estimation of a spatial autoregressive {Tobit} model", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "264--280", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001657", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2015:QCA, author = "Jin Seo Cho and Tae-hwan Kim and Yongcheol Shin", title = "Quantile cointegration in the autoregressive distributed-lag modeling framework", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "281--300", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001645", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dong:2015:SSI, author = "Chaohua Dong and Jiti Gao and Bin Peng", title = "Semiparametric single-index panel data models with cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "301--312", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001700", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:IIS, author = "Anonymous", title = "{IFC}: {ID} Statment", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "ifc--ifc", month = sep, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00197-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001979", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PS, author = "Anonymous", title = "Pages 1--312 ({September 2015})", journal = j-J-ECONOMETRICS, volume = "188", number = "1", pages = "??--??", month = sep, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:15 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:HPD, author = "Qi Li and Tong Li", title = "Heterogeneity in panel data and in nonparametric analysis", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "313--315", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000706", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ai:2015:EPD, author = "Chunrong Ai and Hongjun Li and Zhongjian Lin and Meixia Meng", title = "Estimation of panel data partly specified {Tobit} regression with fixed effects", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "316--326", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000718", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boneva:2015:SMH, author = "Lena Boneva and Oliver Linton and Michael Vogt", title = "A semiparametric model for heterogeneous panel data with fixed effects", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "327--345", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500072X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2015:PNR, author = "Jungyoon Lee and Peter M. Robinson", title = "Panel nonparametric regression with fixed effects", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "346--362", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000731", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:SIC, author = "Tong Li and Tatsushi Oka", title = "Set identification of the censored quantile regression model for short panels with fixed effects", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "363--377", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000743", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2015:NIP, author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and Stefan Hoderlein and Hajo Holzmann and Whitney Newey", title = "Nonparametric identification in panels using quantiles", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "378--392", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000755", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chudik:2015:CCE, author = "Alexander Chudik and M. Hashem Pesaran", title = "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "393--420", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000767", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2015:BRC, author = "Yichen Gao and Cong Li and Zhongwen Liang", title = "Binary response correlated random coefficient panel data models", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "421--434", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000779", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2015:EDD, author = "Han Hong and Weiming Li and Boyu Wang", title = "Estimation of dynamic discrete models from time aggregated data", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "435--446", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000780", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:OUC, author = "Xiaohong Chen and Timothy M. Christensen", title = "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "447--465", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000792", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Green:2015:TES, author = "Carl Green and Wei Long and Cheng Hsiao", title = "Testing error serial correlation in fixed effects nonparametric panel data models", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "466--473", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000809", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2015:MSP, author = "Yoonseok Lee and Peter C. B. Phillips", title = "Model selection in the presence of incidental parameters", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "474--489", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000810", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fang:2015:DDS, author = "Ying Fang and Qi Li and Ximing Wu and Daiqiang Zhang", title = "A data-driven smooth test of symmetry", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "490--501", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000822", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:2015:OSN, author = "Wei Lin and Zongwu Cai and Zheng Li and Li Su", title = "Optimal smoothing in nonparametric conditional quantile derivative function estimation", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "502--513", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000834", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gan:2015:SMR, author = "Li Gan and Guan Gong and Michael Hurd and Daniel McFadden", title = "Subjective mortality risk and bequests", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "514--525", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000846", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gan:2015:NES, author = "Li Gan and Gaosheng Ju and Xi Zhu", title = "Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "526--544", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000858", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ouyang:2015:TEE, author = "Min Ouyang and Yulei Peng", title = "The treatment-effect estimation: a case study of the 2008 economic stimulus package of {China}", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "545--557", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500086X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Du:2015:HPR, author = "Zaichao Du and Lin Zhang", title = "Home-purchase restriction, property tax and housing price in {China}: a counterfactual analysis", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "558--568", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000871", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "188", number = "2", pages = "ifc--ifc", month = oct, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00217-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:16 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002171", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Farrell:2015:RIA, author = "Max H. Farrell", title = "Robust inference on average treatment effects with possibly more covariates than observations", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "1--23", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001864", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:BQR, author = "Songnian Chen and Hanghui Zhang", title = "Binary quantile regression with local polynomial smoothing", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "24--40", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001906", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Freyberger:2015:ISR, author = "Joachim Freyberger and Joel L. Horowitz", title = "Identification and shape restrictions in nonparametric instrumental variables estimation", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "41--53", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001918", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:BCS, author = "Yong Li and Xiao-Bin Liu and Jun Yu", title = "A {Bayesian} chi-squared test for hypothesis testing", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "54--69", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500192X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DHaultfoeuille:2015:IMM, author = "Xavier D'Haultf{\oe}uille and Philippe F{\'e}vrier", title = "Identification of mixture models using support variations", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "70--82", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001931", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2015:AET, author = "Ping Yu", title = "Adaptive estimation of the threshold point in threshold regression", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "83--100", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2013.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001888", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kleibergen:2015:UFT, author = "Frank Kleibergen and Zhaoguo Zhan", title = "Unexplained factors and their effects on second pass {$R$}-squared's", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "101--116", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001876", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kline:2015:ICI, author = "Brendan Kline", title = "Identification of complete information games", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "117--131", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001955", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Porter:2015:RDD, author = "Jack Porter and Ping Yu", title = "Regression discontinuity designs with unknown discontinuity points: Testing and estimation", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "132--147", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001712", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Henderson:2015:SCE, author = "Daniel J. Henderson and Subal C. Kumbhakar and Qi Li and Christopher F. Parmeter", title = "Smooth coefficient estimation of a seemingly unrelated regression", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "148--162", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002043", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:SST, author = "Xiaohong Chen and Zhipeng Liao", title = "Sieve semiparametric two-step {GMM} under weak dependence", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "163--186", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002031", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yamamoto:2015:TFL, author = "Yohei Yamamoto and Shinya Tanaka", title = "Testing for factor loading structural change under common breaks", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "187--206", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500189X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2015:RIN, author = "Xu Cheng", title = "Robust inference in nonlinear models with mixed identification strength", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "207--228", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002055", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2015:IEG, author = "Arthur Lewbel and Xun Tang", title = "Identification and estimation of games with incomplete information using excluded regressors", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "229--244", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2014.10.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001943", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "ifc--ifc", month = nov, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00226-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002262", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:PN, author = "Anonymous", title = "Pages 1--244 ({November 2015})", journal = j-J-ECONOMETRICS, volume = "189", number = "1", pages = "??--??", month = nov, year = "2015", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ling:2015:FTS, author = "Shiqing Ling and Michael McAleer and Howell Tong", title = "Frontiers in Time Series and Financial Econometrics: An overview", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "245--250", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000974", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asai:2015:FCV, author = "Manabu Asai and Michael McAleer", title = "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "251--262", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000986", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Brockwell:2015:PLD, author = "Peter J. Brockwell and Alexander Lindner", title = "Prediction of {{L{\'e}vy}-driven} {CARMA} processes", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "263--271", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615000998", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2015:FIC, author = "Zongwu Cai and Ted Juhl and Bingduo Yang", title = "Functional index coefficient models with variable selection", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "272--284", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001001", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chan:2015:LET, author = "Ngai Hang Chan and Chun Yip Yau and Rong-Mao Zhang", title = "{LASSO} estimation of threshold autoregressive models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "285--296", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001013", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2015:HDS, author = "Jinyuan Chang and Bin Guo and Qiwei Yao", title = "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "297--312", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001025", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2015:SBP, author = "Min Chen and Ke Zhu", title = "Sign-based portmanteau test for {ARCH}-type models with heavy-tailed innovations", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "313--320", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001037", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2015:TOM, author = "Tzu-Chang F. Cheng and Ching-Kang Ing and Shu-Hui Yu", title = "Toward optimal model averaging in regression models with time series errors", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "321--334", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.026", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001049", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Creal:2015:HDD, author = "Drew D. Creal and Ruey S. Tsay", title = "High dimensional dynamic stochastic copula models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "335--345", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.027", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001050", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2015:MTM, author = "Jiti Gao and Nam Hyun Kim and Patrick W. Saart", title = "A misspecification test for multiplicative error models of non-negative time series processes", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "346--359", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.028", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001062", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ho:2015:SQA, author = "Hwai-Chung Ho", title = "Sample quantile analysis for long-memory stochastic volatility models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "360--370", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.029", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001074", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horvath:2015:TIB, author = "Lajos Horv{\'a}th and Gregory Rice", title = "Testing for independence between functional time series", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "371--382", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.030", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001086", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2015:SIP, author = "Cheng Hsiao and Qiankun Zhou", title = "Statistical inference for panel dynamic simultaneous equations models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "383--396", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.031", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001098", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jarrow:2015:STC, author = "Robert Jarrow and Simon Sai Man Kwok", title = "Specification tests of calibrated option pricing models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "397--414", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.032", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001104", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:AIM, author = "Dong Li and Shiqing Ling and Jean-Michel Zako{\"\i}an", title = "Asymptotic inference in multiple-threshold double autoregressive models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "415--427", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.033", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001116", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2015:NHG, author = "Muyi Li and Wai Keung Li and Guodong Li", title = "A new hyperbolic {GARCH} model", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "428--436", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.034", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001128", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2015:IVR, author = "Shouwei Liu and Yiu-Kuen Tse", title = "Intraday Value-at-Risk: an asymmetric autoregressive conditional duration approach", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "437--446", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.035", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500113X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2015:RML, author = "Peter M. Robinson and Francesca Rossi", title = "Refinements in maximum likelihood inference on spatial autocorrelation in panel data", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "447--456", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.036", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001141", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{So:2015:SIC, author = "Mike K. P. So and Ray S. W. Chung", title = "Statistical inference for conditional quantiles in nonlinear time series models", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "457--472", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.037", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001153", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2015:QLE, author = "Fei Su and Kung-Sik Chan", title = "Quasi-likelihood estimation of a threshold diffusion process", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "473--484", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.038", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001165", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tong:2015:TMT, author = "Howell Tong", title = "Threshold models in time series analysis --- Some reflections", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "485--491", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.039", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001177", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zheng:2015:GAM, author = "Tingguo Zheng and Han Xiao and Rong Chen", title = "Generalized {ARMA} models with martingale difference errors", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "492--506", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.040", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001189", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2015:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "189", number = "2", pages = "ifc--ifc", month = dec, year = "2015", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00241-9", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:17 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002419", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:DJA, author = "Anonymous", title = "{2015 Dennis J. Aigner Award}", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "iv--iv", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00271-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002717", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2016:SEU, author = "Jungyoon Lee and Peter M. Robinson", title = "Series estimation under cross-sectional dependence", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "1--17", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002213", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hill:2016:GEH, author = "Jonathan B. Hill and Artem Prokhorov", title = "{GEL} estimation for heavy-tailed {GARCH} models with robust empirical likelihood inference", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "18--45", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500233X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2016:SEC, author = "Marc Hallin and Ramon van den Akker and Bas J. M. Werker", title = "Semiparametric error-correction models for cointegration with trends: Pseudo-{Gaussian} and optimal rank-based tests of the cointegration rank", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "46--61", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002237", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Keane:2016:ASM, author = "Michael Keane and Olena Stavrunova", title = "Adverse selection, moral hazard and the demand for Medigap insurance", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "62--78", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002225", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bianchi:2016:MME, author = "Francesco Bianchi", title = "Methods for measuring expectations and uncertainty in {Markov}-switching models", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "79--99", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002249", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gutknecht:2016:TMU, author = "Daniel Gutknecht", title = "Testing for monotonicity under endogeneity: an application to the reservation wage function", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "100--114", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002341", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hansen:2016:ESP, author = "Bruce E. Hansen", title = "Efficient shrinkage in parametric models", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "115--132", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002365", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Scharth:2016:PEI, author = "Marcel Scharth and Robert Kohn", title = "Particle efficient importance sampling", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "133--147", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.047", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002201", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lu:2016:SED, author = "Xun Lu and Liangjun Su", title = "Shrinkage estimation of dynamic panel data models with interactive fixed effects", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "148--175", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002389", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Song:2016:TTO, author = "Zhaogang Song and Dacheng Xiu", title = "A tale of two option markets: Pricing kernels and volatility risk", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "176--196", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.024", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002328", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bester:2016:GEE, author = "C. Alan Bester and Christian B. Hansen", title = "Grouped effects estimators in fixed effects models", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "197--208", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.08.022", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002030", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:IIS, author = "Anonymous", title = "{IFC}: {ID} statement", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "ifc--ifc", month = jan, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00265-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002651", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:PJa, author = "Anonymous", title = "Pages 1--208 ({January 2016})", journal = j-J-ECONOMETRICS, volume = "190", number = "1", pages = "??