Valid HTML 4.0! Valid CSS!
%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.00",
%%%     date            = "09 March 2019",
%%%     time            = "07:46:13 MST",
%%%     filename        = "economj.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             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "15309 11042 40636 412689",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                       beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; The Econometrics
%%%                        Journal",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a complete bibliography of The
%%%                        Econometrics Journal (CODEN none, ISSN
%%%                        1368-4221 (print), 1368-423X (electronic)),
%%%                        published on behalf of the Royal Economic
%%%                        Society original by Wiley, and since 2019, by
%%%                        Oxford Academic.
%%%
%%%                        Publication began with volume 1, number 1, in
%%%                        June 1998.  There were two issues per annual
%%%                        volume through volume 7 (2004), and since then,
%%%                        three issues per volume.
%%%
%%%                        The journal has Web sites at
%%%
%%%                            https://onlinelibrary.wiley.com/journal/1368423x
%%%                            https://academic.oup.com/ectj
%%%                            http://www.res.org.uk/view/econometricshome.html
%%%
%%%                        At version 1.00, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1998 (  17)    2005 (  26)    2012 (  28)
%%%                             1999 (  18)    2006 (  23)    2013 (  26)
%%%                             2000 (  13)    2007 (  29)    2014 (  23)
%%%                             2001 (  22)    2008 (  32)    2015 (  20)
%%%                             2002 (  26)    2009 (  29)    2016 (  19)
%%%                             2003 (  22)    2010 (  20)    2017 (  22)
%%%                             2004 (  29)    2011 (  32)    2018 (  19)
%%%
%%%                             Article:        495
%%%
%%%                             Total entries:  495
%%%
%%%                        Entries for this bibliography have been
%%%                        derived primarily from data at the Wiley Web
%%%                        site, but have been augmented by data from
%%%                        the BibNet Project and TeX User Group
%%%                        bibliography archives.
%%%
%%%                        Spelling has been verified with the UNIX
%%%                        spell and GNU ispell programs using the
%%%                        exception dictionary stored in the companion
%%%                        file with extension .sok.  BibTeX citation
%%%                        tags are uniformly chosen as
%%%                        name:year:abbrev, where name is the family
%%%                        name of the first author or editor, year is a
%%%                        4-digit number, and abbrev is a 3-letter
%%%                        condensation of important title
%%%                        words. Citation tags were automatically
%%%                        generated by software developed for the
%%%                        BibNet Project.  In this bibliography,
%%%                        entries are sorted in publication order using
%%%                        bibsort -byvolume.
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
%%%                        count) utility output of lines, words, and
%%%                        characters.  This is produced by Robert
%%%                        Solovay's checksum utility.",
%%%  }
%%% ====================================================================
@Preamble{
    "\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi"
}

%%% ====================================================================
%%% 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|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-ECONOM-J              = "The Econometrics Journal"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Gallo:1998:SME,
  author =       "Giampiero M. Gallo and Grayham E. Mizon",
  title =        "Simulation Methods in Econometrics: {Editors}'
                 Introduction",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "i--vii",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11001",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Proietti:1998:SPA,
  author =       "Tommaso Proietti",
  title =        "Spurious Periodic Autoregressions",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "1--22",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11002",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Bauwens:1998:BIG,
  author =       "Luc Bauwens and Michel Lubrano",
  title =        "{Bayesian} Inference on {GARCH} Models Using the
                 {Gibbs} Sampler",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "23--46",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11003",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Clements:1998:CFP,
  author =       "Michael P. Clements and Hans-Martin Krolzig",
  title =        "A Comparison of the Forecast Performance of
                 {Markov}-switching and Threshold Autoregressive Models
                 of {US} {GNP}",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "47--75",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11004",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Bartel:1998:EKI,
  author =       "Holger Bartel and Helmut L{\"u}tkepohl",
  title =        "Estimating the {Kronecker} Indices of Cointegrated
                 Echelon-form {VARMA} Models",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "76--99",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11005",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Calzolari:1998:CVV,
  author =       "Giorgio Calzolari and Francesca {Di Iorio} and
                 Gabriele Fiorentini",
  title =        "Control Variates for Variance Reduction in Indirect
                 Inference: Interest Rate Models in Continuous Time",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "100--112",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11006",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Monfardini:1998:ESV,
  author =       "Chiara Monfardini",
  title =        "Estimating Stochastic Volatility Models Through
                 Indirect Inference",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "113--128",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11007",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Kamionka:1998:SML,
  author =       "Thierry Kamionka",
  title =        "Simulated Maximum Likelihood Estimation in Transition
                 Models",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "129--153",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11008",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Dufour:1998:SBF,
  author =       "Jean-Marie Dufour and Abdeljelil Farhat and Lucien
                 Gardiol and Lynda Khalaf",
  title =        "Simulation-based Finite Sample Normality Tests in
                 Linear Regressions",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "154--173",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11009",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Manrique:1998:SBL,
  author =       "Aurora Manrique and Neil Shephard",
  title =        "Simulation-based Likelihood Inference for Limited
                 Dependent Processes",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "174--202",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.11010",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Ericsson:1998:FEF,
  author =       "Neil R. Ericsson and Jaime Marquez",
  title =        "A Framework for Economic Forecasting",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "203--227",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00012",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{vanderSluis:1998:CAS,
  author =       "Pieter J. van der Sluis",
  title =        "Computationally Attractive Stability Tests for the
                 Efficient Method of Moments",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "1",
  pages =        "203--227",
  month =        jun,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00011",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2008",
}

@Article{Hendry:1998:EJR,
  author =       "David F. Hendry and Neil Shephard",
  title =        "The Econometrics Journal of the {Royal} Economic
                 Society: Foreword",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "2",
  pages =        "i--ii",
  month =        dec,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.12013",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Sentana:1998:RBC,
  author =       "Enrique Sentana",
  title =        "The Relation Between Conditionally Heteroskedastic
                 Factor Models and Factor {GARCH} Models",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "2",
  pages =        "1--9",
  month =        dec,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.12014",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Larsson:1998:DAU,
  author =       "Rolf Larsson",
  title =        "Distribution Approximation of Unit Root Tests in
                 Autoregressive Models",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "2",
  pages =        "10--26",
  month =        dec,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.12015",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Xiao:1998:ACT,
  author =       "Zhijie Xiao and Peter C. B. Phillips",
  title =        "An {ADF} Coefficient Test for a Unit Root in {ARMA}
                 Models of Unknown Order with Empirical Applications to
                 the {US} Economy",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "2",
  pages =        "27--43",
  month =        dec,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.12016",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Kiviet:1998:DFA,
  author =       "Jan F. Kiviet and Garry D. A. Phillips",
  title =        "Degrees of Freedom Adjustment for Disturbance Variance
                 Estimators in Dynamic Regression Models",
  journal =      j-ECONOM-J,
  volume =       "1",
  number =       "2",
  pages =        "44--70",
  month =        dec,
  year =         "1998",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.12017",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 June 2002",
}

@Article{Lechner:1999:NBE,
  author =       "Michael Lechner",
  title =        "Nonparametric bounds on employment and income effects
                 of continuous vocational training in {East} {Germany}",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "1--28",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00018",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Munkin:1999:SML,
  author =       "Murat K. Munkin and Pravin K. Trivedi",
  title =        "Simulated maximum likelihood estimation of
                 multivariate mixed-{Poisson} regression models, with
                 application",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "29--48",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00019",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Dardanoni:1999:ILC,
  author =       "Valentino Dardanoni and Antonio Forcina",
  title =        "Inference for {Lorenz} curve orderings",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "49--75",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00020",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Rahbek:1999:CRI,
  author =       "Anders Rahbek and Rocco Mosconi",
  title =        "Cointegration rank inference with stationary
                 regressors in {VAR} models",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "76--91",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00021",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Leybourne:1999:BDF,
  author =       "Stephen J. Leybourne and Paul Newbold",
  title =        "The behaviour of {Dickey--Fuller} and
                 {Phillips-Perron} tests under the alternative
                 hypothesis",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "92--100",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00022",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Koopman:1999:SAM,
  author =       "Siem Jan Koopman and Neil Shephard and Jurgen A.
                 Doornik",
  title =        "Statistical algorithms for models in state space using
                 {SsfPack} 2.2",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "107--160",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00023",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Ooms:1999:RSS,
  author =       "Marius Ooms",
  title =        "Review of {SsfPack 2.2}: statistical algorithms for
                 models in state space",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "1",
  pages =        "161--166",
  month =        jun,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00024",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hoover:1999:DMR,
  author =       "Kevin D. Hoover and Stephen J. Perez",
  title =        "Data mining reconsidered: encompassing and the
                 general-to-specific approach to specification search",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "167--191",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00025",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See comments
                 \cite{Hansen:1999:DDM,Hendry:1999:IDM,Hand:1999:DCD}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hansen:1999:DDM,
  author =       "Bruce E. Hansen",
  title =        "Discussion of `Data mining reconsidered'",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "192--201",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00026",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Hoover:1999:DMR}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hendry:1999:IDM,
  author =       "David F. Hendry and Hans-Martin Krolzig",
  title =        "Improving on {`Data mining reconsidered' by K. D.
                 Hoover and S. J. Perez}",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "202--219",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00027",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Hoover:1999:DMR}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Granger:1999:DML,
  author =       "Clive Granger and Allan Timmermann",
  title =        "Data mining with local model specification
                 uncertainty: a discussion of {Hoover} and Perez",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "220--225",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00028",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Campos:1999:CDM,
  author =       "Julia Campos and Neil R. Ericsson",
  title =        "Constructive data mining: modeling consumers'
                 expenditure in {Venezuela}",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "226--240",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00029",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hand:1999:DCD,
  author =       "David J. Hand",
  title =        "Discussion contribution on {`Data mining reconsidered:
                 encompassing and the general-to-specific approach to
                 specification search' by Hoover and Perez}",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "241--243",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00030",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Hoover:1999:DMR}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hoover:1999:ROD,
  author =       "Kevin D. Hoover and Stephen J. Perez",
  title =        "Reply to our discussants",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "244--247",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00031",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Sherman:1999:CCM,
  author =       "Robert P. Sherman and Yu-Yun K. Ho and Siddhartha R.
                 Dalal",
  title =        "Conditions for convergence of {Monte Carlo} {EM}
                 sequences with an application to product diffusion
                 modeling",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "248--267",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00032",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Buttler:1999:OCS,
  author =       "Hans-J{\"u}rg B{\"u}ttler",
  title =        "The optimal capital structure of a liquidity-insuring
                 bank",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "268--291",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00033",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Abrevaya:1999:RET,
  author =       "Jason Abrevaya",
  title =        "Rank estimation of a transformation model with
                 observed truncation",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "292--305",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00034",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Hansen:1999:STP,
  author =       "Henrik Hansen and S{\o}ren Johansen",
  title =        "Some tests for parameter constancy in cointegrated
                 {VAR}-models",
  journal =      j-ECONOM-J,
  volume =       "2",
  number =       "2",
  pages =        "306--333",
  month =        dec,
  year =         "1999",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00035",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 April 2002",
}

@Article{Leybourne:2000:BSS,
  author =       "Stephen J. Leybourne and Paul Newbold",
  title =        "Behaviour of the standard and symmetric
                 {Dickey--Fuller}-type tests when there is a break under
                 the null hypothesis",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "1--15",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00036",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Grammig:2000:NMH,
  author =       "Joachim Grammig and Kai-Oliver Maurer",
  title =        "Non-monotonic hazard functions and the autoregressive
                 conditional duration model",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "16--38",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00037",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Kaufmann:2000:MBC,
  author =       "Sylvia Kaufmann",
  title =        "Measuring business cycles with a dynamic {Markov}
                 switching factor model: an assessment using {Bayesian}
                 simulation methods",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "39--65",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00038",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Godfrey:2000:CSL,
  author =       "Leslie G. Godfrey and Chris D. Orme",
  title =        "Controlling the significance levels of prediction
                 error tests for linear regression models",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "66--83",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00039",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Harvey:2000:SEF,
  author =       "Andrew Harvey and Siem Jan Koopman",
  title =        "Signal extraction and the formulation of unobserved
                 components models",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "84--107",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00040",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Hornok:2000:FSD,
  author =       "Attila Hornok and Rolf Larsson",
  title =        "The finite sample distribution of the {KPSS} test",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "1",
  pages =        "108--121",
  month =        jun,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00041",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Sorensen:2000:PBE,
  author =       "Michael S{\o}rensen",
  title =        "Prediction-based estimating functions",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "123--147",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00042",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Hadri:2000:TSH,
  author =       "Kaddour Hadri",
  title =        "Testing for stationarity in heterogeneous panel data",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "148--161",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00043",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Petursson:2000:RHD,
  author =       "Th{\'o}rarinn G. P{\'e}tursson",
  title =        "The representative household's demand for money in a
                 cointegrated {VAR} model",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "162--176",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00044",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Hafner:2000:TLA,
  author =       "Christian M. Hafner and Helmut Herwartz",
  title =        "Testing for linear autoregressive dynamics under
                 heteroskedasticity",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "177--197",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00045",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Meyer:2000:BBA,
  author =       "Renate Meyer and Jun Yu",
  title =        "{BUGS} for a {Bayesian} analysis of stochastic
                 volatility models",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "198--215",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00046",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Johansen:2000:CAP,
  author =       "S{\o}ren Johansen and Rocco Mosconi and Bent Nielsen",
  title =        "Cointegration analysis in the presence of structural
                 breaks in the deterministic trend",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "216--249",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00047",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Franses:2000:DOD,
  author =       "Philip Hans Franses and A. M. Robert Taylor",
  title =        "Determining the order of differencing in seasonal time
                 series processes",
  journal =      j-ECONOM-J,
  volume =       "3",
  number =       "2",
  pages =        "250--264",
  month =        dec,
  year =         "2000",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00048",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2002",
}

@Article{Newbold:2001:FEE,
  author =       "Paul Newbold and Richard J. Smith",
  title =        "Forecasting in Econometrics: {Editors}' introduction",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "1--2",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00049",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Clements:2001:FDS,
  author =       "Michael P. Clements and David. F. Hendry",
  title =        "Forecasting with difference-stationary and
                 trend-stationary models",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "1--19",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00050",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Chang:2001:NEM,
  author =       "Yoosoon Chang and Joon Y. Park and Peter C. B.
                 Phillips",
  title =        "Nonlinear econometric models with cointegrated and
                 deterministically trending regressors",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "1--36",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00054",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Artis:2001:FFT,
  author =       "Michael Artis and Massimiliano Marcellino",
  title =        "Fiscal forecasting: The track record of the {IMF},
                 {OECD} and {EC}",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "20--36",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00051",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Koop:2001:AFN,
  author =       "Gary Koop and Simon M. Potter",
  title =        "Are apparent findings of nonlinearity due to
                 structural instability in economic time series?",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "37--55",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00055",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Moffatt:2001:GCM,
  author =       "Peter G. Moffatt",
  title =        "Graphical conditional moment tests",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "56--69",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00056",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Cavaliere:2001:TUR,
  author =       "Giuseppe Cavaliere",
  title =        "Testing the unit root hypothesis using generalized
                 range statistics",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "70--88",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00057",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{McKenzie:2001:EAM,
  author =       "David J. McKenzie",
  title =        "Estimation of {AR(1)} models with unequally spaced
                 pseudo-panels",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "89--108",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00058",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Larsson:2001:LBC,
  author =       "Rolf Larsson and Johan Lyhagen and Mickael
                 L{\"o}thgren",
  title =        "Likelihood-based cointegration tests in heterogeneous
                 panels",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "109--142",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00059",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See corrigendum \cite{Orsal:2011:CLB}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Perron:2001:AAN,
  author =       "Pierre Perron and Cosme Vodounou",
  title =        "Asymptotic approximations in the near-integrated model
                 with a non-zero initial condition",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "143--169",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00060",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Harvey:2001:APU,
  author =       "David I. Harvey and Stephen J. Leybourne and Paul
                 Newbold",
  title =        "Analysis of a panel of {UK} macroeconomic forecasts",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "S37--S55",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00052",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Camba-Mendez:2001:ALI,
  author =       "Gonzalo Camba-Mendez and George Kapetanios and Richard
                 J. Smith and Martin R. Weale",
  title =        "An automatic leading indicator of economic activity:
                 forecasting {GDP} growth for {European} countries",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "1",
  pages =        "S56--S90",
  month =        jun,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00053",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Hsu:2001:DBT,
  author =       "Chih-Chiang Hsu and Chung-Ming Kuan",
  title =        "Distinguishing between trend-break models: method and
                 empirical evidence",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "171--190",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00061",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Petursson:2001:WFE,
  author =       "Th{\'o}rarinn G. P{\'e}tursson and Torsten Sl{\o}k",
  title =        "Wage formation and employment in a cointegrated {VAR}
                 model",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "191--209",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00062",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Yu:2001:GAC,
  author =       "Jun Yu and Peter C. B. Phillips",
  title =        "A {Gaussian} approach for continuous time models of
                 the short-term interest rate",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "210--224",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00063",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See corrigendum \cite{Phillips:2011:CGA}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Psaradakis:2001:MLS,
  author =       "Zacharias Psaradakis",
  title =        "{Markov} level shifts and the unit-root hypothesis",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "225--241",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00064",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Dietrich:2001:LDR,
  author =       "Franz K. Dietrich",
  title =        "The limiting distribution of the $t$-ratio for the
                 unit root test in an {AR(1)}",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "242--256",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00065",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2008",
}

@Article{Koop:2001:TOJ,
  author =       "Gary Koop and Dale J. Poirier",
  title =        "Testing for optimality in job search models",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "257--272",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00066",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Bhargava:2001:SSI,
  author =       "Alok Bhargava",
  title =        "Stochastic specification and the international {GDP}
                 series",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "273--286",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00067",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Luutkepohl:2001:MEV,
  author =       "Helmut L{\"u}utkepohl and Pentti Saikkonen and Carsten
                 Trenkler",
  title =        "Maximum eigenvalue versus trace tests for the
                 cointegrating rank of a {VAR} process",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "287--310",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00068",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Baardsen:2001:RPW,
  author =       "Gunnar B{\aa}rdsen",
  title =        "Review of {PcGets 1} for {Windows}",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "311--318",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00069",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Jensen:2001:NSM,
  author =       "Morten B. Jensen and Asger Lunde",
  title =        "The {NIG--S\&ARCH} model: a fat-tailed, stochastic,
                 and autoregressive conditional heteroskedastic
                 volatility model",
  journal =      j-ECONOM-J,
  volume =       "4",
  number =       "2",
  pages =        "319--342",
  month =        dec,
  year =         "2001",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00070",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 June 2002",
}

@Article{Rivers:2002:MST,
  author =       "Douglas Rivers and Quang Vuong",
  title =        "Model selection tests for nonlinear dynamic models",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "1--39",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00071",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Eitrheim:2002:PFF,
  author =       "{\O}yvind Eitrheim and Eilev Jansen and Ragnar
                 Nymoen",
  title =        "Progress from forecast failure --- the {Norwegian}
                 consumption function",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "40--64",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00072",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Paruolo:2002:MCE,
  author =       "Paolo Paruolo",
  title =        "On {Monte Carlo} estimation of relative power",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "65--75",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00073",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Abadir:2002:NEP,
  author =       "Karim Abadir and Jan Magnus",
  title =        "Notation in econometrics: a proposal for a standard",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "76--90",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00074",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Nicolau:2002:NTS,
  author =       "Jo{\~a}o Nicolau",
  title =        "A new technique for simulating the likelihood of
                 stochastic differential equations",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "91--103",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00075",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Bravo:2002:TLR,
  author =       "Francesco Bravo",
  title =        "Testing linear restrictions in linear models with
                 empirical likelihood",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "104--130",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00076",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Paparoditis:2002:TBB,
  author =       "Efstathios Paparoditis and Dimitris Politis",
  title =        "The tapered block bootstrap for general statistics
                 from stationary sequences",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "131--148",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00077",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{vanGarderen:2002:EID,
  author =       "Kees Jan van Garderen and Chandra Shah",
  title =        "Exact interpretation of dummy variables in
                 semilogarithmic equations",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "149--159",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00078",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Davidson:2002:CKV,
  author =       "James Davidson and Robert {De Jong}",
  title =        "Consistency of kernel variance estimators for sums of
                 semiparametric linear processes",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "160--175",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00079",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Rodrigues:2002:LTT,
  author =       "Paulo Rodrigues",
  title =        "On {LM} type tests for seasonal unit roots in
                 quarterly data",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "176--195",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00080",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Ng:2002:FAT,
  author =       "Serena Ng and Timothy Vogelsang",
  title =        "Forecasting autoregressive time series in the presence
                 of deterministic components",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "196--224",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00081",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Magnus:2002:EMU,
  author =       "Jan Magnus",
  title =        "Estimation of the mean of a univariate normal
                 distribution with known variance",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "225--236",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00082",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Zaman:2002:MLE,
  author =       "Asad Zaman",
  title =        "Maximum likelihood estimates for the {Hildreth--Houck}
                 random coefficients model",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "1",
  pages =        "237--262",
  month =        jun,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00083",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2002",
}

@Article{Dahl:2002:ITL,
  author =       "Christian M. Dahl",
  title =        "An investigation of tests for linearity and the
                 accuracy of likelihood based inference using random
                 fields",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "263--284",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00084",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Ericsson:2002:DEC,
  author =       "Neil R. Ericsson and James G. MacKinnon",
  title =        "Distributions of error correction tests for
                 cointegration",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "285--318",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00085",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Clements:2002:MMF,
  author =       "Michael P. Clements and David F. Hendry",
  title =        "Modelling methodology and forecast failure",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "319--344",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00086",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Demos:2002:MDS,
  author =       "Antonis Demos",
  title =        "Moments and dynamic structure of a time-varying
                 parameter stochastic volatility in mean model",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "345--357",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00087",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Tse:2002:RBD,
  author =       "Y. K. Tse",
  title =        "Residual-based diagnostics for conditional
                 heteroscedasticity models",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "358--374",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00088",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Yang:2002:LLM,
  author =       "Minxian Yang",
  title =        "Lag length and mean break in stationary {VAR} models",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "374--387",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00089",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Kluppelberg:2002:TRR,
  author =       "Claudia Kl{\"u}ppelberg and Ross A. Maller and Mark
                 {Van De Vyver} and Derick Wee",
  title =        "Testing for reduction to random walk in autoregressive
                 conditional heteroskedasticity models",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "387--416",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00090",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Breslaw:2002:MPE,
  author =       "Jon A. Breslaw",
  title =        "Multinomial probit estimation without nuisance
                 parameters",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "417--434",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00091",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Yoshida:2002:ESF,
  author =       "Atsushi Yoshida and Alessandra Guariglia",
  title =        "Estimating saving functions in the presence of
                 excessive-zeros problems",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "435--456",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00092",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Bond:2002:PEA,
  author =       "Stephen Bond and Frank Windmeijer",
  title =        "Projection estimators for autoregressive panel data
                 models",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "457--479",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00093",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Baltagi:2002:CSA,
  author =       "Badi H. Baltagi and Seuck H. Song and Byoung C. Jung",
  title =        "A comparative study of alternative estimators for the
                 unbalanced two-way error component regression model",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "480--493",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00094",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Altissimo:2002:BIN,
  author =       "Filippo Altissimo and Valentina Corradi",
  title =        "Bounds for inference with nuisance parameters present
                 only under the alternative",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "494--519",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00095",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Bailey:2002:OTA,
  author =       "Ralph W. Bailey and A. M. Robert Taylor",
  title =        "An optimal test against a random walk component in a
                 non-orthogonal unobserved components model",
  journal =      j-ECONOM-J,
  volume =       "5",
  number =       "2",
  pages =        "520--532",
  month =        dec,
  year =         "2002",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00096",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2003",
}

@Article{Koning:2003:DCS,
  author =       "Ruud H. Koning and Geert Ridder",
  title =        "Discrete choice and stochastic utility maximization",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "1--27",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00097",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Kondo:2003:HPI,
  author =       "Yasushi Kondo and Myoung-jae Lee",
  title =        "Hedonic price index estimation under mean-independence
                 of time dummies from quality characteristics",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "28--45",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00098",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Silva:2003:NEM,
  author =       "J. M. C. Santos Silva",
  title =        "A note on the estimation of mixture models under
                 endogenous sampling",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "46--52",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00100",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Kongsted:2003:CAS,
  author =       "Hans Christian Kongsted",
  title =        "An I(2) cointegration analysis of small-country import
                 price determination",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "53--71",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00099",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Bai:2003:CVM,
  author =       "Jushan Bai and Pierre Perron",
  title =        "Critical values for multiple structural change tests",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "72--78",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00102",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Dijk:2003:EIT,
  author =       "Dick {Van Dijk} and Birgit Strikholm and Timo
                 Ter{\"a}svirta",
  title =        "The effects of institutional and technological change
                 and business cycle fluctuations on seasonal patterns in
                 quarterly industrial production series",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "79--98",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00103",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Smith:2003:MSS,
  author =       "Murray D. Smith",
  title =        "Modelling sample selection using {Archimedean}
                 copulas",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "99--123",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00101",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Marriott:2003:EET,
  author =       "J. M. Marriott and J. C. Naylor and A. R. Tremayne",
  title =        "Exploring economic time series: a {Bayesian} graphical
                 approach",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "124--145",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00105",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Karanasos:2003:MAE,
  author =       "M. Karanasos and J. Kim",
  title =        "Moments of the {ARMA--EGARCH} model",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "146--166",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00104",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Chong:2003:GCB,
  author =       "Terence Tai-Leung Chong",
  title =        "Generic consistency of the break-point estimator under
                 specification errors",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "167--192",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00106",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Cavaliere:2003:AUR,
  author =       "Giuseppe Cavaliere",
  title =        "Asymptotics for unit root tests under {Markov}
                 regime-switching",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "193--216",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00107",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Phillips:2003:DPE,
  author =       "Peter C. B. Phillips and Donggyu Sul",
  title =        "Dynamic panel estimation and homogeneity testing under
                 cross section dependence",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "1",
  pages =        "217--259",
  month =        jun,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.00108",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2003",
}

@Article{Fan:2003:SEV,
  author =       "Jianqing Fan and Juan Gu",
  title =        "Semiparametric estimation of Value at Risk",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "261--290",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00109",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Leybourne:2003:TCP,
  author =       "Stephen Leybourne and Tae-Hwan Kim and Vanessa Smith
                 and Paul Newbold",
  title =        "Tests for a change in persistence against the null of
                 difference-stationarity",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "291--311",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00110",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Vrontos:2003:FFM,
  author =       "I. D. Vrontos and P. Dellaportas and D. N. Politis",
  title =        "A full-factor multivariate {GARCH} model",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "312--334",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00111",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Meddahi:2003:ARI,
  author =       "Nour Meddahi",
  title =        "{ARMA} representation of integrated and realized
                 variances",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "335--356",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00112",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Blake:2003:RBF,
  author =       "Andrew P. Blake and George Kapetanios",
  title =        "A radial basis function artificial neural network test
                 for neglected nonlinearity",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "357--373",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00113",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Aasness:2003:DPM,
  author =       "J{\o}rgen Aasness and Erik Bi{\o}rn and Terje
                 Skjerpen",
  title =        "Distribution of preferences and measurement errors in
                 a disaggregated expenditure system",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "374--400",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00114",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Karaca-Mandic:2003:SEC,
  author =       "Pinar Karaca-Mandic and Kenneth Train",
  title =        "Standard error correction in two-stage estimation with
                 nested samples",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "401--407",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00115",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Meyer:2003:SVB,
  author =       "Renate Meyer and David A. Fournier and Andreas Berg",
  title =        "Stochastic volatility: {Bayesian} computation using
                 automatic differentiation and the extended {Kalman}
                 filter",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "408--420",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00116",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Sen:2003:LBD,
  author =       "A. Sen",
  title =        "Limiting behaviour of {Dickey--Fuller} {$F$}-tests
                 under the crash model alternative",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "421--429",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00117",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Baardsen:2003:EIT,
  author =       "Gunnar B{\aa}rdsen and Eilev S. Jansen and Ragnar
                 Nymoen",
  title =        "Econometric inflation targeting",
  journal =      j-ECONOM-J,
  volume =       "6",
  number =       "2",
  pages =        "430--461",
  month =        dec,
  year =         "2003",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/1368-423X.t01-1-00118",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 November 2003",
}