--??", month = jan, year = "2016", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2016:EI, author = "Subal C. Kumbhakar and Peter Schmidt", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "209--211", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001724", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sanderson:2016:WIT, author = "Eleanor Sanderson and Frank Windmeijer", title = "A weak instrument {$F$}-test in linear {IV} models with multiple endogenous variables", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "212--221", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001736", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horrace:2016:ENP, author = "William C. Horrace and Xiaodong Liu and Eleonora Patacchini", title = "Endogenous network production functions with selectivity", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "222--232", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001748", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Malikov:2016:VCP, author = "Emir Malikov and Subal C. Kumbhakar and Yiguo Sun", title = "Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "233--251", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001761", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Murtazashvili:2016:CFA, author = "Irina Murtazashvili and Jeffrey M. Wooldridge", title = "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "252--266", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001839", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{ilKim:2016:EPF, author = "Kyoo il Kim and Amil Petrin and Suyong Song", title = "Estimating production functions with control functions when capital is measured with error", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "267--279", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001852", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amsler:2016:ESF, author = "Christine Amsler and Artem Prokhorov and Peter Schmidt", title = "Endogeneity in stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "280--288", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001827", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Glass:2016:SAS, author = "Anthony J. Glass and Karligash Kenjegalieva and Robin C. Sickles", title = "A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "289--300", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001803", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:2016:DDF, author = "Scott E. Atkinson and Mike G. Tsionas", title = "Directional distance functions: Optimal endogenous directions", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "301--314", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500175X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kumbhakar:2016:GBT, author = "Subal C. Kumbhakar and Efthymios G. Tsionas", title = "The good, the bad and the technology: Endogeneity in environmental production models", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "315--327", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001773", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{ODonnell:2016:UIA, author = "C. J. O'Donnell", title = "Using information about technologies, markets and firm behaviour to decompose a proper productivity index", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "328--340", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001785", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Griffiths:2016:SMS, author = "William E. Griffiths and Gholamreza Hajargasht", title = "Some models for stochastic frontiers with endogeneity", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "341--348", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001815", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cazals:2016:NIV, author = "Catherine Cazals and Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens and L{\'e}opold Simar", title = "Nonparametric instrumental variables estimation for efficiency frontier", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "349--359", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001797", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Simar:2016:UHE, author = "L{\'e}opold Simar and Anne Vanhems and Ingrid {Van Keilegom}", title = "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "360--373", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615001840", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "190", number = "2", pages = "ifc--ifc", month = feb, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00307-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:18 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003073", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2016:EEA, author = "Jushan Bai and Yuan Liao", title = "Efficient estimation of approximate factor models via penalized maximum likelihood", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "1--18", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002535", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DeNadai:2016:NEV, author = "Michele {De Nadai} and Arthur Lewbel", title = "Nonparametric errors in variables models with measurement errors on both sides of the equation", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "19--32", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002390", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golinski:2016:LMA, author = "Adam Goli{\'n}ski and Paolo Zaffaroni", title = "Long memory affine term structure models", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "33--56", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002523", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Trapani:2016:TFM, author = "Lorenzo Trapani", title = "Testing for (in)finite moments", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "57--68", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002596", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bruggemann:2016:IVC, author = "Ralf Br{\"u}ggemann and Carsten Jentsch and Carsten Trenkler", title = "Inference in {VARs} with conditional heteroskedasticity of unknown form", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "69--85", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002547", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qian:2016:SEC, author = "Junhui Qian and Liangjun Su", title = "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "86--109", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002377", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2016:ITM, author = "Hwan-sik Choi", title = "Information theory for maximum likelihood estimation of diffusion models", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "110--128", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002511", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dette:2016:TME, author = "Holger Dette and Stefan Hoderlein and Natalie Neumeyer", title = "Testing multivariate economic restrictions using quantiles: The example of {Slutsky} negative semidefiniteness", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "129--144", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500250X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blazsek:2016:PPR, author = "Szabolcs Blazsek and Alvaro Escribano", title = "Patent propensity, {R\&D} and market competition: Dynamic spillovers of innovation leaders and followers", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "145--163", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002559", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2016:ILT, author = "James J. Heckman and Lakshmi K. Raut", title = "Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "164--175", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002493", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2016:EHP, author = "Badi H. Baltagi and Qu Feng and Chihwa Kao", title = "Estimation of heterogeneous panels with structural breaks", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "176--195", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.03.048", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002353", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2016:DAI, author = "Yanqin Fan and Ruixuan Liu", title = "A direct approach to inference in nonparametric and semiparametric quantile models", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "196--216", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002560", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Papanicolaou:2016:VBT, author = "Alex Papanicolaou and Kay Giesecke", title = "Variation-based tests for volatility misspecification", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "217--230", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002602", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2016:SIV, author = "Liangjun Su and Tadao Hoshino", title = "Sieve instrumental variable quantile regression estimation of functional coefficient models", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "231--254", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002572", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Medeiros:2016:RHD, author = "Marcelo C. Medeiros and Eduardo F. Mendes", title = "$ l_1$-regularization of high-dimensional time-series models with non-{Gaussian} and heteroskedastic errors", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "255--271", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002638", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "ifc--ifc", month = mar, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(15)00292-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002924", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:PMa, author = "Anonymous", title = "Pages 1--272 ({March 2016})", journal = j-J-ECONOMETRICS, volume = "191", number = "1", pages = "??--??", month = mar, year = "2016", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:19 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2016:IME, author = "W. A. Barnett and W. E. Diewert and E. Maasoumi", title = "Innovations in measurement in economics and econometrics: an overview", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "273--275", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003048", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Heckman:2016:DTE, author = "James J. Heckman and John Eric Humphries and Gregory Veramendi", title = "Dynamic treatment effects", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "276--292", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002778", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manski:2016:CIE, author = "Charles F. Manski", title = "Credible interval estimates for official statistics with survey nonresponse", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "293--301", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500278X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matzkin:2016:ICN, author = "Rosa L. Matzkin", title = "On independence conditions in nonseparable models: Observable and unobservable instruments", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "302--311", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002791", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barnett:2016:RTN, author = "William A. Barnett and Marcelle Chauvet and Danilo Leiva-Leon", title = "Real-time nowcasting of nominal {GDP} with structural breaks", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "312--324", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002808", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2016:EQC, author = "Sujin Park and Seok Young Hong and Oliver Linton", title = "Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "325--347", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500281X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2016:NAM, author = "Gordon Anderson and Alessio Farcomeni and Maria Grazia Pittau and Roberto Zelli", title = "A new approach to measuring and studying the characteristics of class membership: Examining poverty, inequality and polarization in urban {China}", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "348--359", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002821", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barrett:2016:CTP, author = "Garry F. Barrett and Stephen G. Donald and Yu-Chin Hsu", title = "Consistent tests for poverty dominance relations", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "360--373", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002833", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:2016:SAA, author = "Esfandiar Maasoumi and Jeffrey S. Racine", title = "A solution to aggregation and an application to multidimensional `well-being' frontiers", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "374--383", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002845", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aruoba:2016:IGM, author = "S. Boragan Aruoba and Francis X. Diebold and Jeremy Nalewaik and Frank Schorfheide and Dongho Song", title = "Improving {GDP} measurement: a measurement-error perspective", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "384--397", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002857", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fox:2016:PDM, author = "Kevin J. Fox and Iqbal A. Syed", title = "Price discounts and the measurement of inflation", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "398--406", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002869", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hill:2016:LSA, author = "Robert J. Hill", title = "A least squares approach to imposing within-region fixity in the International Comparisons Program", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "407--413", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002870", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rao:2016:SAC, author = "D. S. Prasada Rao and Gholamreza Hajargasht", title = "Stochastic approach to computation of purchasing power parities in the International Comparison Program {(ICP)}", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "414--425", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002882", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inklaar:2016:MIP, author = "Robert Inklaar and W. Erwin Diewert", title = "Measuring industry productivity and cross-country convergence", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "426--433", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002894", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "191", number = "2", pages = "ifc--ifc", month = apr, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30027-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300276", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2016:EES, author = "Tim Bollerslev and Andrew J. Patton and Rogier Quaedvlieg", title = "Exploiting the errors: a simple approach for improved volatility forecasting", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "1--18", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002584", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2016:BSM, author = "Xin Jin and John M. Maheu", title = "{Bayesian} semiparametric modeling of realized covariance matrices", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "19--39", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002729", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gan:2016:ETT, author = "Li Gan and Qi Li", title = "Efficiency of thin and thick markets", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "40--54", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002742", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delaigle:2016:RCD, author = "Aurore Delaigle and Alexander Meister and Jeroen Rombouts", title = "Root-{$T$} consistent density estimation in {GARCH} models", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "55--63", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002614", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2016:ICI, author = "H. Peter Boswijk and Giuseppe Cavaliere and Anders Rahbek and A. M. Robert Taylor", title = "Inference on co-integration parameters in heteroskedastic vector autoregressions", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "64--85", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002766", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2016:ARM, author = "Seojeong Lee", title = "Asymptotic refinements of a misspecification-robust bootstrap for {GEL} estimators", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "86--104", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002900", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2016:PQR, author = "Ji Hyung Lee", title = "Predictive quantile regression with persistent covariates: {IVX-QR} approach", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "105--118", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003000", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2016:BSA, author = "Yacine A{\"\i}t-Sahalia and Joon Y. Park", title = "Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "119--138", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002730", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2016:MAB, author = "Yan Gao and Xinyu Zhang and Shouyang Wang and Guohua Zou", title = "Model averaging based on leave-subject-out cross-validation", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "139--151", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003012", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2016:NTS, author = "Yoosoon Chang and Chang Sik Kim and Joon Y. Park", title = "Nonstationarity in time series of state densities", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "152--167", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.06.025", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003036", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Choi:2016:RSR, author = "Yongok Choi and Stefan Jacewitz and Joon Y. Park", title = "A reexamination of stock return predictability", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "168--189", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.02.048", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761500305X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Assmann:2016:BAS, author = "Christian A{\ss}mann and Jens Boysen-Hogrefe and Markus Pape", title = "{Bayesian} analysis of static and dynamic factor models: an ex-post approach towards the rotation problem", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "190--206", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002626", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2016:TGC, author = "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi", title = "Testing for {Granger} causality with mixed frequency data", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "207--230", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003024", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2016:BII, author = "Wenjie Wang and Maximilien Kaffo", title = "Bootstrap inference for instrumental variable models with many weak instruments", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "231--268", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003152", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaido:2016:DAI, author = "Hiroaki Kaido", title = "A dual approach to inference for partially identified econometric models", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "269--290", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615003164", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fernandez-Val:2016:ITE, author = "Iv{\'a}n Fern{\'a}ndez-Val and Martin Weidner", title = "Individual and time effects in nonlinear panel models with large {$N$}, {$T$}", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "291--312", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002997", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Park:2016:EAV, author = "Yang-Ho Park", title = "The effects of asymmetric volatility and jumps on the pricing of {VIX} derivatives", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "313--328", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616000026", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "ifc--ifc", month = may, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30036-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300367", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:PMb, author = "Anonymous", title = "Pages 1--328 ({May 2016})", journal = j-J-ECONOMETRICS, volume = "192", number = "1", pages = "??--??", month = may, year = "2016", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:20 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breitung:2016:IMT, author = "J{\"o}rg Breitung and Helmut Herwartz", title = "Innovations in multiple time series analysis", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "329--331", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300045", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carriero:2016:SAM, author = "Andrea Carriero and George Kapetanios and Massimiliano Marcellino", title = "Structural analysis with Multivariate Autoregressive Index models", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "332--348", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300057", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chudik:2016:MCA, author = "Alexander Chudik and Valerie Grossman and M. Hashem Pesaran", title = "A multi-country approach to forecasting output growth using {PMIs}", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "349--365", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300069", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anderson:2016:SMA, author = "Brian D. O. Anderson and Manfred Deistler and Elisabeth Felsenstein and Lukas Koelbl", title = "The structure of multivariate {AR} and {ARMA} systems: Regular and singular systems; the single and the mixed frequency case", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "366--373", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300070", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chan:2016:LBV, author = "Joshua C. C. Chan and Eric Eisenstat and Gary Koop", title = "Large {Bayesian} {VARMAs}", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "374--390", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300082", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DelNegro:2016:DPP, author = "Marco {Del Negro} and Raiden B. Hasegawa and Frank Schorfheide", title = "Dynamic prediction pools: an investigation of financial frictions and forecasting performance", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "391--405", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Waggoner:2016:SMH, author = "Daniel F. Waggoner and Hongwei Wu and Tao Zha", title = "Striated {Metropolis--Hastings} sampler for high-dimensional models", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "406--420", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300100", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2016:JCS, author = "Atsushi Inoue and Lutz Kilian", title = "Joint confidence sets for structural impulse responses", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "421--432", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2016:REI, author = "Peter C. B. Phillips and Ji Hyung Lee", title = "Robust econometric inference with mixed integrated and mildly explosive regressors", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "433--450", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300124", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harris:2016:TCI, author = "David Harris and Stephen J. Leybourne and A. M. Robert Taylor", title = "Tests of the co-integration rank in {VAR} models in the presence of a possible break in trend at an unknown point", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "451--467", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300136", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poskitt:2016:VAM, author = "D. S. Poskitt", title = "Vector autoregressive moving average identification for macroeconomic modeling: a new methodology", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "468--484", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300148", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kalliovirta:2016:GMV, author = "Leena Kalliovirta and Mika Meitz and Pentti Saikkonen", title = "{Gaussian} mixture vector autoregression", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "485--498", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630015X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hardle:2016:TTE, author = "Wolfgang Karl H{\"a}rdle and Weining Wang and Lining Yu", title = "{TENET}: Tail-Event driven {NETwork} risk", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "499--513", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300161", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "192", number = "2", pages = "ifc--ifc", month = jun, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30048-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300483", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wolter:2016:KEH, author = "James Lewis Wolter", title = "Kernel estimation of hazard functions when observations have dependent and common covariates", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "1--16", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630001X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2016:ITV, author = "Jia Li and Viktor Todorov and George Tauchen", title = "Inference theory for volatility functional dependencies", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "17--34", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300033", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2016:DAE, author = "Xiaohu Wang and Jun Yu", title = "Double asymptotics for explosive continuous time models", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "35--53", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300173", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horvath:2016:SIR, author = "Lajos Horv{\'a}th and Lorenzo Trapani", title = "Statistical inference in a random coefficient panel model", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "54--75", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300203", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chung:2016:MMP, author = "EunYi Chung and Joseph P. Romano", title = "Multivariate and multiple permutation tests", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "76--91", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300021", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galvao:2016:SQR, author = "Antonio F. Galvao and Kengo Kato", title = "Smoothed quantile regression for panel data", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "92--112", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300239", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caetano:2016:DTI, author = "Carolina Caetano and Christoph Rothe and Nese Yildiz", title = "A discontinuity test for identification in triangular nonseparable models", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "113--122", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300215", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2016:FSA, author = "Xianyang Zhang", title = "Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "123--146", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300240", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Leamer:2016:VCC, author = "Edward E. Leamer", title = "{$S$}-values: Conventional context-minimal measures of the sturdiness of regression coefficients", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "147--161", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.10.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300185", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2016:ICS, author = "Songnian Chen and Shakeeb Khan and Xun Tang", title = "Informational content of special regressors in heteroskedastic binary response models", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "162--182", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2015.12.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300227", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2016:TMU, author = "Stefan Hoderlein and Liangjun Su and Halbert White and Thomas Tao Yang", title = "Testing for monotonicity in unobservables under unconfoundedness", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "183--202", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300252", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ikeda:2016:BCE, author = "Shin S. Ikeda", title = "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "203--214", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300422", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2016:GFT, author = "Shulin Zhang and Ostap Okhrin and Qian M. Zhou and Peter X.-K. Song", title = "Goodness-of-fit test for specification of semiparametric copula dependence models", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "215--233", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300434", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacobi:2016:BTE, author = "Liana Jacobi and Helga Wagner and Sylvia Fr{\"u}hwirth-Schnatter", title = "{Bayesian} treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "234--250", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300197", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2016:CQM, author = "Heejoon Han and Oliver Linton and Tatsushi Oka and Yoon-Jae Whang", title = "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "251--270", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300458", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kitagawa:2016:MAS, author = "Toru Kitagawa and Chris Muris", title = "Model averaging in semiparametric estimation of treatment effects", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "271--289", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630046X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "ifc--ifc", month = jul, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30081-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300811", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:PJb, author = "Anonymous", title = "Pages 1--290 ({July 2016})", journal = j-J-ECONOMETRICS, volume = "193", number = "1", pages = "??