@Article{Hendry:2004:PF,
  author =       "David F. Hendry and Michael P. Clements",
  title =        "Pooling of forecasts",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "1--31",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00119.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Pitarakis:2004:LSE,
  author =       "Jean-Yves Pitarakis",
  title =        "Least squares estimation and tests of breaks in mean
                 and variance under misspecification",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "32--54",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00120.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Kilic:2004:LTS,
  author =       "Rehim Kili{\c{c}}",
  title =        "Linearity tests and stationarity",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "55--62",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00121.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Nielsen:2004:EIM,
  author =       "Morten {\O}rregaard Nielsen",
  title =        "Efficient inference in multivariate fractionally
                 integrated time series models",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "63--97",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00122.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Greene:2004:BML,
  author =       "William Greene",
  title =        "The behaviour of the maximum likelihood estimator of
                 limited dependent variable models in the presence of
                 fixed effects",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "98--119",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00123.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Zhang:2004:SED,
  author =       "Wei Zhang and Lung-fei Lee",
  title =        "Simulation estimation of dynamic discrete choice panel
                 models with accelerated importance samplers",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "120--142",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00124.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Fruhwirth-Schnatter:2004:EML,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter",
  title =        "Estimating marginal likelihoods for mixture and
                 {Markov} switching models using bridge sampling
                 techniques",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "143--167",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00125.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Dolado:2004:AIR,
  author =       "Juan J. Dolado and Francesc Marmol",
  title =        "Asymptotic inference results for multivariate
                 long-memory processes",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "168--190",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00126.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Harris:2004:DCR,
  author =       "D. Harris and D. S. Poskitt",
  title =        "Determination of cointegrating rank in partially
                 non-stationary processes via a generalised
                 von-{Neumann} criterion",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "191--217",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00127.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Kim:2004:TSQ,
  author =       "Tae-Hwan Kim and Christophe Muller",
  title =        "Two-stage quantile regression when the first stage is
                 based on quantile regression",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "218--231",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00128.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Runstler:2004:MPS,
  author =       "Gerhard R{\"u}nstler",
  title =        "Modelling phase shifts among stochastic cycles",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "232--248",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00129.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Nielsen:2004:CAP,
  author =       "Heino Bohn Nielsen",
  title =        "Cointegration analysis in the presence of outliers",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "249--271",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00130.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Hahn:2004:EWI,
  author =       "Jinyong Hahn and Jerry Hausman and Guido Kuersteiner",
  title =        "Estimation with weak instruments: Accuracy of
                 higher-order bias and {MSE} approximations",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "1",
  pages =        "272--306",
  month =        jun,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00131.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 June 2004",
}

@Article{Castro:2004:CSA,
  author =       "Tomas {Del Barrio Castro} and Denise R. Osborn",
  title =        "The consequences of seasonal adjustment for periodic
                 autoregressive processes",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "307--321",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00132.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Banerjee:2004:SCU,
  author =       "Anindya Banerjee and Massimiliano Marcellino and
                 Chiara Osbat",
  title =        "Some cautions on the use of panel methods for
                 integrated series of macroeconomic data",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "322--340",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00133.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Choi:2004:TLC,
  author =       "In Choi and Pentti Saikkonen",
  title =        "Testing linearity in cointegrating smooth transition
                 regressions",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "341--365",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00134.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Abrevaya:2004:RET,
  author =       "Jason Abrevaya and Jerry A. Hausman",
  title =        "Response error in a transformation model with an
                 application to earnings-equation estimation",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "366--388",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00135.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Johansen:2004:MTE,
  author =       "S{\o}ren Johansen and Anders Rygh Swensen",
  title =        "More on testing exact rational expectations in
                 cointegrated vector autoregressive models: Restricted
                 constant and linear term",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "389--397",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00136.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Tsionas:2004:MSS,
  author =       "Efthymios G. Tsionas and Subal C. Kumbhakar",
  title =        "{Markov} switching stochastic frontier model",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "398--425",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00137.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Alfo:2004:SMM,
  author =       "Marco Alf{\`o} and Giovanni Trovato",
  title =        "Semiparametric mixture models for multivariate count
                 data, with application",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "426--454",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00138.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Gabriel:2004:FAA,
  author =       "Vasco J. Gabriel and Luis F. Martins",
  title =        "On the forecasting ability of {ARFIMA} models when
                 infrequent breaks occur",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "455--475",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00139.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Akram:2004:OPE,
  author =       "Q. Farooq Akram",
  title =        "Oil prices and exchange rates: {Norwegian} evidence",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "476--504",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00140.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Gospodinov:2004:ACI,
  author =       "Nikolay Gospodinov",
  title =        "Asymptotic confidence intervals for impulse responses
                 of near-integrated processes",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "505--527",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00141.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Ohn:2004:TDD,
  author =       "Jonathan Ohn and Larry W. Taylor and Adrian Pagan",
  title =        "Testing for duration dependence in economic cycles",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "528--549",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00142.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Koop:2004:FDF,
  author =       "Gary Koop and Simon Potter",
  title =        "Forecasting in dynamic factor models using {Bayesian}
                 model averaging",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "550--565",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00143.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Cameron:2004:MDC,
  author =       "A. Colin Cameron and Tong Li and Pravin K. Trivedi and
                 David M. Zimmer",
  title =        "Modelling the differences in counted outcomes using
                 bivariate copula models with application to mismeasured
                 counts",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "566--584",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00144.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Panopoulou:2004:CAD,
  author =       "Ekaterini Panopoulou and Nikitas Pittis",
  title =        "A comparison of autoregressive distributed lag and
                 dynamic {OLS} cointegration estimators in the case of a
                 serially correlated cointegration error",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "585--617",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00145.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Heaton:2004:ICF,
  author =       "Chris Heaton and Victor Solo",
  title =        "Identification of causal factor models of stationary
                 time series",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "618--627",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00146.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Bec:2004:VEC,
  author =       "Fr{\'e}d{\'e}rique Bec and Anders Rahbek",
  title =        "Vector equilibrium correction models with non-linear
                 discontinuous adjustments",
  journal =      j-ECONOM-J,
  volume =       "7",
  number =       "2",
  pages =        "628--651",
  month =        dec,
  year =         "2004",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2004.00147.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2004",
}

@Article{Romeu:2005:CEB,
  author =       "Andr{\'e}s Romeu and Marcos Vera-Hern{\'a}ndez",
  title =        "Counts with an endogenous binary regressor: A series
                 expansion approach",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "1--22",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00148.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Hansen:2005:GRT,
  author =       "Peter Reinhard Hansen",
  title =        "{Granger}'s representation theorem: A closed-form
                 expression for I (1) processes",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "23--38",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00149.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Magnus:2005:TE,
  author =       "Jan R. Magnus and Ashoke K. Sinha",
  title =        "On {Theil}'s errors",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "39--54",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00150.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Hadri:2005:TSH,
  author =       "Kaddour Hadri and Rolf Larsson",
  title =        "Testing for stationarity in heterogeneous panel data
                 where the time dimension is finite",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "55--69",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00151.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Machado:2005:BEC,
  author =       "Jos{\'e} A. F. Machado and Paulo Parente",
  title =        "Bootstrap estimation of covariance matrices via the
                 percentile method",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "70--78",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00152.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Chung:2005:EEP,
  author =       "Jeff Chung and Li Gan",
  title =        "Estimating the effect of price limits on limit-hitting
                 days",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "79--96",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00153.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Harvey:2005:TUR,
  author =       "David I. Harvey and Stephen J. Leybourne",
  title =        "On testing for unit roots and the initial
                 observation",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "97--111",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00154.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Anonymous:2005:C,
  author =       "Anonymous",
  title =        "Corrigendum",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "1",
  pages =        "112--113",
  month =        mar,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00155.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 March 2005",
}

@Article{Kiviet:2005:MAL,
  author =       "Jan F. Kiviet and Garry D. A. Phillips",
  title =        "Moment approximation for least-squares estimators in
                 dynamic regression models with a unit root",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "115--142",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00156.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Hui:2005:RMD,
  author =       "Yer Van Hui and Jiancheng Jiang",
  title =        "Robust modelling of {DTARCH} models",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "143--158",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00157.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Carrion-i-Silvestre:2005:BPA,
  author =       "Josep Llu{\'\i}s Carrion-i-Silvestre and Tom{\'a}s
                 {Del Barrio-Castro} and Enrique L{\'o}pez-Bazo",
  title =        "Breaking the panels: An application to the {GDP} per
                 capita",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "159--175",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00158.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Lee:2005:SEO,
  author =       "Myoung-Jae Lee and Ayal Kimhi",
  title =        "Simultaneous equations in ordered discrete responses
                 with regressor-dependent thresholds",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "176--196",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00159.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Juhl:2005:FCM,
  author =       "Ted Juhl",
  title =        "Functional-coefficient models under unit root
                 behaviour",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "197--213",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00160.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Moauro:2005:TDU,
  author =       "Filippo Moauro and Giovanni Savio",
  title =        "Temporal disaggregation using multivariate structural
                 time series models",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "214--234",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00161.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Raggi:2005:AMM,
  author =       "Davide Raggi",
  title =        "Adaptive {MCMC} methods for inference on affine
                 stochastic volatility models with jumps",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "235--250",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00162.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Lanne:2005:NLG,
  author =       "Markku Lanne and Pentti Saikkonen",
  title =        "Non-linear {GARCH} models for highly persistent
                 volatility",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "2",
  pages =        "251--276",
  month =        jul,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00163.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 July 2005",
}

@Article{Danilov:2005:EMU,
  author =       "Dmitry Danilov",
  title =        "Estimation of the mean of a univariate normal
                 distribution when the variance is not known",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "277--291",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00164.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Dastoor:2005:ASA,
  author =       "Naorayex K. Dastoor",
  title =        "On the arbitrariness of some asymptotic test
                 statistics based on generalized inverses",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "292--305",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00165.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Lucchetti:2005:ART,
  author =       "Riccardo Lucchetti and Eduardo Rossi",
  title =        "Artificial regression testing in the {GARCH}-in-mean
                 model",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "306--322",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00166.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Ioannidis:2005:RBB,
  author =       "Evangelos E. Ioannidis",
  title =        "Residual-based block bootstrap unit root testing in
                 the presence of trend breaks",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "323--351",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00167.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Wu:2005:PAE,
  author =       "Ximing Wu and Thanasis Stengos",
  title =        "Partially adaptive estimation via the maximum entropy
                 densities",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "352--366",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00168.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Lieberman:2005:EAM,
  author =       "Offer Lieberman and Peter C. B. Phillips",
  title =        "Expansions for approximate maximum likelihood
                 estimators of the fractional difference parameter",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "367--379",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00169.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Madsen:2005:ECR,
  author =       "Edith Madsen",
  title =        "Estimating cointegrating relations from a cross
                 section",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "380--405",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00170.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Kleiber:2005:FSP,
  author =       "Christian Kleiber and Walter Kr{\"a}mer",
  title =        "Finite-sample power of the {Durbin--Watson} test
                 against fractionally integrated disturbances",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "406--417",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00171.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Lind:2005:RSK,
  author =       "Jo Thori Lind",
  title =        "Repeated surveys and the {Kalman} filter",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "418--427",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00172.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Junker:2005:MAR,
  author =       "Markus Junker and Angelika May",
  title =        "Measurement of aggregate risk with copulas",
  journal =      j-ECONOM-J,
  volume =       "8",
  number =       "3",
  pages =        "428--454",
  month =        nov,
  year =         "2005",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2005.00173.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 November 2005",
}

@Article{Gorgens:2006:SES,
  author =       "Tue G{\o}rgens",
  title =        "Semiparametric estimation of single-index hazard
                 functions without proportional hazards",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "1--22",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00174.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 January 2006",
}

@Article{Fanelli:2006:DAC,
  author =       "Luca Fanelli",
  title =        "Dynamic adjustment cost models with forward-looking
                 behaviour",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "23--47",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00175.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 January 2006",
}

@Article{Inoue:2006:BAM,
  author =       "Atsushi Inoue",
  title =        "A bootstrap approach to moment selection",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "48--75",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00176.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 February 2006",
}

@Article{Godfrey:2006:SBT,
  author =       "L. G. Godfrey and C. D. Orme and J. M. C. Santos
                 Silva",
  title =        "Simulation-based tests for heteroskedasticity in
                 linear regression models: Some further results",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "76--97",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00177.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 February 2006",
}

@Article{Chong:2006:PAA,
  author =       "Terence Tai-Leung Chong",
  title =        "The polynomial aggregated {AR(1)} model",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "98--122",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00178.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 March 2006",
}

@Article{Shin:2006:MGT,
  author =       "Yongcheol Shin and Andy Snell",
  title =        "Mean group tests for stationarity in heterogeneous
                 panels",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "123--158",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00179.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 March 2006",
}

@Article{Wan:2006:FRO,
  author =       "Alan T. K. Wan and Guohua Zou and Kazuhiro Ohtani",
  title =        "Further results on optimal critical values of pre-test
                 when estimating the regression error variance",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "1",
  pages =        "159--176",
  month =        mar,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00180.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 March 2006",
}

@Article{Thomas:2006:CEB,
  author =       "Alban Thomas",
  title =        "Consistent estimation of binary-choice panel data
                 models with heterogeneous linear trends",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "177--195",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00181.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 March 2006",
}

@Article{Carrion-i-Silvestre:2006:JHS,
  author =       "Josep Llu{\'\i}s Carrion-i-Silvestre and Andreu
                 Sans{\'o}",
  title =        "Joint hypothesis specification for unit root tests
                 with a structural break",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "196--224",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00182.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 April 2006",
}

@Article{Liu:2006:URT,
  author =       "Hui Liu and Gabriel Rodr{\'\i}guez",
  title =        "Unit root tests and structural change when the initial
                 observation is drawn from its unconditional
                 distribution",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "225--251",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00183.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 May 2006",
}

@Article{Kapetanios:2006:URT,
  author =       "George Kapetanios and Yongcheol Shin",
  title =        "Unit root tests in three-regime {SETAR} models",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "252--278",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00184.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 May 2006",
}

@Article{Bednarski:2006:RMS,
  author =       "Tadeusz Bednarski and Edyta Mocarska",
  title =        "On robust model selection within the {Cox} model",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "279--290",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00185.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 May 2006",
}

@Article{Robinson:2006:IVE,
  author =       "P. M. Robinson and M. Gerolimetto",
  title =        "Instrumental variables estimation of stationary and
                 non-stationary cointegrating regressions",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "291--306",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00186.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 June 2006",
}

@Article{Deb:2006:SSL,
  author =       "Partha Deb and Pravin K. Trivedi",
  title =        "Specification and simulated likelihood estimation of a
                 non-normal treatment-outcome model with selection:
                 Application to health care utilization",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "307--331",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00187.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 June 2006",
}

@Article{Gao:2006:SET,
  author =       "Jiti Gao and Kim Hawthorne",
  title =        "Semiparametric estimation and testing of the trend of
                 temperature series",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "2",
  pages =        "332--355",
  month =        jul,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00188.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 June 2006",
}

@Article{Proietti:2006:TDS,
  author =       "Tommaso Proietti",
  title =        "Temporal disaggregation by state space methods:
                 Dynamic regression methods revisited",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "357--372",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00189.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 September 2006",
}

@Article{Aue:2006:CPM,
  author =       "Alexander Aue and Lajos Horv{\'a}th and Marie
                 Huskov{\'a} and Piotr Kokoszka",
  title =        "Change-point monitoring in linear models",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "373--403",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00190.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 September 2006",
}

@Article{Orme:2006:ADF,
  author =       "Chris D. Orme and Takashi Yamagata",
  title =        "The asymptotic distribution of the {$F$}-test
                 statistic for individual effects",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "404--422",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00191.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "29 September 2006",
}

@Article{Deng:2006:CAA,
  author =       "Ai Deng and Pierre Perron",
  title =        "A comparison of alternative asymptotic frameworks to
                 analyse a structural change in a linear time trend",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "423--447",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00192.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "31 October 2006",
}

@Article{Ouyang:2006:CVN,
  author =       "Desheng Ouyang and Dong Li and Qi Li",
  title =        "Cross-validation and non-parametric k
                 nearest-neighbour estimation",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "448--471",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00193.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "31 October 2006",
}

@Article{Strikholm:2006:SPD,
  author =       "Birgit Strikholm and Timo Ter{\"a}svirta",
  title =        "A sequential procedure for determining the number of
                 regimes in a threshold autoregressive model",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "472--491",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00194.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "31 October 2006",
}

@Article{Lobato:2006:OFD,
  author =       "Ignacio N. Lobato and Carlos Velasco",
  title =        "Optimal Fractional {Dickey--Fuller} tests",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "492--510",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00195.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "31 October 2006",
}

@Article{Frolich:2006:NPR,
  author =       "Markus Fr{\"o}lich",
  title =        "Non-parametric regression for binary dependent
                 variables",
  journal =      j-ECONOM-J,
  volume =       "9",
  number =       "3",
  pages =        "511--540",
  month =        nov,
  year =         "2006",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2006.00196.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "31 October 2006",
}

@Article{ilKim:2007:UCR,
  author =       "Kyoo il Kim",
  title =        "Uniform convergence rate of the seminonparametric
                 density estimator and testing for similarity of two
                 unknown densities",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "1--34",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00197.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Brown:2007:SEB,
  author =       "Bryan W. Brown and Douglas J. Hodgson",
  title =        "Semiparametric efficiency bounds in dynamic non-linear
                 systems under elliptical symmetry",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "35--48",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00198.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Hsiao:2007:LAT,
  author =       "Cheng Hsiao and Siyan Wang",
  title =        "Lag-augmented two- and three-stage least squares
                 estimators for integrated structural dynamic models",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "49--81",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00199.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Choi:2007:HUT,
  author =       "Chi-Young Choi and Young-Kyu Moh",
  title =        "How useful are tests for unit-root in distinguishing
                 unit-root processes from stationary but non-linear
                 processes?",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "82--112",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00200.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Asai:2007:NTD,
  author =       "Manabu Asai and Michael McAleer",
  title =        "Non-trading day effects in asymmetric conditional and
                 stochastic volatility models",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "113--123",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00201.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Mayoral:2007:MDE,
  author =       "Laura Mayoral",
  title =        "Minimum distance estimation of stationary and
                 non-stationary {ARFIMA} processes",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "124--148",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00202.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Harvey:2007:TTS,
  author =       "David I. Harvey and Stephen J. Leybourne",
  title =        "Testing for time series linearity",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "149--165",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00203.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Magnus:2007:LSD,
  author =       "Jan R. Magnus and Andrey L. Vasnev",
  title =        "Local sensitivity and diagnostic tests",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "1",
  pages =        "166--192",
  month =        mar,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00204.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2007",
}

@Article{Canals-Cerda:2007:SCR,
  author =       "Jos{\'e} Canals-Cerd{\'a} and Shiferaw Gurmu",
  title =        "Semiparametric competing risks analysis",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "193--215",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00205.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 April 2007",
}

@Article{Bu:2007:EOI,
  author =       "Ruijun Bu and Kaddour Hadri",
  title =        "Estimating option implied risk-neutral densities using
                 spline and hypergeometric functions",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "216--244",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00206.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 April 2007",
}

@Article{Magdalinos:2007:IUE,
  author =       "Tassos Magdalinos",
  title =        "On the inconsistency of the unrestricted estimator of
                 the information matrix near a unit root",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "245--262",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00207.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 April 2007",
}

@Article{Dustmann:2007:SCP,
  author =       "Christian Dustmann and Mar{\'\i}a Engracia
                 Rochina-Barrachina",
  title =        "Selection correction in panel data models: An
                 application to the estimation of females' wage
                 equations",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "263--293",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00208.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 June 2007",
}

@Article{Preminger:2007:MSM,
  author =       "Arie Preminger and Shinichi Sakata",
  title =        "A model selection method for {$S$}-estimation",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "294--319",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00209.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2007",
}

@Article{Haug:2007:MME,
  author =       "S. Haug and C. Kl{\"u}ppelberg and A. Lindner and M.
                 Zapp",
  title =        "Method of moment estimation in the {COGARCH(1,1)}
                 model",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "320--341",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00210.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 June 2007",
}

@Article{Kawakatsu:2007:NIB,
  author =       "Hiroyuki Kawakatsu",
  title =        "Numerical integration-based {Gaussian} mixture filters
                 for maximum likelihood estimation of asymmetric
                 stochastic volatility models",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "342--358",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00211.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2007",
}

@Article{Frolich:2007:PSM,
  author =       "Markus Fr{\"o}lich",
  title =        "Propensity score matching without conditional
                 independence assumption --- with an application to the
                 gender wage gap in the {United Kingdom}",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "359--407",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00212.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2007",
}

@Article{Bauwens:2007:BIM,
  author =       "L. Bauwens and J. V. K. Rombouts",
  title =        "{Bayesian} inference for the mixed conditional
                 heteroskedasticity model",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "408--425",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00213.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 June 2007",
}

@Article{Wang:2007:TSE,
  author =       "Liqun Wang and Cheng Hsiao",
  title =        "Two-stage estimation of limited dependent variable
                 models with errors-in-variables",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "426--438",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00214.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 June 2007",
}

@Article{Guimaraes:2007:COG,
  author =       "Paulo Guimar{\~a}es and Richard C. Lindrooth",
  title =        "Controlling for overdispersion in grouped conditional
                 logit models: A computationally simple application of
                 {Dirichlet}-multinomial regression",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "439--452",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00215.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 June 2007",
}

@Article{Chang:2007:EIR,
  author =       "Pao-Li Chang and Shinichi Sakata",
  title =        "Estimation of impulse response functions using long
                 autoregression",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "2",
  pages =        "453--469",
  month =        jul,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00216.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 June 2007",
}

@Article{Wan:2007:SRL,
  author =       "Alan T. K. Wan and Guohua Zou and Huaizhen Qin",
  title =        "On the sensitivity of the restricted least squares
                 estimators to covariance misspecification",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "471--487",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00217.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 August 2007",
}

@Article{Carson:2007:TMN,
  author =       "Richard T. Carson and Yixiao Sun",
  title =        "The Tobit model with a non-zero threshold",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "488--502",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00218.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 August 2007",
}

@Article{Dellaportas:2007:MVA,
  author =       "P. Dellaportas and I. D. Vrontos",
  title =        "Modelling volatility asymmetries: a {Bayesian}
                 analysis of a class of tree structured multivariate
                 {GARCH} models",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "503--520",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00219.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 August 2007",
}

@Article{Bramati:2007:REF,
  author =       "Maria Caterina Bramati and Christophe Croux",
  title =        "Robust estimators for the fixed effects panel data
                 model",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "521--540",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00220.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 September 2007",
}

@Article{Davidson:2007:MIJ,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "Moments of {IV} and {JIVE} estimators",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "541--553",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00221.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 October 2007",
}

@Article{Rossi:2007:EHT,
  author =       "Barbara Rossi",
  title =        "Expectations hypotheses tests at Long Horizons",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "554--579",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00222.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 October 2007",
}

@Article{Qu:2007:SCD,
  author =       "Zhongjun Qu",
  title =        "Searching for cointegration in a dynamic system",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "580--604",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00223.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 October 2007",
}

@Article{Georgiev:2007:MDF,
  author =       "Iliyan Georgiev",
  title =        "A mixture-distribution factor model for multivariate
                 outliers",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "605--636",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00224.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 October 2007",
}

@Article{Allen:2007:SMC,
  author =       "Jason Allen",
  title =        "Size matters: covariance matrix estimation under the
                 alternative",
  journal =      j-ECONOM-J,
  volume =       "10",
  number =       "3",
  pages =        "637--644",
  month =        nov,
  year =         "2007",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00225.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 October 2007",
}

@Article{Smith:2008:EJR,
  author =       "Richard J. Smith",
  title =        "The Econometrics Journal of the {Royal} Economic
                 Society",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "i--iii",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00241.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 February 2008",
}

@Article{Xu:2008:BAU,
  author =       "Ke-Li Xu",
  title =        "Bootstrapping Autoregression under Non-stationary
                 Volatility",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "1--26",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00235.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 January 2008",
}

@Article{Huang:2008:EGM,
  author =       "Da Huang and Hansheng Wang and Qiwei Yao",
  title =        "Estimating {GARCH} models: when to use what?",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "27--38",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00229.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 January 2008",
}

@Article{Nielsen:2008:IOC,
  author =       "Heino Bohn Nielsen",
  title =        "Influential observations in cointegrated {VAR} models:
                 {Danish} money demand 1973-2003",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "39--57",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00226.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 December 2007",
}

@Article{Jacobson:2008:IER,
  author =       "Tor Jacobson and Johan Lyhagen and Rolf Larsson and
                 Marianne Ness{\'e}n",
  title =        "Inflation, exchange rates and {PPP} in a multivariate
                 panel cointegration model",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "58--79",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00231.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 January 2008",
}

@Article{Moon:2008:ALP,
  author =       "Hyungsik Roger Moon and Benoit Perron",
  title =        "Asymptotic local power of pooled $t$-ratio tests for
                 unit roots in panels with fixed effects",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "80--104",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00236.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 February 2008",
}

@Article{Pesaran:2008:BAL,
  author =       "M. Hashem Pesaran and Aman Ullah and Takashi
                 Yamagata",
  title =        "A bias-adjusted {LM} test of error cross-section
                 independence",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "105--127",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00227.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 January 2008",
}

@Article{Maasoumi:2008:ERG,
  author =       "Esfandiar Maasoumi and Le Wang",
  title =        "Economic Reform, Growth and Convergence in {China}",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "128--154",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00233.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 January 2008",
}

@Article{Banachewicz:2008:MPD,
  author =       "Konrad Banachewicz and Andr{\'e} Lucas and Aad {Van
                 Der Vaart}",
  title =        "Modelling Portfolio Defaults Using Hidden {Markov}
                 Models with Covariates",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "155--171",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00232.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 February 2008",
}

@Article{Smith:2008:SFM,
  author =       "Murray D. Smith",
  title =        "Stochastic frontier models with dependent error
                 components",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "172--192",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2007.00228.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 January 2008",
}

@Article{Lombardi:2008:IES,
  author =       "Marco J. Lombardi and Giorgio Calzolari",
  title =        "Indirect Estimation of $ \alpha $-Stable Distributions
                 and Processes",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "193--208",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00234.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 January 2008",
}

@Article{McElroy:2008:EFH,
  author =       "Tucker McElroy",
  title =        "Exact formulas for the {Hodrick--Prescott} filter",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "1",
  pages =        "209--217",
  month =        mar,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00230.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 January 2008",
}

@Article{Huang:2008:PVA,
  author =       "Xiao Huang",
  title =        "Panel vector autoregression under cross-sectional
                 dependence",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "219--243",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00240.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Elliott:2008:MBR,
  author =       "Robert J. Elliott and Vikram Krishnamurthy and
                 J{\"o}rn Sass",
  title =        "Moment based regression algorithms for drift and
                 volatility estimation in continuous-time {Markov}
                 switching models",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "244--270",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00246.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Beyer:2008:FAM,
  author =       "Andreas Beyer and Roger E. A. Farmer and
                 J{\'e}r{\^o}me Henry and Massimiliano Marcellino",
  title =        "Factor analysis in a model with rational
                 expectations",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "271--286",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00245.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Bai:2008:GCB,
  author =       "Jushan Bai and Haiqiang Chen and Terence Tai-Leung
                 Chong and Seraph Xin Wang",
  title =        "Generic consistency of the break-point estimators
                 under specification errors in a multiple-break model",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "287--307",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00237.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Kuosmanen:2008:RTC,
  author =       "Timo Kuosmanen",
  title =        "Representation theorem for convex nonparametric least
                 squares",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "308--325",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00239.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Eren:2008:IHS,
  author =       "Ozkan Eren and Daniel J. Henderson",
  title =        "The impact of homework on student achievement",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "326--348",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00244.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Yang:2008:GLT,
  author =       "Zhenlin Yang and Yiu-Kuen Tse",
  title =        "Generalized {LM} tests for functional form and
                 heteroscedasticity",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "349--376",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00242.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Kapetanios:2008:BPP,
  author =       "G. Kapetanios",
  title =        "A bootstrap procedure for panel data sets with many
                 cross-sectional units",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "377--395",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00243.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Li:2008:KNN,
  author =       "Rui Li and Guan Gong",
  title =        "K-nearest-neighbour non-parametric estimation of
                 regression functions in the presence of irrelevant
                 variables",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "2",
  pages =        "396--408",
  month =        jul,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00238.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 July 2008",
}