--??", month = jul, year = "2016", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:21 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2016:EAM, author = "Eric Ghysels and Massimiliano Marcellino", title = "The econometric analysis of mixed frequency data sampling", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "291--293", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300641", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghysels:2016:MRM, author = "Eric Ghysels", title = "Macroeconomics and the reality of mixed frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "294--314", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pettenuzzo:2016:MAM, author = "Davide Pettenuzzo and Allan Timmermann and Rossen Valkanov", title = "A {MIDAS} approach to modeling first and second moment dynamics", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "315--334", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Marcellino:2016:MFO, author = "Massimiliano Marcellino and Vasja Sivec", title = "Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural {FAVARs}", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "335--348", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oh:2016:HDC, author = "Dong Hwan Oh and Andrew J. Patton", title = "High-dimensional copula-based distributions with mixed frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "349--366", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300707", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreou:2016:UHF, author = "Elena Andreou", title = "On the use of high frequency measures of volatility in {MIDAS} regressions", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "367--389", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300719", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chambers:2016:ECT, author = "Marcus J. Chambers", title = "The estimation of continuous time models with mixed frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "390--404", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300720", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blasques:2016:WML, author = "F. Blasques and S. J. Koopman and M. Mallee and Z. Zhang", title = "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "405--417", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300732", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gotz:2016:TGC, author = "Thomas B. G{\"o}tz and Alain Hecq and Stephan Smeekes", title = "Testing for {Granger} causality in large mixed-frequency {VARs}", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "418--432", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300768", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qian:2016:CEM, author = "Hang Qian", title = "A computationally efficient method for vector autoregression with mixed frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "433--437", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300781", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zadrozny:2016:EYW, author = "Peter A. Zadrozny", title = "Extended {Yule--Walker} identification of {VARMA} models with single- or mixed-frequency data", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "438--446", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300793", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "193", number = "2", pages = "ifc--ifc", month = aug, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30111-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301117", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aigner:2016:O, author = "Dennis J. Aigner", title = "Obituary", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "iv--iv", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30130-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301300", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2016:MCB, author = "Xin Jin and John M. Maheu", title = "Modeling covariance breakdowns in multivariate {GARCH}", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "1--23", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Armstrong:2016:MAI, author = "Timothy B. Armstrong and Hock Peng Chan", title = "Multiscale adaptive inference on conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "24--43", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2016:LCQ, author = "Degui Li and Runze Li", title = "Local composite quantile regression smoothing for {Harris} recurrent {Markov} processes", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "44--56", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Khan:2016:IPD, author = "Shakeeb Khan and Maria Ponomareva and Elie Tamer", title = "Identification of panel data models with endogenous censoring", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "57--75", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2016:WNT, author = "Xianyang Zhang", title = "White noise testing and model diagnostic checking for functional time series", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "76--95", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aradillas-Lopez:2016:STM, author = "Andr{\'e}s Aradillas-L{\'o}pez and Amit Gandhi and Daniel Quint", title = "A simple test for moment inequality models with an application to {English} auctions", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "96--115", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300628", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2016:EDE, author = "Bent Jesper Christensen and Olaf Posch and Michel van der Wel", title = "Estimating dynamic equilibrium models using mixed frequency macro and financial data", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "116--137", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maller:2016:LSD, author = "Ross Maller and Steven Roberts and Rabee Tourky", title = "The large-sample distribution of the maximum {Sharpe} ratio with and without short sales", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "138--152", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300598", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2016:NTS, author = "Oliver Linton and Yoon-Jae Whang and Yu-Min Yen", title = "A nonparametric test of a strong leverage hypothesis", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "153--186", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.02.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301099", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2016:CMS, author = "Hongjun Li and Qi Li and Ruixuan Liu", title = "Consistent model specification tests based on $k$-nearest-neighbor estimation method", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "187--202", month = sep, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301075", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "194", number = "1", pages = "ifc--ifc", month = sep, year = "2016", 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"http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2016:FSR, author = "Rong Chen and Per Mykland and Qiwei Yao", title = "Financial Statistics and Risk Management: an Overview", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "203--204", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300896", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2016:ICA, author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu", title = "Increased correlation among asset classes: Are volatility or jumps to blame, or both?", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "205--219", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300902", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2016:UDT, author = "Donggyu Kim and Yazhen Wang", title = "Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "220--230", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300914", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2016:CSM, author = "Zhengjun Zhang and Bin Zhu", title = "Copula structured {M4} processes with application to high-frequency financial data", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "231--241", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300938", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", keywords = "M4 (multivariate maxima and moving maxima)", } @Article{Mykland:2016:BDC, author = "Per A. Mykland and Lan Zhang", title = "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "242--262", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300951", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2016:CAM, author = "Xialu Liu and Han Xiao and Rong Chen", title = "Convolutional autoregressive models for functional time series", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "263--282", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300963", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{He:2016:TSD, author = "Jing He and Song Xi Chen", title = "Testing super-diagonal structure in high dimensional covariance matrices", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "283--297", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300975", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2016:RIR, author = "Jianqing Fan and Fang Han and Han Liu and Byron Vickers", title = "Robust inference of risks of large portfolios", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "298--308", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616300987", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2016:SDP, author = "Jia Chen and Degui Li and Oliver Linton and Zudi Lu", title = "Semiparametric dynamic portfolio choice with multiple conditioning variables", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "309--318", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301002", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Conrad:2016:APG, author = "Christian Conrad and Enno Mammen", title = "Asymptotics for parametric {GARCH-in-Mean} models", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "319--329", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301014", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asimit:2016:TDM, author = "Alexandru V. Asimit and Russell Gerrard and Yanxi Hou and Liang Peng", title = "Tail dependence measure for examining financial extreme co-movements", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "330--348", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301026", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Duan:2016:LMA, author = "Jin-Chuan Duan", title = "Local-momentum autoregression and the modeling of interest rate term structure", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "349--359", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301038", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davis:2016:CMD, author = "Richard A. Davis and Stacey A. Hancock and Yi-Ching Yao", title = "On consistency of minimum description length model selection for piecewise autoregressions", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "360--368", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630104X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dou:2016:GYW, author = "Baojun Dou and Maria Lucia Parrella and Qiwei Yao", title = "Generalized {Yule--Walker} estimation for spatio-temporal models with unknown diagonal coefficients", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "369--382", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301051", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "194", number = "2", pages = "ifc--ifc", month = oct, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30139-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301397", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lewbel:2016:IAT, author = "Arthur Lewbel and Thomas Tao Yang", title = "Identifying the average treatment effect in ordered treatment models without unconfoundedness", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "1--22", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301063", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrikopoulos:2016:FDJ, author = "Andreas Andrikopoulos and Aristeidis Samitas and Konstantinos Kostaris", title = "Four decades of the Journal of Econometrics: Coauthorship patterns and networks", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "23--32", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.04.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630121X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2016:EEI, author = "Yingying Li and Shangyu Xie and Xinghua Zheng", title = "Efficient estimation of integrated volatility incorporating trading information", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "33--50", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301336", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2016:EJD, author = "Chenxu Li and Dachuan Chen", title = "Estimating jump-diffusions using closed-form likelihood expansions", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "51--70", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301348", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kock:2016:OIV, author = "Anders Bredahl Kock", title = "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "71--85", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2016:CVR, author = "Chuan-Sheng Wang and Zhibiao Zhao", title = "Conditional Value-at-Risk: Semiparametric estimation and inference", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "86--103", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630135X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shi:2016:EEH, author = "Zhentao Shi", title = "Econometric estimation with high-dimensional moment equalities", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "104--119", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301373", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Eggleston:2016:EDE, author = "Jonathan Eggleston", title = "An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "120--133", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301361", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2016:FCS, author = "Yiguo Sun", title = "Functional-coefficient spatial autoregressive models with nonparametric spatial weights", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "134--153", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630149X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lan:2016:TSR, author = "Wei Lan and Ping-Shou Zhong and Runze Li and Hansheng Wang and Chih-Ling Tsai", title = "Testing a single regression coefficient in high dimensional linear models", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "154--168", month = nov, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301087", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "195", number = "1", pages = "ifc--ifc", 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"http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:2016:DPT, author = "Myung Hwan Seo and Yongcheol Shin", title = "Dynamic panels with threshold effect and endogeneity", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "169--186", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301506", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DiTraglia:2016:UII, author = "Francis J. DiTraglia", title = "Using invalid instruments on purpose: Focused moment selection and averaging for {GMM}", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "187--208", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301518", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shonkwiler:2016:VTN, author = "J. S. Shonkwiler", title = "Variance of the truncated negative binomial distribution", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "209--210", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301610", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blasques:2016:SDS, author = "Francisco Blasques and Siem Jan Koopman and Andre Lucas and Julia Schaumburg", title = "Spillover dynamics for systemic risk measurement using spatial financial time series models", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "211--223", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301609", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Miyauchi:2016:SEP, author = "Yuhei Miyauchi", title = "Structural estimation of pairwise stable networks with nonnegative externality", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "224--235", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301592", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fox:2016:SNA, author = "Jeremy T. Fox and Kyoo il Kim and Chenyu Yang", title = "A simple nonparametric approach to estimating the distribution of random coefficients in structural models", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "236--254", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301622", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2016:ICC, author = "Heng Chen and Yanqin Fan and Ruixuan Liu", title = "Inference for the correlation coefficient between potential outcomes in the {Gaussian} switching regime model", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "255--270", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301634", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "ifc--ifc", month = dec, year = "2016", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30184-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301841", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2016:PD, author = "Anonymous", title = "Pages 169--270 ({December 2016})", journal = j-J-ECONOMETRICS, volume = "195", number = "2", pages = "??--??", month = dec, year = "2016", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:24 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Poirier:2017:EEM, author = "Alexandre Poirier", title = "Efficient estimation in models with independence restrictions", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "1--22", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301646", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pedersen:2017:ITB, author = "Rasmus S{\o}ndergaard Pedersen", title = "Inference and testing on the boundary in extended constant conditional correlation {GARCH} models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "23--36", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301658", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2017:ARD, author = "Jihyun Kim and Joon Y. Park", title = "Asymptotics for recurrent diffusions with application to high frequency regression", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "37--54", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S030440761630166X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2017:RWS, author = "Atsushi Inoue and Lu Jin and Barbara Rossi", title = "Rolling window selection for out-of-sample forecasting with time-varying parameters", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "55--67", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301713", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feng:2017:VCP, author = "Guohua Feng and Jiti Gao and Bin Peng and Xiaohui Zhang", title = "A varying-coefficient panel data model with fixed effects: Theory and an application to {US} commercial banks", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "68--82", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301786", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tu:2017:FCN, author = "Yundong Tu and Yanping Yi", title = "Forecasting cointegrated nonstationary time series with time-varying variance", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "83--98", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301798", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lieberman:2017:MSU, author = "Offer Lieberman and Peter C. B. Phillips", title = "A multivariate stochastic unit root model with an application to derivative pricing", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "99--110", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301695", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2017:SII, author = "Christian Gouri{\'e}roux and Alain Monfort and Jean-Paul Renne", title = "Statistical inference for independent component analysis: Application to structural {VAR} models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "111--126", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301749", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2017:NAM, author = "Yoosoon Chang and Yongok Choi and Joon Y. Park", title = "A new approach to model regime switching", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "127--143", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301671", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guerron-Quintana:2017:IRM, author = "Pablo Guerron-Quintana and Atsushi Inoue and Lutz Kilian", title = "Impulse response matching estimators for {DSGE} models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "144--155", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301762", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2017:ISC, author = "Shengjie Hong", title = "Inference in semiparametric conditional moment models with partial identification", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "156--179", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301816", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2017:ESS, author = "Peter C. B. Phillips and Degui Li and Jiti Gao", title = "Estimating smooth structural change in cointegration models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "180--195", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301804", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2017:IQE, author = "Kai Yang and Lung-fei Lee", title = "Identification and {QML} estimation of multivariate and simultaneous equations spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "196--214", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301683", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Galvao:2017:DRD, author = "Ana Beatriz Galv{\~a}o", title = "Data revisions and {DSGE} models", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "215--232", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616301701", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "ifc--ifc", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407616302056", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PJa, author = "Anonymous", title = "Pages 1--232 ({January 2017})", journal = j-J-ECONOMETRICS, volume = "196", number = "1", pages = "??--??", month = jan, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:04:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:AAZ, author = "Anonymous", title = "Announcement: {2016 Arnold Zellner Award}", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "iv--iv", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30227-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302275", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hallin:2017:RES, author = "Marc Hallin and Davide {La Vecchia}", title = "R-estimation in 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"http://www.sciencedirect.com/science/article/pii/S0304407616301750", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2017:IBM, author = "Donald W. 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Andrews and Xiaoxia Shi", title = "Inference based on many conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "275--287", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301774", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lanne:2017:IEN, author = "Markku Lanne and Mika Meitz and Pentti Saikkonen", title = "Identification and estimation of non-{Gaussian} structural vector autoregressions", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "288--304", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301828", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2017:TCE, author = "C. Francq and M. D. Jim{\'e}nez-Gamero and S. G. 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Kaplan", title = "Fractional order statistic approximation for nonparametric conditional quantile inference", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "331--346", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301944", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boudt:2017:PSI, author = "Kris Boudt and S{\'e}bastien Laurent and Asger Lunde and Rogier Quaedvlieg and Orimar Sauri", title = "Positive semidefinite integrated covariance estimation, factorizations and asynchronicity", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "347--367", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.09.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301956", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chuang:2017:TCD, author = "O-Chia Chuang and Chung-Ming Kuan and Larry Y. Tzeng", title = "Testing for central dominance: Method and application", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "368--378", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301968", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "ifc--ifc", month = feb, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(16)30221-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302214", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PF, author = "Anonymous", title = "Pages 233--378 ({February 2017})", journal = j-J-ECONOMETRICS, volume = "196", number = "2", pages = "??