@Article{Harvey:2008:SUR,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Seasonal unit root tests and the role of initial
                 conditions",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "409--442",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00258.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Davidson:2008:BIL,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "Bootstrap inference in a linear equation estimated by
                 instrumental variables",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "443--477",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00247.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Ulrick:2008:USP,
  author =       "Shawn W. Ulrick",
  title =        "Using semi-parametric methods in an analysis of
                 earnings mobility",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "478--498",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00248.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Halliday:2008:HSD,
  author =       "Timothy J. Halliday",
  title =        "Heterogeneity, state dependence and health",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "499--516",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00256.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Shin:2008:SEB,
  author =       "Youngki Shin",
  title =        "Semiparametric estimation of the {Box--Cox}
                 transformation model",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "517--537",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00255.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Ai:2008:SDE,
  author =       "Chunrong Ai and Edward C. Norton",
  title =        "A semiparametric derivative estimator in log
                 transformation models",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "538--553",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00252.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Baltagi:2008:APE,
  author =       "Badi H. Baltagi and Chihwa Kao and Long Liu",
  title =        "Asymptotic properties of estimators for the linear
                 panel regression model with random individual effects
                 and serially correlated errors: the case of stationary
                 and non-stationary regressors and residuals",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "554--572",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00254.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Takada:2008:AQP,
  author =       "Teruko Takada",
  title =        "Asymptotic and qualitative performance of
                 non-parametric density estimators: a comparative
                 study",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "573--592",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00249.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Knight:2008:ESC,
  author =       "John Knight and Cathy Q. Ning",
  title =        "Estimation of the stochastic conditional duration
                 model via alternative methods",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "593--616",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00250.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Pong:2008:DSL,
  author =       "Shiuyan Pong and Mark B. Shackleton and Stephen J.
                 Taylor",
  title =        "Distinguishing short and long memory volatility
                 specifications",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "617--637",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00251.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Sandberg:2008:CVL,
  author =       "Rickard Sandberg",
  title =        "Critical values for linearity tests in time-varying
                 smooth transition autoregressive models when data are
                 highly persistent",
  journal =      j-ECONOM-J,
  volume =       "11",
  number =       "3",
  pages =        "638--647",
  month =        nov,
  year =         "2008",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00257.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 November 2008",
}

@Article{Hoderlein:2009:IEL,
  author =       "Stefan Hoderlein and Enno Mammen",
  title =        "Identification and estimation of local average
                 derivatives in non-separable models without
                 monotonicity",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "1--25",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00273.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Poskitt:2009:AMC,
  author =       "D. S. Poskitt and C. L. Skeels",
  title =        "Assessing the magnitude of the concentration parameter
                 in a simultaneous equations model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "26--44",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00268.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Li:2009:DNF,
  author =       "Qiaoling Li and Jiazhu Pan",
  title =        "Determining the number of factors in a multivariate
                 error correction-volatility factor model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "45--61",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00259.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Sarafidis:2009:IEC,
  author =       "Vasilis Sarafidis and Donald Robertson",
  title =        "On the impact of error cross-sectional dependence in
                 short dynamic panel estimation",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "62--81",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00260.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Wilhelmsson:2009:VRT,
  author =       "Anders Wilhelmsson",
  title =        "{Value at Risk} with time varying variance, skewness
                 and kurtosis --- the {NIG--ACD} model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "82--104",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00277.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Ardia:2009:BEM,
  author =       "David Ardia",
  title =        "{Bayesian} estimation of a {Markov}-switching
                 threshold asymmetric {GARCH} model with {Student}-$t$
                 innovations",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "105--126",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00253.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Hafner:2009:CFT,
  author =       "Christian M. Hafner",
  title =        "Causality and forecasting in temporally aggregated
                 multivariate {GARCH} processes",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "127--146",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00276.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Nakatani:2009:TVI,
  author =       "Tomoaki Nakatani and Timo Ter{\"a}svirta",
  title =        "Testing for volatility interactions in the Constant
                 Conditional Correlation {GARCH} model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "147--163",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00261.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Kawakatsu:2009:EAO,
  author =       "Hiroyuki Kawakatsu and Ann G. Largey",
  title =        "{EM} algorithms for ordered probit models with
                 endogenous regressors",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "1",
  pages =        "164--186",
  month =        mar,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00272.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 February 2009",
}

@Article{Linton:2009:NPR,
  author =       "Oliver Linton and Jens Perch Nielsen and S{\o}ren
                 Feodor Nielsen",
  title =        "Non-parametric regression with a latent time series",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "187--207",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00278.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Bravo:2009:BGE,
  author =       "Francesco Bravo",
  title =        "Blockwise generalized empirical likelihood inference
                 for non-linear dynamic moment conditions models",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "208--231",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00286.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Bao:2009:SKE,
  author =       "Yong Bao and Aman Ullah",
  title =        "On skewness and kurtosis of econometric estimators",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "232--247",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00289.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Cizek:2009:APE,
  author =       "P. C{\'\i}zek and W. H{\"a}rdle and V. Spokoiny",
  title =        "Adaptive pointwise estimation in time-inhomogeneous
                 conditional heteroscedasticity models",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "248--271",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00292.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Kring:2009:MTG,
  author =       "Sebastian Kring and Svetlozar T. Rachev and Markus
                 H{\"o}chst{\"o}tter and Frank J. Fabozzi and Michele
                 Leonardo Bianchi",
  title =        "Multi-tail generalized elliptical distributions for
                 asset returns",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "272--291",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00290.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Asai:2009:MSV,
  author =       "Manabu Asai and Michael McAleer",
  title =        "Multivariate stochastic volatility, leverage and news
                 impact surfaces",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "292--309",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00284.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Grigoletto:2009:LSF,
  author =       "Matteo Grigoletto and Francesco Lisi",
  title =        "Looking for skewness in financial time series",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "310--323",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00281.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Gu:2009:BER,
  author =       "Yuanyuan Gu and Denzil G. Fiebig and Edward Cripps and
                 Robert Kohn",
  title =        "{Bayesian} estimation of a random effects
                 heteroscedastic probit model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "324--339",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00283.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Silva:2009:PUR,
  author =       "S. {De Silva} and K. Hadri and A. R. Tremayne",
  title =        "Panel unit root tests in the presence of
                 cross-sectional dependence: finite sample performance
                 and an application",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "340--366",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00287.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Engler:2009:EPA,
  author =       "Eric Engler and Bent Nielsen",
  title =        "The empirical process of autoregressive residuals",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "367--381",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00282.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Sperlich:2009:NNP,
  author =       "Stefan Sperlich",
  title =        "A note on non-parametric estimation with predicted
                 variables",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "2",
  pages =        "382--395",
  month =        jul,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00291.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 July 2009",
}

@Article{Fan:2009:RES,
  author =       "Jianqing Fan and Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2008
                 Special Issue on Financial Econometrics",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "ci--ciii",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00298.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Davezies:2009:IPE,
  author =       "Laurent Davezies and Xavier D'Haultfoeuille and Denis
                 Foug{\`e}re",
  title =        "Identification of peer effects using group size
                 variation",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "397--413",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00296.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Demetrescu:2009:TCR,
  author =       "Matei Demetrescu and Helmut L{\"u}tkepohl and Pentti
                 Saikkonen",
  title =        "Testing for the cointegrating rank of a vector
                 autoregressive process with uncertain deterministic
                 trend term",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "414--435",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00297.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Liu:2009:SFG,
  author =       "Ji-Chun Liu",
  title =        "Stationarity of a family of {GARCH} processes",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "436--446",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00294.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Anonymous:2009:E,
  author =       "Anonymous",
  title =        "Errata",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "447",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00304.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Coudin:2009:IEJ,
  author =       "Elise Coudin and Jean-Marie Dufour",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 12",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "449--450",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00305.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Barndorff-Nielsen:2009:RKP,
  author =       "O. E. Barndorff-Nielsen and P. Reinhard Hansen and A.
                 Lunde and N. Shephard",
  title =        "Realized kernels in practice: trades and quotes",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "C1--C32",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00275.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Christensen:2009:AFG,
  author =       "Jens H. E. Christensen and Francis X. Diebold and
                 Glenn D. Rudebusch",
  title =        "An arbitrage-free generalized {Nelson-Siegel} term
                 structure model",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "C33--C64",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2008.00267.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Sentana:2009:EMV,
  author =       "Enrique Sentana",
  title =        "The econometrics of mean-variance efficiency tests: a
                 survey",
  journal =      j-ECONOM-J,
  volume =       "12",
  number =       "3",
  pages =        "C65--C101",
  month =        nov,
  year =         "2009",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00295.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2009",
}

@Article{Browning:2010:HDD,
  author =       "Martin Browning and Jesus M. Carro",
  title =        "Heterogeneity in dynamic discrete choice models",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "1--39",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00301.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Schafgans:2010:SAA,
  author =       "Marcia M. A. Schafgans and Victoria Zinde-Walsh",
  title =        "Smoothness adaptive average derivative estimation",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "40--62",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00300.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Madsen:2010:URI,
  author =       "Edith Madsen",
  title =        "Unit root inference in panel data models where the
                 time-series dimension is fixed: a comparison of
                 different tests",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "63--94",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00302.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Bun:2010:WIP,
  author =       "Maurice J. G. Bun and Frank Windmeijer",
  title =        "The weak instrument problem of the system {GMM}
                 estimator in dynamic panel data models",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "95--126",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00299.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Honore:2010:ETM,
  author =       "Bo E. Honor{\'e} and Luojia Hu",
  title =        "Estimation of a transformation model with truncation,
                 interval observation and time-varying covariates",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "127--144",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00303.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Koop:2010:RFC,
  author =       "Gary Koop",
  title =        "A Review of A First Course in {Bayesian} Statistical
                 Methods",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "1",
  pages =        "B1--B5",
  month =        feb,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00306.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2010",
}

@Article{Lee:2010:SES,
  author =       "Lung-fei Lee and Xiaodong Liu and Xu Lin",
  title =        "Specification and estimation of social interaction
                 models with network structures",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "145--176",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00310.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Choi:2010:IRM,
  author =       "Hwan-sik Choi and Nicholas M. Kiefer",
  title =        "Improving robust model selection tests for dynamic
                 models",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "177--204",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00313.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Wright:2010:TAC,
  author =       "Jonathan H. Wright",
  title =        "Testing the adequacy of conventional asymptotics in
                 {GMM}",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "205--217",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00312.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Bauwens:2010:TIM,
  author =       "Luc Bauwens and Arie Preminger and Jeroen V. K.
                 Rombouts",
  title =        "Theory and inference for a {Markov} switching {GARCH}
                 model",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "218--244",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00307.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Jiang:2010:EEM,
  author =       "George J. Jiang and John L. Knight",
  title =        "{ECF} estimation of {Markov} models where the
                 transition density is unknown",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "245--270",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00316.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Fiorio:2010:BRI,
  author =       "Carlo V. Fiorio and Vassilis A. Hajivassiliou and
                 Peter C. B. Phillips",
  title =        "Bimodal $t$-ratios: the impact of thick tails on
                 inference",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "2",
  pages =        "271--289",
  month =        jul,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00315.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 May 2010",
}

@Article{Anonymous:2010:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 13",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "291--292",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00335.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Feve:2010:PNP,
  author =       "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens",
  title =        "The practice of non-parametric estimation by solving
                 inverse problems: the example of transformation
                 models",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S1--S27",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00314.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Komunjer:2010:SPE,
  author =       "Ivana Komunjer and Andres Santos",
  title =        "Semi-parametric estimation of non-separable models: a
                 minimum distance from independence approach",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S28--S55",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00317.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Magnusson:2010:ILD,
  author =       "Leandro M. Magnusson",
  title =        "Inference in limited dependent variable models robust
                 to weak identification",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S56--S79",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00309.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Vanhems:2010:NPE,
  author =       "Anne Vanhems",
  title =        "Non-parametric estimation of exact consumer surplus
                 with endogeneity in price",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S80--S98",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00311.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Haan:2010:SAE,
  author =       "Peter Haan and Victoria Prowse",
  title =        "A structural approach to estimating the effect of
                 taxation on the labour market dynamics of older
                 workers",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S99--S125",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2009.00308.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Iskhakov:2010:SDM,
  author =       "Fedor Iskhakov",
  title =        "Structural dynamic model of retirement with latent
                 health indicator",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "S126--S161",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00318.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Robin:2010:RDS,
  author =       "Jean-Marc Robin",
  title =        "Recent developments in structural microeconometrics",
  journal =      j-ECONOM-J,
  volume =       "13",
  number =       "3",
  pages =        "Si--Sii",
  month =        oct,
  year =         "2010",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00321.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2010",
}

@Article{Perron:2011:RES,
  author =       "Pierre Perron and Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2009
                 Special Issue on Factor Models: Theoretical and Applied
                 Perspectives",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "ci--ciii",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00339.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Ando:2011:QRM,
  author =       "Tomohiro Ando and Ruey S. Tsay",
  title =        "Quantile regression models with factor-augmented
                 predictors and information criterion",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "1--24",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00320.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Baltagi:2011:TSF,
  author =       "Badi H. Baltagi and Qu Feng and Chihwa Kao",
  title =        "Testing for sphericity in a fixed effects panel data
                 model",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "25--47",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00331.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Mutl:2011:HTC,
  author =       "Jan Mutl and Michael Pfaffermayr",
  title =        "The {Hausman} test in a {Cliff} and {Ord} panel
                 model",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "48--76",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00325.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Nielsen:2011:FMN,
  author =       "Morten {\O}rregaard Nielsen and Per Frederiksen",
  title =        "Fully modified narrow-band least squares estimation of
                 weak fractional cointegration",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "77--120",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00323.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Orsal:2011:CLB,
  author =       "Deniz Dilan Karaman {\"O}rsal and Bernd Droge",
  title =        "Corrigendum to {`Likelihood-based cointegration tests
                 in heterogeneous panels' (Larsson R., J. Lyhagen and M.
                 {L{\"o}thgren,} Econometrics Journal, {\bf 4}, 2001,
                 109--142)}",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "121--125",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00327.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Larsson:2001:LBC}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Phillips:2011:CGA,
  author =       "Peter C. B. Phillips and Jun Yu",
  title =        "Corrigendum to {`A Gaussian approach for continuous
                 time models of short-term interest rates' (Yu, J. and
                 P. C. B. Phillips, Econometrics Journal, {\bf 4},
                 210--224)}",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "126--129",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00326.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Yu:2001:GAC}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Moench:2011:HFA,
  author =       "Emanuel Moench and Serena Ng",
  title =        "A hierarchical factor analysis of {U.S.} housing
                 market dynamics",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "C1--C24",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00319.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Angelini:2011:STF,
  author =       "Elena Angelini and Gonzalo Camba-Mendez and Domenico
                 Giannone and Lucrezia Reichlin and Gerhard
                 R{\"u}nstler",
  title =        "Short-term forecasts of euro area {GDP} growth",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "C25--C44",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00328.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Chudik:2011:WSC,
  author =       "Alexander Chudik and M. Hashem Pesaran and Elisa
                 Tosetti",
  title =        "Weak and strong cross-section dependence and
                 estimation of large panels",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "C45--C90",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00330.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Anonymous:2011:DSE,
  author =       "Anonymous",
  title =        "The {Denis Sargan Econometrics Prize}",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "1",
  pages =        "Ai",
  month =        feb,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00342.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2011",
}