--??", month = feb, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:25 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Romano:2017:RWL, author = "Joseph P. Romano and Michael Wolf", title = "Resurrecting weighted least squares", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "1--19", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761630197X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Potiron:2017:EIQ, author = "Yoann Potiron and Per A. Mykland", title = "Estimation of integrated quadratic covariation with endogenous sampling times", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "20--41", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301981", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2017:PIF, author = "Yanqin Fan and Emmanuel Guerre and Dongming Zhu", title = "Partial identification of functionals of the joint distribution of ``potential outcomes''", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "42--59", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616301993", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Karabiyik:2017:RRC, author = "Hande Karabiyik and Simon Reese and Joakim Westerlund", title = "On the role of the rank condition in {CCE} estimation of factor-augmented panel regressions", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "60--64", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302007", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2017:EAT, author = "Kathleen T. Li and David R. Bell", title = "Estimation of average treatment effects with panel data: Asymptotic theory and implementation", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "65--75", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302019", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2017:DNF, author = "Hongjun Li and Qi Li and Yutang Shi", title = "Determining the number of factors when the number of factors can increase with sample size", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "76--86", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302020", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2017:IEL, author = "Badi H. Baltagi and Chihwa Kao and Fa Wang", title = "Identification and estimation of a large factor model with structural instability", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "87--100", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302032", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Massacci:2017:LSE, author = "Daniele Massacci", title = "Least squares estimation of large dimensional threshold factor models", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "101--129", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302111", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hounyo:2017:BIC, author = "Ulrich Hounyo", title = "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "130--152", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302123", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kawaguchi:2017:TRR, author = "Kohei Kawaguchi", title = "Testing rationality without restricting heterogeneity", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "153--171", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302135", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "ifc--ifc", month = mar, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30005-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300052", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PMa, author = "Anonymous", title = "Pages 1--172 ({March 2017})", journal = j-J-ECONOMETRICS, volume = "197", number = "1", pages = "??--??", month = mar, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:26 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Qu:2017:QES, author = "Xi Qu and Lung-fei Lee and Jihai Yu", title = "{QML} estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "173--201", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302147", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ghanem:2017:TIA, author = "Dalia Ghanem", title = "Testing identifying assumptions in nonseparable panel data models", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "202--217", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302159", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2017:MBL, author = "Bent Jesper Christensen and Rasmus Tangsgaard Varneskov", title = "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "218--244", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302160", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2017:IHF, author = "K. Christensen and M. Podolskij and N. Thamrongrat and B. Veliyev", title = "Inference from high-frequency data: a subsampling approach", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "245--272", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.07.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302172", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ho:2017:BMR, author = "Chi-san Ho and Paul Damien and Stephen Walker", title = "{Bayesian} mode regression using mixtures of triangular densities", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "273--283", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302184", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacod:2017:TNC, author = "Jean Jacod and Claudia Kl{\"u}ppelberg and Gernot M{\"u}ller", title = "Testing for non-correlation between price and volatility jumps", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "284--297", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302196", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2017:FBV, author = "Min Seong Kim and Yixiao Sun and Jingjing Yang", title = "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "298--322", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302305", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shi:2017:SDP, author = "Wei Shi and Lung-fei Lee", title = "Spatial dynamic panel data models with interactive fixed effects", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "323--347", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302317", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Perera:2017:FTP, author = "Indeewara Perera and Hira L. Koul", title = "Fitting a two phase threshold multiplicative error model", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "348--367", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407616302329", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2017:SWL, author = "Yaxing Yang and Shiqing Ling", title = "Self-weighted {LAD}-based inference for heavy-tailed threshold autoregressive models", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "368--381", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300015", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "ifc--ifc", month = apr, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30026-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730026X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PA, author = "Anonymous", title = "Pages 173--382 ({April 2017})", journal = j-J-ECONOMETRICS, volume = "197", number = "2", pages = "??--??", month = apr, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chevillon:2017:LCG, author = "Guillaume Chevillon and Sophocles Mavroeidis", title = "Learning can generate long memory", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "1--9", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300027", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hounyo:2017:LSB, author = "Ulrich Hounyo and Rasmus T. Varneskov", title = "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "10--28", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300039", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2017:SCT, author = "Tao Chen and Gautam Tripathi", title = "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "29--40", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300118", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sianesi:2017:ERB, author = "Barbara Sianesi", title = "Evidence of randomisation bias in a large-scale social experiment: The case of {ERA}", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "41--64", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730012X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2017:SIU, author = "Chao Yang and Lung-fei Lee", title = "Social interactions under incomplete information with heterogeneous expectations", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "65--83", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300131", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2017:TVF, author = "Liangjun Su and Xia Wang", title = "On time-varying factor models: Estimation and testing", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "84--101", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300143", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2017:FED, author = "Kunpeng Li", title = "Fixed-effects dynamic spatial panel data models and impulse response analysis", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "102--121", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caporin:2017:CVP, author = "Massimiliano Caporin and Eduardo Rossi and Paolo Santucci de Magistris", title = "Chasing volatility: a persistent multiplicative error model with jumps", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "122--145", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300192", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Firpo:2017:MEQ, author = "Sergio Firpo and Antonio F. Galvao and Suyong Song", title = "Measurement errors in quantile regression models", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "146--164", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300209", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cavaliere:2017:QML, author = "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and A. M. Robert Taylor", title = "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "165--188", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300234", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "ifc--ifc", month = may, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30036-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300362", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PMb, author = "Anonymous", title = "Pages 1--188 ({May 2017})", journal = j-J-ECONOMETRICS, volume = "198", number = "1", pages = "??--??", month = may, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:27 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kristensen:2017:HOP, author = "Dennis Kristensen and Bernard Salani{\'e}", title = "Higher-order properties of approximate estimators", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "189--208", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300155", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Halunga:2017:HRB, author = "Andreea G. Halunga and Chris D. Orme and Takashi Yamagata", title = "A heteroskedasticity robust {Breusch--Pagan} test for Contemporaneous correlation in dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "209--230", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2016.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goncalves:2017:TEA, author = "S{\'\i}lvia Gon{\c{c}}alves and Michael W. McCracken and Benoit Perron", title = "Tests of equal accuracy for nested models with estimated factors", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "231--252", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300180", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arvanitis:2017:TPM, author = "Stelios Arvanitis and Nikolas Topaloglou", title = "Testing for prospect and {Markowitz} stochastic dominance efficiency", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "253--270", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300210", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mosconi:2017:ICS, author = "Rocco Mosconi and Paolo Paruolo", title = "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "271--276", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300222", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hwang:2017:AFT, author = "Jungbin Hwang and Yixiao Sun", title = "Asymptotic F and t tests in an efficient {GMM} setting", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "277--295", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300246", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "ifc--ifc", month = jun, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30049-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300490", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PJb, author = "Anonymous", title = "Pages 189--296 ({June 2017})", journal = j-J-ECONOMETRICS, volume = "198", number = "2", pages = "??--??", month = jun, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Haldrup:2017:LMF, author = "Niels Haldrup and J. Eduardo Vera Vald{\'e}s", title = "Long memory, fractional integration, and cross-sectional aggregation", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "1--11", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300428", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Malikov:2017:SET, author = "Emir Malikov and Yiguo Sun", title = "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "12--34", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730043X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Torgovitsky:2017:MDI, author = "Alexander Torgovitsky", title = "Minimum distance from independence estimation of nonseparable instrumental variables models", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "35--48", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300441", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Al-Sadoon:2017:UTT, author = "Majid M. Al-Sadoon", title = "A unifying theory of tests of rank", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "49--62", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300453", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2017:IGB, author = "Sukjin Han and Edward J. Vytlacil", title = "Identification in a generalization of bivariate probit models with dummy endogenous regressors", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "63--73", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300465", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forni:2017:DFM, author = "Mario Forni and Marc Hallin and Marco Lippi and Paolo Zaffaroni", title = "Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "74--92", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300477", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "ifc--ifc", month = jul, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30057-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730057X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PJc, author = "Anonymous", title = "Pages 1--92 ({July 2017})", journal = j-J-ECONOMETRICS, volume = "199", number = "1", pages = "??--??", month = jul, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Slottje:2017:CME, author = "Dan Slottje", title = "The creative mind in econometrics: Studies in celebration of {Robert} {Basmann}'s 90th year on causation, identification and structural equation estimation", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "93--95", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300647", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Phillips:2017:SIR, author = "Peter C. B. Phillips and Wayne Yuan Gao", title = "Structural inference from reduced forms with many instruments", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "96--116", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300659", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Maasoumi:2017:WCW, author = "Esfandiar Maasoumi and Le Wang", title = "What can we learn about the racial gap in the presence of sample selection?", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "117--130", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300660", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amsler:2017:EEV, author = "Christine Amsler and Artem Prokhorov and Peter Schmidt", title = "Endogenous environmental variables in stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "131--140", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300672", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McDonough:2017:MDI, author = "Ian K. McDonough and Daniel L. Millimet", title = "Missing data, imputation, and endogeneity", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "141--155", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300684", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Das:2017:ELF, author = "Tirthatanmoy Das and Solomon W. Polachek", title = "Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "156--172", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300696", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirschberg:2017:IIE, author = "Joe Hirschberg and Jenny Lye", title = "Inverting the indirect --- The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "173--183", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300702", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2017:DFL, author = "Badi H. Baltagi and Peter H. Egger and Michaela Kesina", title = "Determinants of firm-level domestic sales and exports with spillovers: Evidence from {China}", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "184--201", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300714", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Asai:2017:RSV, author = "Manabu Asai and Chia-Lin Chang and Michael McAleer", title = "Realized stochastic volatility with general asymmetry and long memory", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "202--212", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300726", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2017:ECB, author = "Donald W. K. Andrews", title = "Examples of {$ L^2 $}-complete and boundedly-complete distributions", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "213--220", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300738", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ryu:2017:MEE, author = "Hang K. Ryu and Daniel J. Slottje", title = "Maximum entropy estimation of income distributions from {Basmann}'s weighted geometric mean measure", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "221--231", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730074X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "199", number = "2", pages = "ifc--ifc", month = aug, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30107-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:29 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301070", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Parente:2017:TAC, author = "Paulo M. D. C. Parente and Richard J. Smith", title = "Tests of additional conditional moment restrictions", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "1--16", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300349", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McCloskey:2017:BBS, author = "Adam McCloskey", title = "{Bonferroni}-based size-correction for nonstandard testing problems", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "17--35", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300556", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2017:AEC, author = "Jia Li and Viktor Todorov and George Tauchen", title = "Adaptive estimation of continuous-time regression models using high-frequency data", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "36--47", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300635", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2017:ICI, author = "Yingyao Hu and Susanne M. Schennach and Ji-Liang Shiu", title = "Injectivity of a class of integral operators with compactly supported kernels", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "48--58", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300751", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2017:IPD, author = "Jushan Bai and Yuan Liao", title = "Inferences in panel data with interactive effects using large covariance matrices", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "59--78", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300763", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2017:MFA, author = "Richard Y. Chen and Per A. Mykland", title = "Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "79--103", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300775", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dong:2017:STN, author = "Chaohua Dong and Jiti Gao and Dag Tj{\o}stheim and Jiying Yin", title = "Specification testing for nonlinear multivariate cointegrating regressions", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "104--117", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300787", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2017:NVA, author = "Christian Gourieroux and Joann Jasiak", title = "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "118--134", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300799", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kheifets:2017:NGF, author = "Igor Kheifets and Carlos Velasco", title = "New goodness-of-fit diagnostics for conditional discrete response models", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "135--149", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300805", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "ifc--ifc", month = sep, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30121-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301215", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PS, author = "Anonymous", title = "Pages 1--150 ({September 2017})", journal = j-J-ECONOMETRICS, volume = "200", number = "1", pages = "??--??", month = sep, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2017:MEM, author = "Yingyao Hu and Tom Wansbeek", title = "Measurement error models: {Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "151--153", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300817", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hu:2017:EUA, author = "Yingyao Hu", title = "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "154--168", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300830", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meijer:2017:CEL, author = "Erik Meijer and Laura Spierdijk and Tom Wansbeek", title = "Consistent estimation of linear panel data models with measurement error", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "169--180", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300842", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gospodinov:2017:SMD, author = "Nikolay Gospodinov and Ivana Komunjer and Serena Ng", title = "Simulated minimum distance estimation of dynamic models with errors-in-variables", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "181--193", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300854", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Garcia:2017:STU, author = "Tanya P. Garcia and Yanyuan Ma", title = "Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "194--206", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300908", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ben-Moshe:2017:IAP, author = "Dan Ben-Moshe and Xavier D'Haultf{\oe}uille and Arthur Lewbel", title = "Identification of additive and polynomial models of mismeasured regressors without instruments", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "207--222", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300921", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chesher:2017:UEM, author = "Andrew Chesher", title = "Understanding the effect of measurement error on quantile regressions", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "223--237", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300933", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:2017:IVE, author = "Jinyong Hahn and Geert Ridder", title = "Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "238--250", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300945", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2017:MIE, author = "Nayoung Lee and Hyungsik Roger Moon and Qiankun Zhou", title = "Many {IVs} estimation of dynamic panel regression models with measurement error", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "251--259", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300957", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davezies:2017:RDD, author = "Laurent Davezies and Thomas {Le Barbanchon}", title = "Regression discontinuity design with continuous measurement error in the running variable", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "260--281", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300969", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollinger:2017:BMB, author = "Christopher R. Bollinger and Martijn van Hasselt", title = "{Bayesian} moment-based inference in a regression model with misclassification error", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "282--294", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300970", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Meyer:2017:MBC, author = "Bruce D. Meyer and Nikolas Mittag", title = "Misclassification in binary choice models", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "295--311", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300982", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2017:SIB, author = "Xiaohong Chen and Oliver Linton and Yanping Yi", title = "Semiparametric identification of the bid-ask spread in extended Roll models", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "312--325", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300994", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{An:2017:IFP, author = "Yonghong An", title = "Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "326--343", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Battistin:2017:CRA, author = "Erich Battistin and Michele {De Nadai} and Daniela Vuri", title = "Counting rotten apples: Student achievement and score manipulation in {Italian} elementary Schools", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "344--362", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730101X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Arulampalam:2017:MHD, author = "Wiji Arulampalam and Valentina Corradi and Daniel Gutknecht", title = "Modeling heaped duration data: an application to neonatal mortality", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "363--377", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301021", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Drerup:2017:PSD, author = "Tilman Drerup and Benjamin Enke and Hans-Martin von Gaudecker", title = "The precision of subjective data and the explanatory power of economic models", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "378--389", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301033", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "200", number = "2", pages = "ifc--ifc", month = oct, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30132-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:30 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730132X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2017:RDC, author = "Ke-Li Xu", title = "Regression discontinuity with categorical outcomes", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "1--18", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301471", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Shephard:2017:EAM, author = "Neil Shephard and Dacheng Xiu", title = "Econometric analysis of multivariate realised {QML}: Estimation of the covariation of equity prices under asynchronous trading", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "19--42", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301434", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dovonon:2017:BGO, author = "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves", title = "Bootstrapping the {GMM} overidentification test under first-order underidentification", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "43--71", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301197", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Racine:2017:NCQ, author = "Jeffrey S. Racine and Kevin Li", title = "Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "72--94", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301185", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Krief:2017:DIN, author = "Jerome M. Krief", title = "Direct instrumental nonparametric estimation of inverse regression functions", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "95--107", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301173", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horowitz:2017:NEI, author = "Joel L. Horowitz and Sokbae Lee", title = "Nonparametric estimation and inference under shape restrictions", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "108--126", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301057", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chaker:2017:HFE, author = "Selma Chaker", title = "On high frequency estimation of the frictionless price: The use of observed liquidity variables", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "127--143", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301045", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hoderlein:2017:TMR, author = "Stefan Hoderlein and Hajo Holzmann and Alexander Meister", title = "The triangular model with random coefficients", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "144--169", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617300829", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Karlsson:2017:CBR, author = "Sune Karlsson", title = "Corrigendum to {``Bayesian reduced rank regression in econometrics'' [J. Econometrics 75 (1996) 121--146]}", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "170--171", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2012.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002754", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "ifc--ifc", month = nov, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30182-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301823", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:PN, author = "Anonymous", title = "Pages 1--172 ({November 2017})", journal = j-J-ECONOMETRICS, volume = "201", number = "1", pages = "??--??", month = nov, year = "2017", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Darolles:2017:EI, author = "S. Darolles and Alain Monfort and Eric Renault", title = "{Editors}' introduction", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "173--175", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301483", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2017:DIV, author = "Patrick Gagliardini and Christian Gouri{\'e}roux", title = "Double instrumental variable estimation of interaction models with big data", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "176--197", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301495", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:2017:BES, author = "A. Ronald Gallant and Raffaella Giacomini and Giuseppe Ragusa", title = "{Bayesian} estimation of state space models using moment conditions", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "198--211", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301501", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frazier:2017:ETS, author = "David T. Frazier and Eric Renault", title = "Efficient two-step estimation via targeting", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "212--227", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davidson:2017:DMB, author = "Russell Davidson", title = "A discrete model for bootstrap iteration", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "228--236", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bonhomme:2017:NEN, author = "St{\'e}phane Bonhomme and Koen Jochmans and Jean-Marc Robin", title = "Nonparametric estimation of non-exchangeable latent-variable models", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "237--248", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2017:RIB, author = "Nianqing Liu and Quang Vuong and Haiqing Xu", title = "Rationalization and identification of binary games with correlated types", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "249--268", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Benatia:2017:FLR, author = "David Benatia and Marine Carrasco and Jean-Pierre Florens", title = "Functional linear regression with functional response", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "269--291", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2017:SFU, author = "Jianqing Fan and Lingzhou Xue and Jiawei Yao", title = "Sufficient forecasting using factor models", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "292--306", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barigozzi:2017:GDF, author = "Matteo Barigozzi and Marc Hallin", title = "Generalized dynamic factor models and volatilities: estimation and forecasting", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "307--321", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301628", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2017:RTF, author = "Francis X. Diebold and Frank Schorfheide and Minchul Shin", title = "Real-time forecast evaluation of {DSGE} models with stochastic volatility", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "322--332", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730163X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Engle:2017:SGL, author = "Robert Engle and Guillaume Roussellet and Emil Siriwardane", title = "Scenario generation for long run interest rate risk assessment", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "333--347", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301641", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Monfort:2017:SZA, author = "Alain Monfort and Fulvio Pegoraro and Jean-Paul Renne and Guillaume Roussellet", title = "Staying at zero with affine processes: an application to term structure modelling", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "348--366", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Darolles:2017:MDH, author = "Serge Darolles and Ga{\"e}lle {Le Fol} and Gulten Mero", title = "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "367--383", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301665", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2017:UPC, author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu", title = "Using principal component analysis to estimate a high dimensional factor model with high-frequency data", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "384--399", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301677", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2017:ICS, author = "Ye Chen and Peter C. B. Phillips and Jun Yu", title = "Inference in continuous systems with mildly explosive regressors", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "400--416", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2017:MSJ, author = "Jia Li and Viktor Todorov and George Tauchen and Rui Chen", title = "Mixed-scale jump regressions with bootstrap inference", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "417--432", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301690", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2017:EBl, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "201", number = "2", pages = "ifc--ifc", month = dec, year = "2017", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30196-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:31 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301963", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:ZGM, author = "Dong Li and Xingfa Zhang and Ke Zhu and Shiqing Ling", title = "The {ZD-GARCH} model: a new way to study heteroscedasticity", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "1--17", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301926", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dungey:2018:TME, author = "Mardi Dungey and Deniz Erdemlioglu and Marius Matei and Xiye Yang", title = "Testing for mutually exciting jumps and financial flights in high frequency data", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "18--44", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301914", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cho:2018:PGT, author = "Jin Seo Cho and Peter C. B. Phillips", title = "{Pythagorean} generalization of testing the equality of two symmetric positive definite matrices", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "45--56", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301902", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tang:2018:ETL, author = "Niansheng Tang and Xiaodong Yan and Puying Zhao", title = "Exponentially tilted likelihood inference on growing dimensional unconditional moment models", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "57--74", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301719", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dias:2018:EFV, author = "Gustavo Fruet Dias and George Kapetanios", title = "Estimation and forecasting in vector autoregressive moving average models for rich datasets", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "75--91", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301707", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gupta:2018:PML, author = "Abhimanyu Gupta and Peter M. Robinson", title = "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "92--107", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301458", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Baltagi:2018:RLS, author = "Badi H. Baltagi and Georges Bresson and Anoop Chaturvedi and Guy Lacroix", title = "Robust linear static panel data models using $ \epsilon $-contamination", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "108--123", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617301446", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "ifc--ifc", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "https://www.sciencedirect.com/science/article/pii/S0304407617302130", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PJa, author = "Anonymous", title = "Pages 1--124 ({January 2018})", journal = j-J-ECONOMETRICS, volume = "202", number = "1", pages = "??--??", month = jan, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Thu Mar 7 06:07:28 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "ii--ii", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(17)30250-6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302506", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Han:2018:EID, author = "Xu Han", title = "Estimation and inference of dynamic structural factor models with over-identifying restrictions", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "125--147", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301896", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2018:NIE, author = "Songnian Chen and Yahong Zhou and Yuanyuan Ji", title = "Nonparametric identification and estimation of sample selection models under symmetry", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "148--160", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617301938", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Belotti:2018:CIF, author = "Federico Belotti and Giuseppe Ilardi", title = "Consistent inference in fixed-effects stochastic frontier models", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "161--177", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730194X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hwang:2018:TSS, author = "Eunju Hwang and Dong Wan Shin", title = "Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "178--195", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302099", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2018:SLM, author = "Ying Zhu", title = "Sparse linear models and $ l_1$-regularized {2SLS} with high-dimensional endogenous regressors and instruments", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "196--213", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302105", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Johansen:2018:CVA, author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen", title = "The cointegrated vector autoregressive model with general deterministic terms", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "214--229", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302117", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:2018:EEC, author = "Huazhen Lin and Lixian Pan and Shaogao Lv and Wenyang Zhang", title = "Efficient estimation and computation for the generalised additive models with unknown link function", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "230--244", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302208", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2018:NTS, author = "Bin Chen and Liquan Huang", title = "Nonparametric testing for smooth structural changes in panel data models", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "245--267", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730221X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Breunig:2018:NEC, author = "Christoph Breunig and Enno Mammen and Anna Simoni", title = "Nonparametric estimation in case of endogenous selection", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "268--285", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302221", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pei:2018:NFE, author = "Youquan Pei and Tao Huang and Jinhong You", title = "Nonparametric fixed effects model for panel data with locally stationary regressors", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "286--305", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.06.023", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302233", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ichimura:2018:CCA, author = "Hidehiko Ichimura and Sokbae Lee", title = "Corrigendum to {``Characterization of the asymptotic distribution of semiparametric $M$-estimators'' [J. Econometrics {\bf 159} (2) (2010) 252--266]}", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "306--307", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Ichimura:2010:CAD}.", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730146X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:Aa, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "308--308", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302300", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:Ab, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "309--309", month = feb, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302312", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PF, author = "Anonymous", title = "Pages 125--310 ({February 2018})", journal = j-J-ECONOMETRICS, volume = "202", number = "2", pages = "??--??", month = feb, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:32 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "ii--ii", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30013-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300137", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2018:SWM, author = "Xinyu Zhang and Jihai Yu", title = "Spatial weights matrix selection and model averaging for spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "1--18", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.05.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302245", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:2018:BAE, author = "A. Ronald Gallant and Han Hong and Ahmed Khwaja", title = "A {Bayesian} approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "19--32", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302336", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sibbertsen:2018:MTA, author = "Philipp Sibbertsen and Christian Leschinski and Marie Busch", title = "A multivariate test against spurious long memory", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "33--49", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302324", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yu:2018:TRE, author = "Ping Yu and Peter C. 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Phillips", title = "Threshold regression with endogeneity", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "50--68", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302348", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2018:ATL, author = "Donggyu Kim and Xin-Bing Kong and Cui-Xia Li and Yazhen Wang", title = "Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "69--79", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302270", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gupta:2018:ASS, author = "Abhimanyu Gupta", title = "Autoregressive spatial spectral estimates", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "80--95", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302361", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2018:SML, author = "Xingbai Xu and Lung-fei Lee", title = "Sieve maximum likelihood estimation of the spatial autoregressive {Tobit} model", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "96--112", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302385", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cizek:2018:IEN, author = "Pavel C{\'\i}zek and Jinghua Lei", title = "Identification and estimation of nonseparable single-index models in panel data with correlated random effects", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "113--128", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302257", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DHaultfoeuille:2018:EQR, author = "Xavier D'Haultf{\oe}uille and Arnaud Maurel and Yichong Zhang", title = "Extremal quantile regressions for selection models and the black-white wage gap", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "129--142", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302269", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Caner:2018:AHC, author = "Mehmet Caner and Anders Bredahl Kock", title = "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "143--168", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302282", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gupta:2018:NST, author = "Abhimanyu Gupta", title = "Nonparametric specification testing via the trinity of tests", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "169--185", month = mar, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302403", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PMa, author = "Anonymous", title = "Pages 1--186 ({March 2018})", journal = j-J-ECONOMETRICS, volume = "203", number = "1", pages = "??--??", month = mar, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:33 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "ii--ii", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30024-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300241", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:UAV, author = "Yingying Li and Zhiyuan Zhang and Yichu Li", title = "A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "187--222", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302294", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:AIA, author = "Jia Li and Andrew J. Patton", title = "Asymptotic inference about predictive accuracy using high frequency data", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "223--240", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761730235X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Armstrong:2018:CTS, author = "Timothy B. Armstrong", title = "On the choice of test statistic for conditional moment inequalities", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "241--255", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302373", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boswijk:2018:TSE, author = "H. Peter Boswijk and Roger J. A. Laeven and Xiye Yang", title = "Testing for self-excitation in jumps", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "256--266", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302397", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kalli:2018:BNV, author = "Maria Kalli and Jim E. Griffin", title = "{Bayesian} nonparametric vector autoregressive models", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "267--282", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302415", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Botosaru:2018:NHP, author = "Irene Botosaru and Yuya Sasaki", title = "Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "283--296", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302427", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Amengual:2018:RPU, author = "Dante Amengual and Dacheng Xiu", title = "Resolution of policy uncertainty and sudden declines in volatility", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "297--315", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302439", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gafarov:2018:DMI, author = "Bulat Gafarov and Matthias Meier and Jos{\'e} Luis Montiel Olea", title = "Delta-method inference for a class of set-identified {SVARs}", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "316--327", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302440", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2018:IEI, author = "Ruli Xiao", title = "Identification and estimation of incomplete information games with multiple equilibria", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "328--343", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302452", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hirukawa:2018:CEL, author = "Masayuki Hirukawa and Artem Prokhorov", title = "Consistent estimation of linear regression models using matched data", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "344--358", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407617302464", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2018:EIF, author = "Yiguo Sun and Emir Malikov", title = "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "359--378", month = apr, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300010", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PAa, author = "Anonymous", title = "Pages 187--378 ({April 2018})", journal = j-J-ECONOMETRICS, volume = "203", number = "2", pages = "??--??", month = apr, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "ii--ii", month = may, year = 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Magnus and Franco Peracchi", title = "Weighted-average least squares estimation of generalized linear models", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "1--17", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2018:EIV, author = "Zhi Liu and Xin-Bing Kong and Bing-Yi Jing", title = "Estimating the integrated volatility using high-frequency data with zero durations", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "18--32", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300046", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giesecke:2018:FLP, author = "Kay Giesecke and Gustavo Schwenkler", title = "Filtered likelihood for point processes", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "33--53", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300058", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chevillon:2018:GUF, author = "Guillaume Chevillon and Alain Hecq and S{\'e}bastien Laurent", title = "Generating univariate fractional integration within a large {VAR(1)}", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "54--65", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830006X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Oka:2018:TCB, author = "Tatsushi Oka and Pierre Perron", title = "Testing for common breaks in a multiple equations system", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "66--85", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300071", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kolesar:2018:MDA, author = "Michal Koles{\'a}r", title = "Minimum distance approach to inference with many instruments", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "86--100", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300083", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Georgiev:2018:TPI, author = "Iliyan Georgiev and David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Testing for parameter instability in predictive regression models", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "101--118", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300095", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Freyberger:2018:UCB, author = "Joachim Freyberger and Yoshiyasu Rai", title = "Uniform confidence bands: Characterization and optimality", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "119--130", month = may, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300174", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PMb, author = "Anonymous", title = "Pages 1--130 ({May 2018})", journal = j-J-ECONOMETRICS, volume = "204", number = "1", pages = "??--??", month = may, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:34 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "ii--ii", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30064-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300642", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Atkinson:2018:SIE, author = "Scott E. Atkinson and Daniel Primont and Mike G. Tsionas", title = "Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "131--146", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.12.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300162", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2018:AID, author = "Yoon-Jin Lee and Ryo Okui and Mototsugu Shintani", title = "Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "147--158", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300186", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2018:EPR, author = "Soohun Kim and Georgios Skoulakis", title = "Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "159--188", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300198", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Aryal:2018:ERA, author = "Gaurab Aryal and Serafin Grundl and Dong-Hyuk Kim and Yu Zhu", title = "Empirical relevance of ambiguity in first-price auctions", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "189--206", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300204", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2018:EPS, author = "Ying-Ying Lee", title = "Efficient propensity score regression estimators of multivalued treatment effects for the treated", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "207--222", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300290", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Darolles:2018:ACG, author = "Serge Darolles and Christian Francq and S{\'e}bastien Laurent", title = "Asymptotics of {Cholesky} {GARCH} models and time-varying conditional betas", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "223--247", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300307", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Corradi:2018:TJJ, author = "Valentina Corradi and Mervyn J. Silvapulle and Norman R. Swanson", title = "Testing for jumps and jump intensity path dependence", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "248--267", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300319", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Antoine:2018:EET, author = "Bertille Antoine and Otilia Boldea", title = "Efficient estimation with time-varying information and the New {Keynesian} {Phillips} Curve", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "268--300", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300320", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kong:2018:TAC, author = "Xin-Bing Kong and Cheng Liu", title = "Testing against constant factor loading matrix with large panel high-frequency data", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "301--319", month = jun, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300393", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PJb, author = "Anonymous", title = "Pages 131--320 ({June 2018})", journal = j-J-ECONOMETRICS, volume = "204", number = "2", pages = "??