@Article{Kurita:2011:CMP,
  author =       "Takamitsu Kurita and Heino Bohn Nielsen and Anders
                 Rahbek",
  title =        "An I(2) cointegration model with piecewise linear
                 trends",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "131--155",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00333.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Chambers:2011:CSF,
  author =       "Marcus J. Chambers",
  title =        "Cointegration and sampling frequency",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "156--185",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00329.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Ponomareva:2011:MMI,
  author =       "Maria Ponomareva and Elie Tamer",
  title =        "Misspecification in moment inequality models: back to
                 moment equalities?",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "186--203",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00332.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Veraart:2011:LEL,
  author =       "Almut E. D. Veraart",
  title =        "Likelihood estimation of {L{\'e}vy}-driven stochastic
                 volatility models through realized variance measures",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "204--240",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00336.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Huang:2011:QML,
  author =       "Xiao Huang",
  title =        "Quasi-maximum likelihood estimation of discretely
                 observed diffusions",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "241--256",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00324.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Di:2011:ESP,
  author =       "Jianing Di and Ashis Gangopadhyay",
  title =        "On the efficiency of a semi-parametric {GARCH} model",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "257--277",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00337.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Bai:2011:TSP,
  author =       "Zhidong Bai and Hua Li and Huixia Liu and Wing-Keung
                 Wong",
  title =        "Test statistics for prospect and {Markowitz}
                 stochastic dominances with applications",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "278--303",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00348.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Mynbaev:2011:RAC,
  author =       "Kairat T. Mynbaev",
  title =        "Regressions with asymptotically collinear regressors",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "304--320",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00334.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Otsu:2011:LDG,
  author =       "Taisuke Otsu",
  title =        "Large deviations of generalized method of moments and
                 empirical likelihood estimators",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "321--329",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00346.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Born:2011:SRB,
  author =       "Benjamin Born and J{\"o}rg Breitung",
  title =        "Simple regression-based tests for spatial dependence",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "330--342",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00338.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Brinch:2011:NPI,
  author =       "Christian N. Brinch",
  title =        "Non-parametric identification of the mixed
                 proportional hazards model with interval-censored
                 durations",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "343--350",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00347.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Silva:2011:RME,
  author =       "Jo{\~a}o M. C. Santos Silva",
  title =        "A Review of {{\booktitle{Micro-Econometrics: Methods
                 of Moments and Limited Dependent Variables}} (2nd Ed.)
                 by Lee (Myoung-jae)}",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "2",
  pages =        "B1--B4",
  month =        jul,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00322.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 June 2011",
}

@Article{Hoderlein:2011:NPM,
  author =       "Stefan Hoderlein and Enno Mammen and Kyusang Yu",
  title =        "Non-parametric models in binary choice fixed effects
                 panel data",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "351--367",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00343.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Canay:2011:SAQ,
  author =       "Ivan A. Canay",
  title =        "A simple approach to quantile regression for panel
                 data",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "368--386",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00349.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Li:2011:NPT,
  author =       "Degui Li and Jia Chen and Jiti Gao",
  title =        "Non-parametric time-varying coefficient panel data
                 models with fixed effects",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "387--408",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00350.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Abrevaya:2011:REP,
  author =       "Jason Abrevaya and Youngki Shin",
  title =        "Rank estimation of partially linear index models",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "409--437",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00352.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Yang:2011:FBA,
  author =       "Jingjing Yang and Timothy J. Vogelsang",
  title =        "Fixed-$b$ analysis of {LM}-type tests for a shift in
                 mean",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "438--456",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00341.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Phillips:2011:NPR,
  author =       "Peter C. B. Phillips and Liangjun Su",
  title =        "Non-parametric regression under location shifts",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "457--486",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00344.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Kim:2011:DET,
  author =       "Yunmi Kim and Chang-Jin Kim",
  title =        "Dealing with endogeneity in a time-varying parameter
                 model: joint estimation and two-step estimation
                 procedures",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "487--497",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00353.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Anonymous:2011:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 14",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "499--500",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00360.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Wilke:2011:REA,
  author =       "Ralf A. Wilke",
  title =        "A Review of {{\booktitle{Econometric Analysis of Cross
                 Section and Panel Data}} (2nd ed.) by Wooldridge
                 (Jeffrey M.)}",
  journal =      j-ECONOM-J,
  volume =       "14",
  number =       "3",
  pages =        "B5--B9",
  month =        oct,
  year =         "2011",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00351.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 October 2011",
}

@Article{Linton:2012:E,
  author =       "Oliver Linton and Richard J. Smith",
  title =        "{EDITORIAL}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "Ci--Cii",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00367.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Bravo:2012:GEL,
  author =       "Francesco Bravo",
  title =        "Generalized empirical likelihood testing in
                 semiparametric conditional moment restrictions models",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "1--31",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00354.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Camponovo:2012:BPT,
  author =       "Lorenzo Camponovo and Taisuke Otsu",
  title =        "Breakdown point theory for implied probability
                 bootstrap",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "32--55",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00365.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Zhang:2012:TCT,
  author =       "Yonghui Zhang and Liangjun Su and Peter C. B.
                 Phillips",
  title =        "Testing for common trends in semi-parametric panel
                 data models with fixed effects",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "56--100",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00361.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{DeBlander:2012:URT,
  author =       "Rembert {De Blander} and Geert Dhaene",
  title =        "Unit root tests for panel data with {AR(1)} errors and
                 small {$T$}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "101--124",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00363.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Schluter:2012:PII,
  author =       "Christian Schluter",
  title =        "On the problem of inference for inequality measures
                 for heavy-tailed distributions",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "125--153",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00356.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Yang:2012:BPE,
  author =       "Jingjing Yang",
  title =        "Break point estimators for a slope shift: levels
                 versus first differences",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "154--169",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00355.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Donald:2012:ICM,
  author =       "Stephen G. Donald and Yu-Chin Hsu and Garry F.
                 Barrett",
  title =        "Incorporating covariates in the measurement of welfare
                 and inequality: methods and applications",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "C1--C30",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00366.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See discussion \cite{Schluter:2012:DGD}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Davidson:2012:SIP,
  author =       "Russell Davidson",
  title =        "Statistical inference in the presence of heavy tails",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "C31--C53",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2010.00340.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See discussion \cite{Schluter:2012:DGD}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Schluter:2012:DGD,
  author =       "Christian Schluter",
  title =        "Discussion of {S. G. Donald} et al. and {R.
                 Davidson}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "1",
  pages =        "C54--C57",
  month =        feb,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00345.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  note =         "See \cite{Donald:2012:ICM,Davidson:2012:SIP}.",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 February 2012",
}

@Article{Ferriani:2012:ETN,
  author =       "Fabrizio Ferriani and Sergio Pastorello",
  title =        "Estimating and testing non-affine option pricing
                 models with a large unbalanced panel of options",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "171--203",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00372.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2012",
}

@Article{Han:2012:NSN,
  author =       "Heejoon Han and Shen Zhang",
  title =        "Non-stationary non-parametric volatility model",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "204--225",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00357.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 July 2012",
}

@Article{Engsted:2012:TRB,
  author =       "Tom Engsted and Bent Nielsen",
  title =        "Testing for rational bubbles in a coexplosive vector
                 autoregression",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "226--254",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00369.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 January 2012",
}

@Article{Chang:2012:NSR,
  author =       "Yoosoon Chang and Bibo Jiang and Joon Park",
  title =        "Non-stationary regression with logistic transition",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "255--287",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00371.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 February 2012",
}

@Article{Jun:2012:DEV,
  author =       "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
  title =        "Discrete endogenous variables in weakly separable
                 models",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "288--303",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00373.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "22 March 2012",
}

@Article{Florens:2012:IRP,
  author =       "Jean-Pierre Florens and Jan Johannes and S{\'e}bastien
                 {Van Bellegem}",
  title =        "Instrumental regression in partially linear models",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "304--324",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00358.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 July 2012",
}

@Article{Jensen:2012:EEV,
  author =       "Peter S. Jensen and Allan H. W{\"u}rtz",
  title =        "Estimating the effect of a variable in a
                 high-dimensional linear model",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "325--357",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00362.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 July 2012",
}

@Article{Kalliovirta:2012:MTB,
  author =       "Leena Kalliovirta",
  title =        "Misspecification tests based on quantile residuals",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "358--393",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00364.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "17 July 2012",
}

@Article{Osborn:2012:RMN,
  author =       "Denise R. Osborn",
  title =        "A Review of {{\booktitle{Modelling Nonlinear Economic
                 Time Series}} by Ter{\"a}svirta (Timo), Tj{\o}stheim
                 (Dag) and Granger (Clive W. J.)}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "2",
  pages =        "B1--B3",
  month =        jun,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2011.00359.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 January 2012",
}

@Article{Li:2012:WII,
  author =       "Hong Li and Zhijie Xiao",
  title =        "Weak instrument inference in the presence of parameter
                 instability",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "395--419",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00384.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 August 2012",
}

@Article{Kristensen:2012:NPD,
  author =       "Dennis Kristensen",
  title =        "Non-parametric detection and estimation of structural
                 change",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "420--461",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00378.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 June 2012",
}

@Article{Gorgens:2012:TPF,
  author =       "Tue G{\o}rgens and Allan W{\"u}rtz",
  title =        "Testing a parametric function against a non-parametric
                 alternative in {IV} and {GMM} settings",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "462--489",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00382.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "13 August 2012",
}

@Article{Creel:2012:EDL,
  author =       "Michael Creel and Dennis Kristensen",
  title =        "Estimation of dynamic latent variable models using
                 simulated non-parametric moments",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "490--515",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00387.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 September 2012",
}

@Article{Nankervis:2012:TUE,
  author =       "John C. Nankervis and Nathan E. Savin",
  title =        "Testing for uncorrelated errors in {ARMA} models:
                 non-standard {Andrews--Ploberger} tests",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "516--534",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00379.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 June 2012",
}

@Article{Anonymous:2012:E,
  author =       "Anonymous",
  title =        "Erratum",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "535",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00381.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 November 2012",
}

@Article{Anonymous:2012:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 15",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "537--538",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00391.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 November 2012",
}

@Article{Gortz:2012:RSM,
  author =       "Christoph G{\"o}rtz",
  title =        "A Review of {{\booktitle{Structural
                 Macroeconometrics}} by DeJong (David N.) and Dave
                 (Chetan)}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "B5--B10",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00376.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 June 2012",
}

@Article{Martin:2012:ROH,
  author =       "Gael Martin",
  title =        "A Review of {{\booktitle{The Oxford Handbook of
                 Bayesian Econometrics}} edited by Geweke (John), Koop
                 (Gary) and van Dijk (Herman)}",
  journal =      j-ECONOM-J,
  volume =       "15",
  number =       "3",
  pages =        "B11--B15",
  month =        oct,
  year =         "2012",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00377.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:19:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 June 2012",
}

@Article{Sun:2013:HAR,
  author =       "Yixiao Sun",
  title =        "A heteroskedasticity and autocorrelation robust F test
                 using an orthonormal series variance estimator",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "1--26",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00390.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 September 2012",
}

@Article{Anatolyev:2013:IVE,
  author =       "Stanislav Anatolyev",
  title =        "Instrumental variables estimation and inference in the
                 presence of many exogenous regressors",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "27--72",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00383.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 August 2012",
}

@Article{Wang:2013:ESA,
  author =       "Wei Wang and Lung-Fei Lee",
  title =        "Estimation of spatial autoregressive models with
                 randomly missing data in the dependent variable",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "73--102",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00388.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 September 2012",
}

@Article{Baltagi:2013:SLT,
  author =       "Badi H. Baltagi and Zhenlin Yang",
  title =        "Standardized {LM} tests for spatial error dependence
                 in linear or panel regressions",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "103--134",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00385.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 August 2012",
}

@Article{Manski:2013:ITR,
  author =       "Charles F. Manski",
  title =        "Identification of treatment response with social
                 interactions",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "S1--S23",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00368.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 February 2013",
}

@Article{Kiviet:2013:IIS,
  author =       "Jan F. Kiviet",
  title =        "Identification and inference in a simultaneous
                 equation under alternative information sets and
                 sampling schemes",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "S24--S59",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00386.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 August 2012",
}

@Article{Komarova:2013:PIA,
  author =       "Tatiana Komarova",
  title =        "Partial identification in asymmetric auctions in the
                 absence of independence",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "S60--S92",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00380.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 July 2012",
}

@Article{Henry:2013:SIL,
  author =       "Marc Henry and Ismael Mourifi{\'e}",
  title =        "Set inference in latent variables models",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "S93--S105",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00374.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 March 2012",
}

@Article{Bontemps:2013:IET,
  author =       "Christian Bontemps and Elie Tamer",
  title =        "Identification in Econometrics, Theory and
                 Applications: {EDITORIAL}",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "1",
  pages =        "Si--Sii",
  month =        feb,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12003",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 February 2013",
}

@Article{Blevins:2013:LNE,
  author =       "Jason R. Blevins and Shakeeb Khan",
  title =        "Local {NLLS} estimation of semi-parametric binary
                 choice models",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "135--160",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00393.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 October 2012",
}

@Article{Abrevaya:2013:PAU,
  author =       "Jason Abrevaya",
  title =        "The projection approach for unbalanced panel data",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "161--178",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00389.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 September 2012",
}