--??", month = jun, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "ii--ii", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30074-5", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300745", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Halbleib:2018:IAE, author = "Roxana Halbleib and Dennis Kristensen and Eric Renault and David Veredas", title = "Issue of the Annals of Econometrics on Indirect Estimation Methods in Finance and Economics", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "1--5", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300411", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Grammig:2018:TSI, author = "Joachim Grammig and Eva-Maria K{\"u}chlin", title = "A two-step indirect inference approach to estimate the long-run risk asset pricing model", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "6--33", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300423", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blasques:2018:PII, author = "Francisco Blasques and Artem Duplinskiy", title = "Penalized indirect inference", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "34--54", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300435", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chaudhuri:2018:IIE, author = "Saraswata Chaudhuri and David T. Frazier and Eric Renault", title = "Indirect Inference with endogenously missing exogenous variables", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "55--75", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300447", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dovonon:2018:APG, author = "Prosper Dovonon and Alastair R. Hall", title = "The asymptotic properties of {GMM} and indirect inference under second-order identification", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "76--111", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300459", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Forneron:2018:ASE, author = "Jean-Jacques Forneron and Serena Ng", title = "The {ABC} of simulation estimation with auxiliary statistics", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "112--139", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300460", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gallant:2018:EBM, author = "A. Ronald Gallant and George Tauchen", title = "Exact {Bayesian} moment based inference for the distribution of the small-time movements of an {It{\^o}} semimartingale", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "140--155", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300472", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jiang:2018:NDT, author = "Liang Jiang and Xiaohu Wang and Jun Yu", title = "New distribution theory for the estimation of structural break point in mean", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "156--176", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300484", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bruins:2018:GII, author = "Marianne Bruins and James A. Duffy and Michael P. Keane and Anthony A. Smith", title = "Generalized indirect inference for discrete choice models", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "177--203", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300496", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Golombek:2018:EDS, author = "Rolf Golombek and Arvid Raknerud", title = "Exit dynamics of start-up firms: Structural estimation using indirect inference", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "204--225", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300502", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gourieroux:2018:MNO, author = "Christian Gourieroux and Joann Jasiak", title = "Misspecification of noncausal order in autoregressive processes", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "226--248", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300514", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fiorentini:2018:SEA, author = "Gabriele Fiorentini and Alessandro Galesi and Enrique Sentana", title = "A spectral {EM} algorithm for dynamic factor models", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "249--279", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300526", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Calzolari:2018:ESL, author = "Giorgio Calzolari and Roxana Halbleib", title = "Estimating stable latent factor models by indirect inference", journal = j-J-ECONOMETRICS, volume = "205", number = "1", pages = "280--301", month = jul, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:35 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300538", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "ii--ii", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30086-1", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300861", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zincenko:2018:NEF, author = "Federico Zincenko", title = "Nonparametric estimation of first-price auctions with risk-averse bidders", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "303--335", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830054X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2018:DPS, author = "Kim Christensen and Ulrich Hounyo and Mark Podolskij", title = "Is the diurnal pattern sufficient to explain intraday variation in volatility? {A} nonparametric assessment", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "336--362", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300551", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lin:2018:REE, author = "Huazhen Lin and Fanyin Zhou and Qiuxia Wang and Ling Zhou and Jing Qin", title = "Robust and efficient estimation for the treatment effect in causal inference and missing data problems", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "363--380", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300563", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Francq:2018:ERV, author = "Christian Francq and Jean-Michel Zako{\"\i}an", title = "Estimation risk for the {VaR} of portfolios driven by semi-parametric multivariate models", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "381--401", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300575", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hillier:2018:EHO, author = "Grant Hillier and Federico Martellosio", title = "Exact and higher-order properties of the {MLE} in spatial autoregressive models, with applications to inference", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "402--422", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300587", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2018:UEF, author = "Zhenlin Yang", title = "Unified {$M$}-estimation of fixed-effects spatial dynamic models with short panels", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "423--447", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300599", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Vikstrom:2018:BTE, author = "Johan Vikstr{\"o}m and Geert Ridder and Martin Weidner", title = "Bounds on treatment effects on transitions", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "448--469", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.11.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300605", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mao:2018:STI, author = "Guangyu Mao and Zhengjun Zhang", title = "Stochastic tail index model for high frequency financial data with {Bayesian} analysis", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "470--487", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300678", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Patra:2018:CBP, author = "Rohit Kumar Patra and Emilio Seijo and Bodhisattva Sen", title = "A consistent bootstrap procedure for the maximum score estimator", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "488--507", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.04.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830068X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Davis:2018:ITP, author = "Richard A. Davis and Holger Drees and Johan Segers and Michal Warchol", title = "Inference on the tail process with application to financial time series modeling", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "508--525", month = aug, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300691", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PAb, author = "Anonymous", title = "Pages 303--526 ({August 2018})", journal = j-J-ECONOMETRICS, volume = "205", number = "2", pages = "??--??", month = aug, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "ii--ii", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30137-4", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301374", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2018:PII, author = "Yanqin Fan and Ruixuan Liu", title = "Partial identification and inference in censored quantile regression", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "1--38", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.04.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300708", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2018:BSB, author = "Le-Yu Chen and Sokbae Lee", title = "Best subset binary prediction", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "39--56", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300770", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chang:2018:CRE, author = "Jinyuan Chang and Yumou Qiu and Qiwei Yao and Tao Zou", title = "Confidence regions for entries of a large precision matrix", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "57--82", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.03.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300782", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dunker:2018:NID, author = "Fabian Dunker and Stefan Hoderlein and Hiroaki Kaido and Robert Sherman", title = "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "83--102", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300794", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clinet:2018:EAV, author = "Simon Clinet and Yoann Potiron", title = "Efficient asymptotic variance reduction when estimating volatility in high frequency data", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "103--142", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300800", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Goldman:2018:CDM, author = "Matt Goldman and David M. Kaplan", title = "Comparing distributions by multiple testing across quantiles or {CDF} values", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "143--166", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.04.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300812", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Post:2018:POB, author = "Thierry Post and Sel{\c{c}}uk Karabati and Stelios Arvanitis", title = "Portfolio optimization based on stochastic dominance and empirical likelihood", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "167--186", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300824", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Barigozzi:2018:SMC, author = "Matteo Barigozzi and Haeran Cho and Piotr Fryzlewicz", title = "Simultaneous multiple change-point and factor analysis for high-dimensional time series", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "187--225", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300915", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lam:2018:NER, author = "Clifford Lam and Phoenix Feng", title = "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "226--257", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300927", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xu:2018:SNE, author = "Ke-Li Xu", title = "A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "258--278", month = sep, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301143", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PS, author = "Anonymous", title = "Pages 1--278 ({September 2018})", journal = j-J-ECONOMETRICS, volume = "206", number = "1", pages = "??--??", month = sep, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:36 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "ii--ii", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30147-7", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301477", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2018:ATE, author = "Zongwu Cai and Yongmiao Hong and Cheng Hsiao", title = "Advance in theoretical econometrics --- Essays in honor of {Takeshi Amemiya}", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "279--281", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300939", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Robinson:2018:ITP, author = "Peter M. Robinson and Carlos Velasco", title = "Inference on trending panel data", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "282--304", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300940", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Graham:2018:QCR, author = "Bryan S. Graham and Jinyong Hahn and Alexandre Poirier and James L. Powell", title = "A quantile correlated random coefficients panel data model", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "305--335", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300952", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2018:INL, author = "Fei Jin and Lung-fei Lee", title = "Irregular {N2SLS} and {LASSO} estimation of the matrix exponential spatial specification model", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "336--358", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300964", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cheng:2018:FAB, author = "Tingting Cheng and Jiti Gao and Peter C. B. Phillips", title = "A frequentist approach to {Bayesian} asymptotics", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "359--378", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300976", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2018:NDM, author = "Han Hong and Jessie Li", title = "The numerical delta method", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "379--394", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618300988", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Callaway:2018:QTE, author = "Brantly Callaway and Tong Li and Tatsushi Oka", title = "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "395--413", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301027", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2018:TAM, author = "Yuying Sun and Ai Han and Yongmiao Hong and Shouyang Wang", title = "Threshold autoregressive models for interval-valued time series data", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "414--446", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301039", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Delgado:2018:NTC, author = "Miguel A. Delgado and Xiaojun Song", title = "Nonparametric tests for conditional symmetry", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "447--471", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301040", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiou:2018:NRM, author = "Yan-Yu Chiou and Mei-Yuan Chen and Jau-er Chen", title = "Nonparametric regression with multiple thresholds: Estimation and inference", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "472--514", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301052", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2018:SEP, author = "Songnian Chen and Xi Wang", title = "Semiparametric estimation of panel data models without monotonicity or separability", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "515--530", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301064", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cai:2018:SQP, author = "Zongwu Cai and Linna Chen and Ying Fang", title = "A semiparametric quantile panel data model with an application to estimating the growth effect of {FDI}", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "531--553", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830109X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2018:ILG, author = "Liangjun Su and Gaosheng Ju", title = "Identifying latent grouped patterns in panel data models with interactive fixed effects", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "554--573", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301106", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:QML, author = "Kunpeng Li and Qi Li and Lina Lu", title = "Quasi maximum likelihood analysis of high dimensional constrained factor models", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "574--612", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301118", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moon:2018:ERC, author = "Hyungsik Roger Moon and Matthew Shum and Martin Weidner", title = "Estimation of random coefficients logit demand models with interactive fixed effects", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "613--644", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830112X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2018:PMI, author = "Cheng Hsiao", title = "Panel models with interactive effects", journal = j-J-ECONOMETRICS, volume = "206", number = "2", pages = "645--673", month = oct, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:37 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301131", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "ii--ii", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30160-X", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830160X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ma:2018:ELD, author = "Shujie Ma and Liangjun Su", title = "Estimation of large dimensional factor models with an unknown number of breaks", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "1--29", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301155", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2018:SEC, author = "Songnian Chen", title = "Sequential estimation of censored quantile regression models", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "30--52", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.06.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Seo:2018:TSM, author = "Juwon Seo", title = "Tests of stochastic monotonicity with improved power", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "53--70", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.04.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301179", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2018:MFR, author = "Tim Bollerslev and Andrew J. Patton and Rogier Quaedvlieg", title = "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "71--91", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301180", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2018:RTN, author = "Xiaodong Liu and Ingmar R. Prucha", title = "A robust test for network generated dependence", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "92--113", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301192", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsiao:2018:IPI, author = "Cheng Hsiao and Qiankun Zhou", title = "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "114--128", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.04.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301209", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kato:2018:UCB, author = "Kengo Kato and Yuya Sasaki", title = "Uniform confidence bands in deconvolution with unknown error distribution", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "129--161", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301301", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2018:LDA, author = "Qianqian Zhu and Yao Zheng and Guodong Li", title = "Linear double autoregression", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "162--174", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301313", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guo:2018:TEH, author = "Zijian Guo and Hyunseung Kang and T. Tony Cai and Dylan S. Small", title = "Testing endogeneity with high dimensional covariates", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "175--187", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301325", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2018:BIB, author = "Wenjie Wang and Firmin Doko Tchatoka", title = "On Bootstrap inconsistency and {Bonferroni}-based size-correction for the subset {Anderson--Rubin} test under conditional homoskedasticity", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "188--211", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301337", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dong:2018:ANM, author = "Chaohua Dong and Oliver Linton", title = "Additive nonparametric models with time variable and both stationary and nonstationary regressors", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "212--236", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.05.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301404", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:STB, author = "Yong Li and Jun Yu and Tao Zeng", title = "Specification tests based on {MCMC} output", journal = j-J-ECONOMETRICS, volume = "207", number = "1", pages = "237--260", month = nov, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.08.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301416", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } 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"http://www.sciencedirect.com/science/article/pii/S0304407618301891", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2018:MCN, author = "Qiying Wang and Dongsheng Wu and Ke Zhu", title = "Model checks for nonlinear cointegrating regression", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "261--284", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.08.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301428", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ketz:2018:SIW, author = "Philipp Ketz", title = "Subvector inference when the true parameter vector may be near or at the boundary", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "285--306", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.08.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830143X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2018:PTT, author = "Rongmao Zhang and Ngai Hang Chan", title = "Portmanteau-type tests for unit-root and cointegration", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "307--324", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.08.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301519", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhao:2018:MMA, author = "Zifeng Zhao and Zhengjun Zhang and Rong Chen", title = "Modeling maxima with autoregressive conditional {Fr{\'e}chet} model", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "325--351", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301520", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carvalho:2018:AAC, author = "Carlos Carvalho and Ricardo Masini and Marcelo C. Medeiros", title = "{ArCo}: an artificial counterfactual approach for high-dimensional panel time-series data", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "352--380", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301544", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hwang:2018:SWG, author = "Jungbin Hwang and Yixiao Sun", title = "Should we go one step further? {An} accurate comparison of one-step and two-step procedures in a generalized method of moments framework", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "381--405", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301556", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Potscher:2018:CSA, author = "Benedikt M. P{\"o}tscher and David Preinerstorfer", title = "Controlling the size of autocorrelation robust tests", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "406--431", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.08.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301568", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2018:FMA, author = "Jialiang Li and Wenyang Zhang and Efang Kong", title = "Factor models for asset returns based on transformed factors", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "432--448", month = dec, year = "2018", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301660", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2018:PD, author = "Anonymous", title = "Pages 261--448 ({December 2018})", journal = j-J-ECONOMETRICS, volume = "207", number = "2", pages = "??