@Article{Everaert:2013:OBM,
  author =       "Gerdie Everaert",
  title =        "Orthogonal to backward mean transformation for dynamic
                 panel data models",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "179--221",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12001",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 December 2012",
}

@Article{Bai:2013:TPC,
  author =       "Jushan Bai and Josep Llu{\'\i}s Carrion-i-Silvestre",
  title =        "Testing panel cointegration with unobservable dynamic
                 common factors that are correlated with the
                 regressors",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "222--249",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12002",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 December 2012",
}

@Article{Zhang:2013:SPE,
  author =       "Zhengyu Zhang",
  title =        "Semi-parametric estimation of a generalized threshold
                 regression model under conditional quantile
                 restriction",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "250--277",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12005",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 January 2013",
}

@Article{Aguirre:2013:NIM,
  author =       "V{\'\i}ctor M. Aguirre and Manuel A. Dom{\'\i}nguez",
  title =        "New inference methods for quantile regression based on
                 resampling",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "278--283",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12000",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 December 2012",
}

@Article{Marsh:2013:RNP,
  author =       "Patrick Marsh",
  title =        "A Review of Non-Parametric Econometrics",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "2",
  pages =        "B1--B3",
  month =        jun,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12004",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "08 January 2013",
}

@Article{Kokoszka:2013:PSI,
  author =       "Piotr Kokoszka and Matthew Reimherr",
  title =        "Predictability of shapes of intraday price curves",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "285--308",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12006",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 March 2013",
}

@Article{Qu:2013:SVM,
  author =       "Zhongjun Qu and Pierre Perron",
  title =        "A stochastic volatility model with random level shifts
                 and its applications to {S\&P 500} and {NASDAQ} return
                 indices",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "309--339",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00394.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 October 2012",
}

@Article{Jochmans:2013:PCE,
  author =       "Koen Jochmans",
  title =        "Pairwise-comparison estimation with non-parametric
                 controls",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "340--372",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12008",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 April 2013",
}

@Article{Baillie:2013:EII,
  author =       "Richard T. Baillie and George Kapetanios",
  title =        "Estimation and inference for impulse response
                 functions from univariate strongly persistent
                 processes",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "373--399",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00395.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 October 2012",
}

@Article{Yamamoto:2013:ETM,
  author =       "Yohei Yamamoto and Pierre Perron",
  title =        "Estimating and testing multiple structural changes in
                 linear models using band spectral regressions",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "400--429",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12010",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 April 2013",
}

@Article{Yu:2013:ATR,
  author =       "Ping Yu and Yongqiang Zhao",
  title =        "Asymptotics for threshold regression under general
                 conditions",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "430--462",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12012",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "25 June 2013",
}

@Article{Liu:2013:HRC,
  author =       "Qingfeng Liu and Ryo Okui",
  title =        "Heteroscedasticity-robust C p model averaging",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "463--472",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12009",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 April 2013",
}

@Article{Guo:2013:CCT,
  author =       "Zheng-Feng Guo and Mototsugu Shintani",
  title =        "Consistent co-trending rank selection when both
                 stochastic and non-linear deterministic trends are
                 present",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "473--484",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/j.1368-423X.2012.00392.x",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 September 2012",
}

@Article{Anonymous:2013:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 16",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "485--486",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12020",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "22 November 2013",
}

@Article{Taylor:2013:RUR,
  author =       "Robert Taylor",
  title =        "A Review of Unit Root Tests in Time Series: Volumes 1
                 and 2",
  journal =      j-ECONOM-J,
  volume =       "16",
  number =       "3",
  pages =        "B5--B8",
  month =        oct,
  year =         "2013",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12007",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 March 2013",
}

@Article{Jiang:2014:WCQ,
  author =       "Jiancheng Jiang and Xuejun Jiang and Xinyuan Song",
  title =        "Weighted composite quantile regression estimation of
                 {DTARCH} models",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "1--23",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12023",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "26 October 2013",
}

@Article{Pedersen:2014:MVT,
  author =       "Rasmus S. Pedersen and Anders Rahbek",
  title =        "Multivariate variance targeting in the {BEKK--GARCH}
                 model",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "24--55",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12019",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 September 2013",
}

@Article{Kang:2014:ESS,
  author =       "Kyu H. Kang",
  title =        "Estimation of state-space models with endogenous
                 {Markov} regime-switching parameters",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "56--82",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12014",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "29 July 2013",
}

@Article{Ai:2014:EFE,
  author =       "Chunrong Ai and Jinhong You and Yong Zhou",
  title =        "Estimation of fixed effects panel data partially
                 linear additive regression models",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "83--106",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12011",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 May 2013",
}

@Article{Rodriguez-Poo:2014:DSP,
  author =       "Juan M. Rodriguez-Poo and Alexandra Soberon",
  title =        "Direct semi-parametric estimation of fixed effects
                 panel data varying coefficient models",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "107--138",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12022",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 October 2013",
}

@Article{Robinson:2014:ILM,
  author =       "Peter M. Robinson and Francesca Rossi",
  title =        "Improved {Lagrange} multiplier tests in spatial
                 autoregressions",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "139--164",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12025",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 November 2013",
}

@Article{Tchatoka:2014:IRI,
  author =       "Firmin Doko Tchatoka and Jean-Marie Dufour",
  title =        "Identification-robust inference for endogeneity
                 parameters in linear structural models",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "165--187",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12021",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 October 2013",
}

@Article{Hagemann:2014:SEN,
  author =       "Andreas Hagemann",
  title =        "Stochastic equicontinuity in nonlinear time series
                 models",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "1",
  pages =        "188--196",
  month =        feb,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12013",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 July 2013",
}

@Article{Chesher:2014:IVR,
  author =       "Andrew Chesher and Adam M. Rosen",
  title =        "An instrumental variable random-coefficients model for
                 binary outcomes",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S1--S19",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12018",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 September 2013",
}

@Article{Lee:2014:BSB,
  author =       "Young K. Lee and Enno Mammen and Byeong U. Park",
  title =        "Backfitting and smooth backfitting in varying
                 coefficient quantile regression",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S20--S38",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12017",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 September 2013",
}

@Article{Davidson:2014:CSB,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "Confidence sets based on inverting {Anderson-Rubin}
                 tests",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S39--S58",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12015",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "29 July 2013",
}

@Article{Linton:2014:TSD,
  author =       "Oliver Linton and Thierry Post and Yoon-Jae Whang",
  title =        "Testing for the stochastic dominance efficiency of a
                 given portfolio",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S59--S74",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12016",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 September 2013",
}

@Article{Belloni:2014:PIC,
  author =       "Alexandre Belloni and Victor Chernozhukov",
  title =        "Posterior inference in curved exponential families
                 under increasing dimensions",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S75--S100",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12027",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 February 2014",
}

@Article{Song:2014:GDS,
  author =       "Song Song and Wolfgang K. H{\"a}rdle and Ya'acov
                 Ritov",
  title =        "Generalized dynamic semi-parametric factor models for
                 high-dimensional non-stationary time series",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "S101--S131",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12024",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 November 2013",
}

@Article{Chen:2014:ARF,
  author =       "Xiaohong Chen and Sokbae Lee and Oliver Linton and
                 Elie Tamer",
  title =        "Advances in Robust and Flexible Inference in
                 Econometrics: A Special Issue in Honour of {Joel L.
                 Horowitz}",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "2",
  pages =        "Si--Sii",
  month =        jun,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12032",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 June 2014",
}

@Article{Tao:2014:SIM,
  author =       "Ji Tao and Lung-fei Lee",
  title =        "A social interaction model with an extreme order
                 statistic",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "197--240",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12031",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 April 2014",
}

@Article{Xu:2014:EDG,
  author =       "Haiqing Xu",
  title =        "Estimation of discrete games with correlated types",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "241--270",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12026",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 January 2014",
}

@Article{Chen:2014:MSE,
  author =       "Le-Yu Chen and Sokbae Lee and Myung Jae Sung",
  title =        "Maximum score estimation with nonparametrically
                 generated regressors",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "271--300",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12034",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "22 May 2014",
}

@Article{Kim:2014:CBT,
  author =       "Dukpa Kim",
  title =        "Common breaks in time trends for large panel data with
                 a factor structure",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "301--337",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12033",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 May 2014",
}

@Article{Moon:2014:POP,
  author =       "Hyungsik Roger Moon and Benoit Perron and Peter C. B.
                 Phillips",
  title =        "Point-optimal panel unit root tests with serially
                 correlated errors",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "338--372",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12030",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 April 2014",
}

@Article{Jochmans:2014:FDP,
  author =       "Koen Jochmans",
  title =        "First-differencing in panel data models with
                 incidental functions",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "373--382",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12035",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 August 2014",
}

@Article{Fuleky:2014:IIB,
  author =       "Peter Fuleky and Eric Zivot",
  title =        "Indirect inference based on the score",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "383--393",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12028",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 March 2014",
}

@Article{Anonymous:2014:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 17",
  journal =      j-ECONOM-J,
  volume =       "17",
  number =       "3",
  pages =        "395--396",
  month =        oct,
  year =         "2014",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12036",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "15 October 2014",
}

@Article{Kasy:2015:NPI,
  author =       "Maximilian Kasy",
  title =        "Non-parametric inference on the number of equilibria",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "1--39",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12043",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 January 2015",
}

@Article{Allen:2015:MRI,
  author =       "Rebecca Allen and Simon Burgess and Russell Davidson
                 and Frank Windmeijer",
  title =        "More reliable inference for the dissimilarity index of
                 segregation",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "40--66",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12039",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 October 2014",
}

@Article{Kheifets:2015:STN,
  author =       "Igor L. Kheifets",
  title =        "Specification tests for nonlinear dynamic models",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "67--94",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12040",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 November 2014",
}

@Article{Lee:2015:RHT,
  author =       "Wei-Ming Lee and Yu-Chin Hsu and Chung-Ming Kuan",
  title =        "Robust hypothesis tests for {$M$}-estimators with
                 possibly non-differentiable estimating functions",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "95--116",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12041",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 December 2014",
}

@Article{Chen:2015:STN,
  author =       "Jia Chen and Jiti Gao and Degui Li and Zhengyan Lin",
  title =        "Specification testing in nonstationary time series
                 models",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "117--136",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12044",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 January 2015",
}

@Article{Tchatoka:2015:BVS,
  author =       "Firmin Doko Tchatoka",
  title =        "On bootstrap validity for specification tests with
                 weak instruments",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "1",
  pages =        "137--146",
  month =        feb,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12042",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 December 2014",
}

@Article{Smith:2015:RES,
  author =       "Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2012
                 Special Issue on Econometrics of Forecasting",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "Ci--Cii",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12052",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 July 2015",
}

@Article{Fan:2015:MPE,
  author =       "Yanqin Fan and Sergio Pastorello and Eric Renault",
  title =        "Maximization by parts in extremum estimation",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "147--171",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12046",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "03 February 2015",
}

@Article{Blevins:2015:NSR,
  author =       "Jason R. Blevins",
  title =        "Non-standard rates of convergence of
                 criterion-function-based set estimators for binary
                 response models",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "172--199",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12048",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 March 2015",
}

@Article{Arvanitis:2015:CII,
  author =       "Stelios Arvanitis and Antonis Demos",
  title =        "A class of indirect inference estimators: higher-order
                 asymptotics and approximate bias correction",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "200--241",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12045",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 January 2015",
}

@Article{Zhang:2015:IEP,
  author =       "Zhengyu Zhang and Bing Liu",
  title =        "Identification and estimation of partially linear
                 censored regression models with unknown
                 heteroscedasticity",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "242--273",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12037",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 October 2014",
}

@Article{Xu:2015:TSC,
  author =       "Ke-Li Xu",
  title =        "Testing for structural change under non-stationary
                 variances",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "274--305",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12049",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 March 2015",
}

@Article{Phillips:2015:EMT,
  author =       "Peter C. B. Phillips",
  title =        "{Edmond Malinvaud}: a tribute to his contributions in
                 econometrics",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "A1--A13",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12051",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "13 May 2015",
}

@Article{Jungbacker:2015:LBD,
  author =       "Borus Jungbacker and Siem Jan Koopman",
  title =        "Likelihood-based dynamic factor analysis for
                 measurement and forecasting",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "C1--C21",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12029",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "07 March 2014",
}

@Article{Giacomini:2015:ETF,
  author =       "Raffaella Giacomini",
  title =        "Economic theory and forecasting: lessons from the
                 literature",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "2",
  pages =        "C22--C41",
  month =        jun,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12038",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "27 October 2014",
}

@Article{Chang:2015:NTC,
  author =       "Minsu Chang and Sokbae Lee and Yoon-Jae Whang",
  title =        "Nonparametric tests of conditional treatment effects
                 with an application to single-sex schooling on academic
                 achievements",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "3",
  pages =        "307--346",
  month =        oct,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12050",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 April 2015",
}

@Article{Hu:2015:IES,
  author =       "Yingyao Hu and Ji-Liang Shiu and Tiemen Woutersen",
  title =        "Identification and estimation of single-index models
                 with measurement error and endogeneity",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "3",
  pages =        "347--362",
  month =        oct,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12053",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 July 2015",
}

@Article{Hadri:2015:NPC,
  author =       "Kaddour Hadri and Eiji Kurozumi and Yao Rao",
  title =        "Novel panel cointegration tests emending for
                 cross-section dependence with N fixed",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "3",
  pages =        "363--411",
  month =        oct,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12054",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 July 2015",
}

@Article{Kurozumi:2015:CSB,
  author =       "Eiji Kurozumi and Yohei Yamamoto",
  title =        "Confidence sets for the break date based on optimal
                 tests",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "3",
  pages =        "412--435",
  month =        oct,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12055",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 September 2015",
}

@Article{Anonymous:2015:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 18",
  journal =      j-ECONOM-J,
  volume =       "18",
  number =       "3",
  pages =        "437",
  month =        oct,
  year =         "2015",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12057",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 December 2015",
}

@Article{Patton:2016:RES,
  author =       "Andrew J. Patton and Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2014
                 Special Issue on Large Dimensional Models",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "Ci--Cii",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12064",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 May 2016",
}

@Article{Hounyo:2016:VEE,
  author =       "Ulrich Hounyo and Bezirgen Veliyev",
  title =        "Validity of {Edgeworth} expansions for realized
                 volatility estimators",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "1--32",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12058",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "28 January 2016",
}