--??", month = dec, year = "2018", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:38 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "ii--ii", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30224-0", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302240", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2019:ESI, author = "Oliver Linton and Zhengjun Zhang", title = "Editorial for the special issue on financial engineering and risk management for {JoE}", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "1--4", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301672", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2019:RCE, author = "Jianqing Fan and Weichen Wang and Yiqiao Zhong", title = "Robust covariance estimation for approximate factor models", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "5--22", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301684", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pelger:2019:LDF, author = "Markus Pelger", title = "Large-dimensional factor modeling based on high-frequency observations", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "23--42", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301696", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dai:2019:KFF, author = "Chaoxing Dai and Kun Lu and Dacheng Xiu", title = "Knowing factors or factor loadings, or neither? {Evaluating} estimators of large covariance matrices with noisy and asynchronous data", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "43--79", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301702", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jacod:2019:EIV, author = "Jean Jacod and Yingying Li and Xinghua Zheng", title = "Estimating the integrated volatility with tick observations", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "80--100", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301714", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mykland:2019:ATS, author = "Per A. Mykland and Lan Zhang and Dachuan Chen", title = "The algebra of two scales estimation, and the {S-TSRV}: High frequency estimation that is robust to sampling times", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "101--119", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301726", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bandi:2019:SP, author = "F. M. Bandi and B. Perron and A. Tamoni and C. Tebaldi", title = "The scale of predictability", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "120--140", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301738", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2019:UTP, author = "Xiaohui Liu and Bingduo Yang and Zongwu Cai and Liang Peng", title = "A unified test for predictability of asset returns regardless of properties of predicting variables", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "141--159", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830174X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:SEB, author = "Xiaohong Chen and Oliver Linton and Stefan Schneeberger and Yanping Yi", title = "Semiparametric estimation of the bid-ask spread in extended roll models", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "160--178", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301751", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Figueroa-Lopez:2019:OTU, author = "Jos{\'e} E. Figueroa-L{\'o}pez and Cecilia Mancini", title = "Optimum thresholding using mean and conditional mean squared error", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "179--210", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.011", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301763", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gao:2019:BST, author = "Zhaoxing Gao and Yingying Ma and Hansheng Wang and Qiwei Yao", title = "Banded spatio-temporal autoregressions", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "211--230", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301775", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wang:2019:FMM, author = "Dong Wang and Xialu Liu and Rong Chen", title = "Factor models for matrix-valued high-dimensional time series", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "231--248", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.013", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301787", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:DPL, author = "Ting Chen and Zhenyu Gao and Jibao He and Wenxi Jiang and Wei Xiong", title = "Daily price limits and destructive market behavior", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "249--264", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301799", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hong:2019:CRM, author = "Harrison Hong and Frank Weikai Li and Jiangmin Xu", title = "Climate risks and market efficiency", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "265--281", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301817", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:TED, author = "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and Yarema Okhrin", title = "Tail event driven networks of {SIFIs}", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "282--298", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301829", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:MMV, author = "Yu Chen and Zhicheng Wang and Zhengjun Zhang", title = "Mark to market value at risk", journal = j-J-ECONOMETRICS, volume = "208", number = "1", pages = "299--321", month = jan, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.017", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301830", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "ii--ii", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(18)30265-3", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302653", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:A, author = "Anonymous", title = "Announcement", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "323--323", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.12.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302616", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Manner:2019:TSB, author = "Hans Manner and Florian Stark and Dominik Wied", title = "Testing for structural breaks in factor copula models", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "324--345", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.001", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301842", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Huang:2019:IET, author = "Liquan Huang and Umair Khalil and Nese Yildiz", title = "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "346--366", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.10.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301854", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Richard:2019:RBT, author = "Patrick Richard", title = "Residual bootstrap tests in linear models with many regressors", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "367--394", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.002", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301921", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kim:2019:FGI, author = "Donggyu Kim and Jianqing Fan", title = "Factor {GARCH-It{\^o}} models for high-frequency data with application to large volatility matrix prediction", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "395--417", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.003", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301957", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liang:2019:DVE, author = "Chong Liang and Melanie Schienle", title = "Determination of vector error correction models in high dimensions", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "418--441", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.018", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301969", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kasahara:2019:APM, author = "Hiroyuki Kasahara and Katsumi Shimotsu", title = "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "442--467", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301970", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hsu:2019:TTE, author = "Yu-Chin Hsu and Shu Shen", title = "Testing treatment effect heterogeneity in regression discontinuity designs", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "468--486", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.004", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301982", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Nguimkeu:2019:ETE, author = "Pierre Nguimkeu and Augustine Denteh and Rusty Tchernis", title = "On the estimation of treatment effects with endogenous misreporting", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "487--506", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.005", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618301994", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bailey:2019:MTA, author = "Natalia Bailey and M. Hashem Pesaran and L. Vanessa Smith", title = "A multiple testing approach to the regularisation of large sample correlation matrices", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "507--534", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302008", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mikkelsen:2019:CET, author = "Jakob Guldb{\ae}k Mikkelsen and Eric Hillebrand and Giovanni Urga", title = "Consistent estimation of time-varying loadings in high-dimensional factor models", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "535--562", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830215X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2019:CEF, author = "Yutec Sun and Masakazu Ishihara", title = "A computationally efficient fixed point approach to dynamic structural demand estimation", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "563--584", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.09.021", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302161", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jin:2019:GET, author = "Fei Jin and Lung-fei Lee", title = "{GEL} estimation and tests of spatial autoregressive models", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "585--612", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302173", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2019:ILT, author = "Patrick Gagliardini and Christian Gouri{\'e}roux", title = "Identification by {Laplace} transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "613--637", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.01.012", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302185", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Rossi:2019:ATC, author = "Barbara Rossi and Tatevik Sekhposyan", title = "Alternative tests for correct specification of conditional predictive densities", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "638--657", month = feb, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302197", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PF, author = "Anonymous", title = "Pages 323--658 ({February 2019})", journal = j-J-ECONOMETRICS, volume = "208", number = "2", pages = "??--??", month = feb, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:39 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "ii--ii", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/S0304-4076(19)30013-2", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300132", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:QRD, author = "Songnian Chen", title = "Quantile regression for duration models with time-varying regressors", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "1--17", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.11.015", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302574", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Muller:2019:NWR, author = "Ulrich K. M{\"u}ller and Yulong Wang", title = "Nearly weighted risk minimal unbiased estimation", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "18--34", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.11.016", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302586", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liao:2019:MAB, author = "Jun Liao and Xianpeng Zong and Xinyu Zhang and Guohua Zou", title = "Model averaging based on leave-subject-out cross-validation for vector autoregressions", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "35--60", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.10.007", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302598", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2019:SVM, author = "Jianqing Fan and Donggyu Kim", title = "Structured volatility matrix estimation for non-synchronized high-frequency financial data", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "61--78", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.12.019", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302604", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Merlo:2019:NRI, author = "Antonio Merlo and Xun Tang", title = "New results on the identification of stochastic bargaining models", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "79--93", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.02.006", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302550", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Li:2019:BPM, author = "Chuhui Li and D. S. Poskitt and Xueyan Zhao", title = "The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "94--113", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.07.009", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302562", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fulop:2019:BED, author = "Andras Fulop and Junye Li", title = "{Bayesian} estimation of dynamic asset pricing models with informative observations", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "114--138", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2018.11.014", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302276", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Inoue:2019:CII, author = "Atsushi Inoue and Lutz Kilian", title = "Corrigendum to {``Inference on impulse response functions in structural VAR models'' [J. Econometrics 177 (2013) 1--13]}", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "139--143", month = mar, year = "2019", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2017.08.020", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", note = "See \cite{Inoue:2013:IIR}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302288", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PM, author = "Anonymous", title = "Pages 1--144 ({March 2019})", journal = j-J-ECONOMETRICS, volume = "209", number = "1", pages = "??--??", month = mar, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Wed Mar 6 14:50:40 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "ii--ii", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300326", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2019:PNS, author = "Xuening Zhu and Xiangyu Chang and Runze Li and Hansheng Wang", title = "Portal nodes screening for large scale social networks", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "145--157", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302689", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bibinger:2019:EDL, author = "Markus Bibinger and Christopher Neely and Lars Winkelmann", title = "Estimation of the discontinuous leverage effect: Evidence from the {NASDAQ} order book", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "158--184", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300016", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kong:2019:WCT, author = "Jianning Kong and Peter C. B. Phillips and Donggyu Sul", title = "Weak $ \sigma $-convergence: Theory and applications", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "185--207", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300041", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Tao:2019:RCC, author = "Yubo Tao and Peter C. B. Phillips and Jun Yu", title = "Random coefficient continuous systems: Testing for extreme sample path behavior", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "208--237", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300053", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Jarocinski:2019:PAO, author = "Marek Jaroci{\'n}ski and Albert Marcet", title = "Priors about observables in vector autoregressions", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "238--255", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300065", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yang:2019:NDE, author = "Nian Yang and Nan Chen and Xiangwei Wan", title = "A new delta expansion for multivariate diffusions via the {It{\^o}--Taylor} expansion", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "256--288", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300077", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Clinet:2019:TIM, author = "Simon Clinet and Yoann Potiron", title = "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "289--337", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300089", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Horvath:2019:TRR, author = "Lajos Horv{\'a}th and Lorenzo Trapani", title = "Testing for randomness in a random coefficient autoregression model", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "338--352", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300090", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cerovecki:2019:FGM, author = "Cl{\'e}ment Cerovecki and Christian Francq and Siegfried H{\"o}rmann and Jean-Michel Zako{\"\i}an", title = "Functional {GARCH} models: the quasi-likelihood approach and its applications", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "353--375", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930017X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{DiTraglia:2019:IEM, author = "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno", title = "Identifying the effect of a mis-classified, binary, endogenous regressor", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "376--390", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300181", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boot:2019:FUR, author = "Tom Boot and Didier Nibbering", title = "Forecasting using random subspace methods", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "391--406", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300235", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PAa, author = "Anonymous", title = "{Pages 145-406 (April 2019)}", journal = j-J-ECONOMETRICS, volume = "209", number = "2", pages = "??--??", month = apr, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:28 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBe, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "ii--ii", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300430", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaufmann:2019:EIC, author = "Sylvia Kaufmann and Sylvia Fr{\"u}hwirth-Schnatter and Herman K. van Dijk", title = "Editorial introduction on complexity and big data in economics and finance: Recent developments from a {Bayesian} perspective", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "1--3", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830201X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Geweke:2019:SAB, author = "John Geweke and Garland Durham", title = "Sequentially adaptive {Bayesian} learning algorithms for inference and optimization", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "4--25", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302021", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Herbst:2019:TPF, author = "Edward Herbst and Frank Schorfheide", title = "Tempered particle filtering", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "26--44", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302033", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Dellaportas:2019:ISP, author = "Petros Dellaportas and Mike G. Tsionas", title = "Importance sampling from posterior distributions using copula-like approximations", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "45--57", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302057", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bianchi:2019:MSR, author = "Daniele Bianchi and Monica Billio and Roberto Casarin and Massimo Guidolin", title = "Modeling systemic risk with {Markov Switching Graphical SUR} models", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "58--74", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302069", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bitto:2019:AST, author = "Angela Bitto and Sylvia Fr{\"u}hwirth-Schnatter", title = "Achieving shrinkage in a time-varying parameter model framework", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "75--97", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302070", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kastner:2019:SBT, author = "Gregor Kastner", title = "Sparse {Bayesian} time-varying covariance estimation in many dimensions", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "98--115", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302082", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kaufmann:2019:BES, author = "Sylvia Kaufmann and Christian Schumacher", title = "{Bayesian} estimation of sparse dynamic factor models with order-independent and ex-post mode identification", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "116--134", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302094", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Koop:2019:BCV, author = "Gary Koop and Dimitris Korobilis and Davide Pettenuzzo", title = "{Bayesian} compressed vector autoregressions", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "135--154", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302100", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{McAlinn:2019:DBP, author = "Kenichiro McAlinn and Mike West", title = "Dynamic {Bayesian} predictive synthesis in time series forecasting", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "155--169", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302112", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Basturk:2019:FDC, author = "N. Bast{\"u}rk and A. Borowska and S. Grassi and L. Hoogerheide and H. K. van Dijk", title = "Forecast density combinations of dynamic models and data driven portfolio strategies", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "170--186", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302124", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fisher:2019:BIP, author = "Mark Fisher and Mark J. Jensen", title = "{Bayesian} inference and prediction of a multiple-change-point panel model with nonparametric priors", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "187--202", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302136", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Larsen:2019:VNE, author = "Vegard H. Larsen and Leif A. Thorsrud", title = "The value of news for economic developments", journal = j-J-ECONOMETRICS, volume = "210", number = "1", pages = "203--218", month = may, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302148", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBf, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "ii--ii", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301253", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2019:AIH, author = "Yacine A{\"\i}t-Sahalia and Andrew W. Lo and Whitney K. Newey", title = "Annals Issue in Honor of {Jerry A. Hausman}: {Editors}' Introduction", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "1--3", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830229X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hausman:2019:EL, author = "Jerry Hausman", title = "An Econometric Life", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "4--10", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302306", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Joskow:2019:JH, author = "Paul L. Joskow", title = "{Jerry Hausman}", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "11--15", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302318", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Beffy:2019:LST, author = "Magali Beffy and Richard Blundell and Antoine Bozio and Guy Laroque and Maxime T{\^o}", title = "Labour supply and taxation with restricted choices", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "16--46", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302331", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blomquist:2019:MDL, author = "S{\"o}ren Blomquist and Laurent Simula", title = "Marginal deadweight loss when the income tax is nonlinear", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "47--60", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302343", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Harding:2019:PQA, author = "Matthew Harding and Carlos Lamarche", title = "A panel quantile approach to attrition bias in {Big Data}: Evidence from a randomized experiment", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "61--82", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302355", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Matzkin:2019:CIS, author = "Rosa L. Matzkin", title = "Constructive identification in some nonseparable discrete choice models", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "83--103", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302367", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2019:NMC, author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and Whitney K. Newey", title = "Nonseparable multinomial choice models in cross-section and panel data", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "104--116", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302379", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Isakov:2019:FTC, author = "Leah Isakov and Andrew W. Lo and Vahid Montazerhodjat", title = "Is the {FDA} too conservative or too aggressive?: a {Bayesian} decision analysis of clinical trial design", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "117--136", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302380", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Wooldridge:2019:CRE, author = "Jeffrey M. Wooldridge", title = "Correlated random effects models with unbalanced panels", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "137--150", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302392", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Abrevaya:2019:MDV, author = "Jason Abrevaya", title = "Missing dependent variables in fixed-effects models", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "151--165", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302422", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Woutersen:2019:IPS, author = "Tiemen Woutersen and Jerry A. Hausman", title = "Increasing the power of specification tests", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "166--175", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302458", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ait-Sahalia:2019:HTP, author = "Yacine A{\"\i}t-Sahalia and Dacheng Xiu", title = "A {Hausman} test for the presence of market microstructure noise in high frequency data", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "176--205", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761830246X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fu:2019:MFC, author = "Zhonghao Fu and Yongmiao Hong", title = "A model-free consistent test for structural change in regression possibly with endogeneity", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "206--242", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302471", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kuersteiner:2019:IPD, author = "Guido M. Kuersteiner", title = "Invariance principles for dependent processes indexed by {Besov} classes with an application to a {Hausman} test for linearity", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "243--261", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302483", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hahn:2019:TSS, author = "Jinyong Hahn and Geert Ridder", title = "Three-stage semi-parametric inference: Control variables and differentiability", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "262--293", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302525", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andrews:2019:SIE, author = "Isaiah Andrews", title = "On the structure of {IV} estimands", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "294--307", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302537", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Schennach:2019:CI, author = "Susanne M. Schennach", title = "Convolution without independence", journal = j-J-ECONOMETRICS, volume = "211", number = "1", pages = "308--318", month = jul, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:29 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407618302549", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBg, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "ii--ii", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301320", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Guo:2019:SST, author = "Shaojun Guo and Dong Li and Muyi Li", title = "Strict stationarity testing and {GLAD} estimation of double autoregressive models", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "319--337", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300466", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liao:2019:BIP, author = "Yuan Liao and Anna Simoni", title = "{Bayesian} inference for partially identified smooth convex models", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "338--360", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300399", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Lee:2019:AWA, author = "Ying-Ying Lee and Debopam Bhattacharya", title = "Applied welfare analysis for discrete choice with interval-data on income", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "361--387", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300508", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Patton:2019:DSM, author = "Andrew J. Patton and Johanna F. Ziegel and Rui Chen", title = "Dynamic semiparametric models for expected shortfall (and {Value-at-Risk})", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "388--413", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930048X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Yan:2019:SER, author = "Jin Yan and Hong Il Yoo", title = "Semiparametric estimation of the random utility model with rank-ordered choice data", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "414--438", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300521", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kong:2019:RTN, author = "Xin-Bing Kong and Zhi Liu and Wang Zhou", title = "A rank test for the number of factors with high-frequency data", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "439--460", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300533", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bergamelli:2019:CPV, author = "Michele Bergamelli and Annamaria Bianchi and Lynda Khalaf and Giovanni Urga", title = "Combining $p$-values to test for multiple structural breaks in cointegrated regressions", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "461--482", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930051X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Cherchye:2019:BCD, author = "Laurens Cherchye and Thomas Demuynck and Bram {De Rock}", title = "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "483--506", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300491", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ma:2019:IFP, author = "Jun Ma and Vadim Marmer and Artyom Shneyerov", title = "Inference for first-price auctions with {Guerre}, {Perrigne}, and {Vuong}'s estimator", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "507--538", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300478", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kutlu:2019:TVT, author = "Levent Kutlu and Kien C. Tran and Mike G. Tsionas", title = "A time-varying true individual effects model with endogenous regressors", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "539--559", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300922", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Sun:2019:IDD, author = "Yu Sun and Karen X. Yan", title = "Inference on {Difference-in-Differences} average treatment effects: a fixed-$b$ approach", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "560--588", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300545", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chiang:2019:RUI, author = "Harold D. Chiang and Yu-Chin Hsu and Yuya Sasaki", title = "Robust uniform inference for quantile treatment effects in regression discontinuity designs", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "589--618", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300569", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PAb, author = "Anonymous", title = "{Pages 319-618 (August 2019)}", journal = j-J-ECONOMETRICS, volume = "211", number = "2", pages = "??--??", month = aug, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jul 9 08:40:30 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBh, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "ii--ii", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301538", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Diebold:2019:BDD, author = "Francis X. Diebold and Eric Ghysels and Per Mykland and Lan Zhang", title = "Big data in dynamic predictive econometric modeling", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "1--3", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300727", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andersen:2019:UIN, author = "Torben G. Andersen and Nicola Fusari and Viktor Todorov and Rasmus T. Varneskov", title = "Unified inference for nonlinear factor models from panels with fixed and large time span", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "4--25", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300739", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Andreasen:2019:TSA, author = "Martin M. Andreasen and Jens H. E. Christensen and Glenn D. Rudebusch", title = "Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "26--46", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300740", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Babii:2019:CRM, author = "Andrii Babii and Xi Chen and Eric Ghysels", title = "Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "47--77", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300752", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bai:2019:RRE, author = "Jushan Bai and Serena Ng", title = "Rank regularized estimation of approximate factor models", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "78--96", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300764", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Billio:2019:BNS, author = "Monica Billio and Roberto Casarin and Luca Rossini", title = "{Bayesian} nonparametric sparse {VAR} models", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "97--115", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300776", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bollerslev:2019:HDM, author = "Tim Bollerslev and Nour Meddahi and Serge Nyawa", title = "High-dimensional multivariate realized volatility estimation", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "116--136", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300788", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carriero:2019:LBV, author = "Andrea Carriero and Todd E. Clark and Massimiliano Marcellino", title = "Large {Bayesian} vector autoregressions with stochastic volatility and non-conjugate priors", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "137--154", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib", note = "See comment \cite{Bognanni:2022:CLB} and corrigendum \cite{Carriero:2022:CLB}.", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930079X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:NSE, author = "Jia Chen and Degui Li and Oliver Linton", title = "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "155--176", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300806", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2019:GHD, author = "Jianqing Fan and Wenyan Gong and Ziwei Zhu", title = "Generalized high-dimensional trace regression via nuclear norm regularization", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "177--202", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300818", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hale:2019:MBS, author = "Galina Hale and Jose A. Lopez", title = "Monitoring banking system connectedness with big data", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "203--220", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930082X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hautsch:2019:LSP, author = "Nikolaus Hautsch and Stefan Voigt", title = "Large-scale portfolio allocation under transaction costs and model uncertainty", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "221--240", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300831", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Korobilis:2019:AHP, author = "Dimitris Korobilis and Davide Pettenuzzo", title = "Adaptive hierarchical priors for high-dimensional vector autoregressions", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "241--271", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300843", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Mykland:2019:CSI, author = "Per Aslak Mykland", title = "Combining statistical intervals and market prices: the worst case state price distribution", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "272--285", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300855", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Petrova:2019:QBL, author = "Katerina Petrova", title = "A quasi-{Bayesian} local likelihood approach to time varying parameter {VAR} models", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "286--306", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300867", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Onatski:2019:ECC, author = "Alexei Onatski and Chen Wang", title = "Extreme canonical correlations and high-dimensional cointegration analysis", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "307--322", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300879", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Smith:2019:VSP, author = "Simon C. Smith and Allan Timmermann and Yinchu Zhu", title = "Variable selection in panel models with breaks", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "323--344", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300880", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhu:2019:NQA, author = "Xuening Zhu and Weining Wang and Hansheng Wang and Wolfgang Karl H{\"a}rdle", title = "Network quantile autoregression", journal = j-J-ECONOMETRICS, volume = "212", number = "1", pages = "345--358", month = sep, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300892", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PO, author = "Anonymous", title = "Pages 359--678 ({October 2019})", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "??--??", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBi, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "ii--ii", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301769", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Blasques:2019:ASD, author = "F. Blasques and P. Gorgi and S. J. Koopman", title = "Accelerating score-driven time series models", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "359--376", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300557", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Salish:2019:MBN, author = "Nazarii Salish and Alexander Gleim", title = "A moment-based notion of time dependence for functional time series", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "377--392", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300910", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Djogbenou:2019:ATW, author = "Antoine A. Djogbenou and James G. MacKinnon and Morten {\O}rregaard Nielsen", title = "Asymptotic theory and wild bootstrap inference with clustered errors", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "393--412", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300909", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Ketz:2019:ASD, author = "Philipp Ketz", title = "On asymptotic size distortions in the random coefficients logit model", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "413--432", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301010", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:NEC, author = "Xirong Chen and Degui Li and Qi Li and Zheng Li", title = "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "433--450", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301034", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Okui:2019:PDA, author = "Ryo Okui and Takahide Yanagi", title = "Panel data analysis with heterogeneous dynamics", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "451--475", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301022", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:IWE, author = "Heng Chen and Yanqin Fan", title = "Identification and wavelet estimation of weighted {ATE} under discontinuous and kink incentive assignment mechanisms", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "476--502", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301289", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gagliardini:2019:DCA, author = "Patrick Gagliardini and Elisa Ossola and Olivier Scaillet", title = "A diagnostic criterion for approximate factor structure", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "503--521", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930137X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Machado:2019:IVS, author = "Cecilia Machado and Azeem M. Shaikh and Edward J. Vytlacil", title = "Instrumental variables and the sign of the average treatment effect", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "522--555", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301381", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Christensen:2019:RED, author = "Kim Christensen and Martin Thyrsgaard and Bezirgen Veliyev", title = "The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "556--583", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301411", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bilias:2019:ECC, author = "Yannis Bilias and Kostas Florios and Spyros Skouras", title = "Exact computation of Censored Least Absolute Deviations estimator", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "584--606", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930140X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Feng:2019:SPS, author = "Guohua Feng and Bin Peng and Liangjun Su and Thomas Tao Yang", title = "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "607--622", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301459", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Frazier:2019:IIN, author = "David T. Frazier and Tatsushi Oka and Dan Zhu", title = "Indirect inference with a non-smooth criterion function", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "623--645", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301435", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Su:2019:NSM, author = "Liangjun Su and Takuya Ura and Yichong Zhang", title = "Non-separable models with high-dimensional data", journal = j-J-ECONOMETRICS, volume = "212", number = "2", pages = "646--677", month = oct, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301447", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBj, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "ii--ii", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301939", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chernozhukov:2019:QR, author = "Victor Chernozhukov and Antonio F. Galvao and Xuming He and Zhijie Xiao", title = "Quantile regression", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "1--3", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300570", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Belloni:2019:CQP, author = "Alexandre Belloni and Victor Chernozhukov and Denis Chetverikov and Iv{\'a}n Fern{\'a}ndez-Val", title = "Conditional quantile processes based on series or many regressors", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "4--29", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300582", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Chen:2019:PSG, author = "Xiaohong Chen and Demian Pouzo and James L. Powell", title = "Penalized sieve {GEL} for weighted average derivatives of nonparametric quantile {IV} regressions", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "30--53", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300594", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhang:2019:QRB, author = "Yingying Zhang and Huixia Judy Wang and Zhongyi Zhu", title = "Quantile-regression-based clustering for panel data", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "54--67", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300600", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Gu:2019:PDQ, author = "Jiaying Gu and Stanislav Volgushev", title = "Panel data quantile regression with grouped fixed effects", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "68--91", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300612", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Xiao:2019:WDM, author = "Zhijie Xiao and Lan Xu", title = "What do mean impacts miss? {Distributional} effects of corporate diversification", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "92--120", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300624", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{deCastro:2019:SGQ, author = "Luciano de Castro and Antonio F. Galvao and David M. Kaplan and Xin Liu", title = "Smoothed {GMM} for quantile models", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "121--144", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300636", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Machado:2019:QM, author = "Jos{\'e} A. F. Machado and J. M. C. Santos Silva", title = "Quantiles via moments", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "145--173", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300648", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Parker:2019:AIC, author = "Thomas Parker", title = "Asymptotic inference for the constrained quantile regression process", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "174--189", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S030440761930065X", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Hagemann:2019:PIT, author = "Andreas Hagemann", title = "Placebo inference on treatment effects when the number of clusters is small", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "190--209", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300661", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Firpo:2019:PIT, author = "Sergio Firpo and Geert Ridder", title = "Partial identification of the treatment effect distribution and its functionals", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "210--234", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300673", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giessing:2019:PRM, author = "Alexander Giessing and Xuming He", title = "On the predictive risk in misspecified quantile regression", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "235--260", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300685", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fan:2019:PQR, author = "Rui Fan and Ji Hyung Lee", title = "Predictive quantile regressions under persistence and conditional heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "261--280", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300697", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Portnoy:2019:ETS, author = "Stephen Portnoy", title = "{Edgeworth}'s time series model: Not {AR(1)} but same covariance structure", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "281--288", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300703", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bassett:2019:RMS, author = "Gib Bassett", title = "Review of median stable distributions and {Schr{\"o}der's} equation", journal = j-J-ECONOMETRICS, volume = "213", number = "1", pages = "289--295", month = nov, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:38:59 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619300715", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:PD, author = "Anonymous", title = "Pages 297--632 ({December 2019})", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "??--??", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Anonymous:2019:EBk, author = "Anonymous", title = "{Editorial Board}", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "ii--ii", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302167", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Giesecke:2019:SLE, author = "K. Giesecke and G. Schwenkler", title = "Simulated likelihood estimators for discretely observed jump-diffusions", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "297--320", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301460", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Fiorentini:2019:CNG, author = "Gabriele Fiorentini and Enrique Sentana", title = "Consistent non-{Gaussian} pseudo maximum likelihood estimators", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "321--358", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301423", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Boldea:2019:BSC, author = "Otilia Boldea and Adriana Cornea-Madeira and Alastair R. Hall", title = "Bootstrapping structural change tests", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "359--397", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301472", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Moreira:2019:OTS, author = "Humberto Moreira and Marcelo J. Moreira", title = "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "398--433", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301393", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Liu:2019:LRT, author = "Tuo Liu and Lung-fei Lee", title = "A likelihood ratio test for spatial model selection", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "434--458", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301496", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pakel:2019:BRN, author = "Cavit Pakel", title = "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "459--492", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301484", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Paolella:2019:RSD, author = "Marc S. Paolella and Pawe{\l} Polak and Patrick S. Walker", title = "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "493--515", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301563", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Kato:2019:UCB, author = "Kengo Kato and Yuya Sasaki", title = "Uniform confidence bands for nonparametric errors-in-variables regression", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "516--555", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301605", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Orea:2019:NSF, author = "Luis Orea and Inmaculada C. {\'A}lvarez", title = "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "556--577", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301599", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{LaVecchia:2019:SAS, author = "Davide {La Vecchia} and Elvezio Ronchetti", title = "Saddlepoint approximations for short and long memory time series: a frequency domain approach", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "578--592", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301629", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Zhou:2019:EEC, author = "Ling Zhou and Huazhen Lin and Kani Chen and Hua Liang", title = "Efficient estimation and computation of parameters and nonparametric functions in generalized semi\slash non-parametric regression models", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "593--607", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301642", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Linton:2019:EEN, author = "Oliver Linton and Zhijie Xiao", title = "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity", journal = j-J-ECONOMETRICS, volume = "213", number = "2", pages = "608--631", month = dec, year = "2019", CODEN = "JECMB6", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Jan 28 06:39:00 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301666", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Bognanni:2022:CLB, author = "Mark Bognanni", title = "Comment on {``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''}", journal = j-J-ECONOMETRICS, volume = "227", number = "2", pages = "498--505", month = apr, year = "2022", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2021.10.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Feb 22 06:24:46 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib", note = "See \cite{Carriero:2019:LBV}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002554", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Carriero:2022:CLB, author = "Andrea Carriero and Joshua Chan and Todd E. Clark and Massimiliano Marcellino", title = "Corrigendum to {``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''} [J. Econometrics {\bf 212} (1) (2019) 137--154]", journal = j-J-ECONOMETRICS, volume = "227", number = "2", pages = "506--512", month = apr, year = "2022", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2021.11.010", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Feb 22 06:24:46 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib", note = "See \cite{Carriero:2019:LBV}.", URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002773", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", } @Article{Pettenuzzo:2022:CPS, author = "Davide Pettenuzzo and Yong Song and Allan Timmermann", title = "Corrigendum to {``Predictability of stock returns and asset allocation under structural breaks''} [J. Econometrics {\bf 164} (2011) 60--78]", journal = j-J-ECONOMETRICS, volume = "227", number = "2", pages = "513--517", month = apr, year = "2022", CODEN = "JECMB6", DOI = "https://doi.org/10.1016/j.jeconom.2020.02.008", ISSN = "0304-4076 (print), 1872-6895 (electronic)", ISSN-L = "0304-4076", bibdate = "Tue Feb 22 06:24:46 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib; https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000476", acknowledgement = ack-nhfb, fjournal = "Journal of Econometrics", journal-URL = "http://www.sciencedirect.com/science/journal/03044076", }