@Article{Camponovo:2016:ARN,
  author =       "Lorenzo Camponovo",
  title =        "Asymptotic refinements of nonparametric bootstrap for
                 quasi-likelihood ratio tests for classes of extremum
                 estimators",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "33--54",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12060",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 February 2016",
}

@Article{Du:2016:NBT,
  author =       "Zaichao Du",
  title =        "Nonparametric bootstrap tests for independence of
                 generalized errors",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "55--83",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12059",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 February 2016",
}

@Article{Perron:2016:RBT,
  author =       "Pierre Perron and Gabriel Rodr{\'\i}guez",
  title =        "Residuals-based tests for cointegration with
                 generalized least-squares detrended data",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "84--111",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12056",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "13 November 2015",
}

@Article{Fan:2016:OEL,
  author =       "Jianqing Fan and Yuan Liao and Han Liu",
  title =        "An overview of the estimation of large covariance and
                 precision matrices",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "C1--C32",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12061",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 February 2016",
}

@Article{Barigozzi:2016:GDF,
  author =       "Matteo Barigozzi and Marc Hallin",
  title =        "Generalized dynamic factor models and volatilities:
                 recovering the market volatility shocks",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "1",
  pages =        "C33--C60",
  month =        feb,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12047",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "12 February 2015",
}

@Article{Jun:2016:ENT,
  author =       "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
  title =        "Estimating a nonparametric triangular model with
                 binary endogenous regressors",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "2",
  pages =        "113--149",
  month =        jun,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12066",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 May 2016",
}

@Article{Adams:2016:FMM,
  author =       "Christopher P. Adams",
  title =        "Finite mixture models with one exclusion restriction",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "2",
  pages =        "150--165",
  month =        jun,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12065",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "29 April 2016",
}

@Article{Breitung:2016:LMT,
  author =       "J{\"o}rg Breitung and Christoph Roling and Nazarii
                 Salish",
  title =        "{Lagrange} multiplier type tests for slope homogeneity
                 in panel data models",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "2",
  pages =        "166--202",
  month =        jun,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12070",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "22 July 2016",
}

@Article{Liu:2016:MAP,
  author =       "Chu-An Liu and Biing-Shen Kuo",
  title =        "Model averaging in predictive regressions",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "2",
  pages =        "203--231",
  month =        jun,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12063",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 April 2016",
}

@Article{Scaillet:2016:IPN,
  author =       "Olivier Scaillet",
  title =        "On ill-posedness of nonparametric instrumental
                 variable regression with convexity constraints",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "2",
  pages =        "232--236",
  month =        jun,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12071",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 September 2016",
}

@Article{Smith:2016:RES,
  author =       "Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2013Special
                 Issue on Econometrics of Heterogeneity",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "Ciii--Civ",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12074",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 November 2016",
}

@Article{Mao:2016:TEC,
  author =       "Guangyu Mao",
  title =        "Testing for error cross-sectional independence using
                 pairwise augmented regressions",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "237--260",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12067",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 May 2016",
}

@Article{Qu:2016:IVE,
  author =       "Xi Qu and Xiaoliang Wang and Lung-fei Lee",
  title =        "Instrumental variable estimation of a spatial dynamic
                 panel model with endogenous spatial weights when T is
                 small",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "261--290",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12069",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "13 July 2016",
}

@Article{Anonymous:2016:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 19",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "291--292",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12076",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 November 2016",
}

@Article{Rossi:2016:REF,
  author =       "Barbara Rossi",
  title =        "A Review of Economic Forecasting",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "B1--B3",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12073",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 September 2016",
}

@Article{Arellano:2016:NPD,
  author =       "Manuel Arellano and St{\'e}phane Bonhomme",
  title =        "Nonlinear panel data estimation via quantile
                 regressions",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "C61--C94",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12062",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "18 March 2016",
}

@Article{Compiani:2016:UME,
  author =       "Giovanni Compiani and Yuichi Kitamura",
  title =        "Using mixtures in econometric models: a brief review
                 and some new results",
  journal =      j-ECONOM-J,
  volume =       "19",
  number =       "3",
  pages =        "C95--C127",
  month =        oct,
  year =         "2016",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12068",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "23 June 2016",
}

@Article{Hsu:2017:CTC,
  author =       "Yu-Chin Hsu",
  title =        "Consistent tests for conditional treatment effects",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "1--22",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12077",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 November 2016",
}

@Article{Hoga:2017:TCE,
  author =       "Yannick Hoga",
  title =        "Testing for changes in (extreme) {VaR}",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "23--51",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12080",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 December 2016",
}

@Article{Hsu:2017:MST,
  author =       "Yu-Chin Hsu and Xiaoxia Shi",
  title =        "Model-selection tests for conditional moment
                 restriction models",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "52--85",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12081",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "21 December 2016",
}

@Article{Bardsley:2017:CPT,
  author =       "Patrick Bardsley and Lajos Horv{\'a}th and Piotr
                 Kokoszka and Gabriel Young",
  title =        "Change point tests in functional factor models with
                 application to yield curves",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "86--117",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12075",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 October 2016",
}

@Article{Cai:2017:NRN,
  author =       "Zongwu Cai and Bingyi Jing and Xinbing Kong and Zhi
                 Liu",
  title =        "Nonparametric regression with nearly integrated
                 regressors under long-run dependence",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "118--138",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12082",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 January 2017",
}

@Article{Ma:2017:SOR,
  author =       "Jun Ma",
  title =        "Second-order refinement of empirical likelihood ratio
                 tests of nonlinear restrictions",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "1",
  pages =        "139--148",
  month =        feb,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12079",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2016",
}

@Article{Smith:2017:RES,
  author =       "Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2015
                 Special Issue on Econometrics of Matching",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "Ci--Cii",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12094",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 August 2017",
}

@Article{Krief:2017:SLM,
  author =       "Jerome M. Krief",
  title =        "Semi-linear mode regression",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "149--167",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12088",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "20 March 2017",
}

@Article{Kyriacou:2017:IIS,
  author =       "Maria Kyriacou and Peter C. B. Phillips and Francesca
                 Rossi",
  title =        "Indirect inference in spatial autoregression",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "168--189",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12084",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 February 2017",
}

@Article{Lin:2017:STS,
  author =       "Juan Lin and Ximing Wu",
  title =        "A sequential test for the specification of predictive
                 densities",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "190--220",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12085",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 February 2017",
}

@Article{Preminger:2017:LSE,
  author =       "Arie Preminger and Giuseppe Storti",
  title =        "Least-squares estimation of {GARCH(1,1)} models with
                 heavy-tailed errors",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "221--258",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12089",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 March 2017",
}

@Article{Jochmans:2017:NSB,
  author =       "Koen Jochmans and Thierry Magnac",
  title =        "A note on sufficiency in binary panel models",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "259--269",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12091",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 April 2017",
}

@Article{Galichon:2017:SSR,
  author =       "Alfred Galichon",
  title =        "A survey of some recent applications of optimal
                 transport methods to econometrics",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "2",
  pages =        "C1--C11",
  month =        jun,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12083",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "11 January 2017",
}

@Article{Anonymous:2017:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 20",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "271--272",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12105",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2017",
}

@Article{Charbonneau:2017:MFE,
  author =       "Karyne B. Charbonneau",
  title =        "Multiple fixed effects in binary response panel data
                 models",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S1--S13",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12093",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 May 2017",
}

@Article{Boucher:2017:MFF,
  author =       "Vincent Boucher and Ismael Mourifi{\'e}",
  title =        "My friend far, far away: a random field approach to
                 exponential random graph models",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S14--S46",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12096",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "22 June 2017",
}

@Article{Rose:2017:IPE,
  author =       "Christiern D. Rose",
  title =        "Identification of peer effects through social networks
                 using variance restrictions",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S47--S60",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12101",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "02 August 2017",
}

@Article{Moscone:2017:SEH,
  author =       "Francesco Moscone and Elisa Tosetti and Veronica
                 Vinciotti",
  title =        "Sparse estimation of huge networks with a block-wise
                 structure",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S61--S85",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12078",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2016",
}

@Article{Lin:2017:ESI,
  author =       "Zhongjian Lin and Haiqing Xu",
  title =        "Estimation of social-influence-dependent peer pressure
                 in a large network game",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S86--S102",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12102",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 August 2017",
}

@Article{Liu:2017:PEB,
  author =       "Xiaodong Liu and Eleonora Patacchini and Edoardo
                 Rainone",
  title =        "Peer effects in bedtime decisions among adolescents: a
                 social network model with sampled data",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S103--S125",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12072",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 September 2016",
}

@Article{Adamic:2017:TN,
  author =       "Lada Adamic and Celso Brunetti and Jeffrey H. Harris
                 and Andrei Kirilenko",
  title =        "Trading networks",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "S126--S149",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12090",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "05 April 2017",
}

@Article{Abbring:2017:SIE,
  author =       "Jaap H. Abbring and {\'A}ureo de Paula",
  title =        "Special Issue on Econometrics of Networks: Editorial",
  journal =      j-ECONOM-J,
  volume =       "20",
  number =       "3",
  pages =        "Si--Sii",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12106",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:20:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 November 2017",
}

@Article{Smith:2018:RES,
  author =       "Richard J. Smith",
  title =        "{Royal} Economic Society Annual Conference 2016
                 Special Issue on Model Selection and Inference",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "Ci--Cii",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12098",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 February 2018",
}

@Article{Honore:2018:SBE,
  author =       "Bo E. Honor{\'e} and Luojia Hu",
  title =        "Simpler bootstrap estimation of the asymptotic
                 variance of {$U$}-statistic-based estimators",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "1--10",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12099",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "13 July 2017",
}

@Article{Gu:2018:OAF,
  author =       "Jiaying Gu and Shu Shen",
  title =        "Oracle and adaptive false discovery rate controlling
                 methods for one-sided testing: theory and application
                 in treatment effect evaluation",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "11--35",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12092",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 April 2017",
}

@Article{Escanciano:2018:SRE,
  author =       "Juan Carlos Escanciano",
  title =        "A simple and robust estimator for linear regression
                 models with strictly exogenous instruments",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "36--54",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12087",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 March 2017",
}

@Article{Hu:2018:IES,
  author =       "Yingyao Hu and Ji-Liang Shiu",
  title =        "Identification and estimation of semi-parametric
                 censored dynamic panel data models of short time
                 periods",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "55--85",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12086",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "10 March 2017",
}

@Article{Chernozhukov:2018:DDM,
  author =       "Victor Chernozhukov and Denis Chetverikov and Mert
                 Demirer and Esther Duflo and Christian Hansen and
                 Whitney Newey and James Robins",
  title =        "Double/debiased machine learning for treatment and
                 structural parameters",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "1",
  pages =        "C1--C68",
  month =        feb,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12097",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 June 2017",
}

@Article{Boswijk:2018:AWB,
  author =       "H. Peter Boswijk and Yang Zu",
  title =        "Adaptive wild bootstrap tests for a unit root with
                 non-stationary volatility",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "87--113",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12100",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 August 2017",
}

@Article{MacKinnon:2018:WBF,
  author =       "James G. MacKinnon and Matthew D. Webb",
  title =        "The wild bootstrap for few (treated) clusters",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "114--135",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12107",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "15 November 2017",
}

@Article{Goldman:2018:NPI,
  author =       "Matt Goldman and David M. Kaplan",
  title =        "Non-parametric inference on (conditional) quantile
                 differences and interquantile ranges, using
                 {$L$}-statistics",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "136--169",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12095",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "15 June 2017",
}

@Article{Daraio:2018:CLT,
  author =       "Cinzia Daraio and L{\'e}opold Simar and Paul W.
                 Wilson",
  title =        "Central limit theorems for conditional efficiency
                 measures and tests of the `separability' condition in
                 non-parametric, two-stage models of production",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "170--191",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12103",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "19 September 2017",
}

@Article{Wu:2018:TCV,
  author =       "Jilin Wu and Zhijie Xiao",
  title =        "Testing for changing volatility",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "192--217",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12108",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "14 November 2017",
}

@Article{Mu:2018:IEH,
  author =       "Beili Mu and Zhengyu Zhang",
  title =        "Identification and estimation of heteroscedastic
                 binary choice models with endogenous dummy regressors",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "2",
  pages =        "218--246",
  month =        jun,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12109",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:22 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "30 November 2017",
}

@Article{Chiong:2018:EGM,
  author =       "Khai Xiang Chiong and Hyungsik Roger Moon",
  title =        "Estimation of graphical models using the {$L_{1,2}$} norm",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "247--263",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12104",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "16 October 2017",
}

@Article{Westerlund:2018:CPG,
  author =       "Joakim Westerlund",
  title =        "{CCE} in panels with general unknown factors",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "264--276",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12110",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "24 January 2018",
}

@Article{Astill:2018:RTD,
  author =       "S. Astill and A. M. R. Taylor",
  title =        "Robust tests for deterministic seasonality and
                 seasonal mean shifts",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "277--297",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12111",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "26 January 2018",
}

@Article{Kleiman-Weiner:2018:NPB,
  author =       "Max Kleiman-Weiner and Joshua B. Tenenbaum and Penghui
                 Zhou",
  title =        "Non-parametric {Bayesian} inference of strategies in
                 repeated games",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "298--315",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12112",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "06 April 2018",
}

@Article{vanKippersluis:2018:BPE,
  author =       "Hans van Kippersluis and Cornelius A. Rietveld",
  title =        "Beyond plausibly exogenous",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "316--331",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12113",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "04 May 2018",
}

@Article{Kline:2018:ITE,
  author =       "Brendan Kline and Elie Tamer",
  title =        "Identification of treatment effects with selective
                 participation in a randomized trial",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "332--353",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12114",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "09 May 2018",
}

@Article{Anonymous:2018:IEJ,
  author =       "Anonymous",
  title =        "Index to {{\booktitle{The Econometrics Journal}}}
                 Volume 21",
  journal =      j-ECONOM-J,
  volume =       "21",
  number =       "3",
  pages =        "354",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1111/ectj.12119",
  ISSN =         "1368-4221 (print), 1368-423X (electronic)",
  ISSN-L =       "1368-4221",
  bibdate =      "Sat Mar 9 08:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/economj.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "The Econometrics Journal",
  journal-URL =  "https://onlinelibrary.wiley.com/journal/1368423x",
  onlinedate =   "01 October 2018",
}