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It was produced automatically %% with the UNIX pipeline %% %% biblex xxx.bib | \ %% gawk -f keywords.awk | \ %% egrep 'entrytype$' | \ %% gawk -f fmtwords.awk >xxx.xwx %% %% by beebe@gamma.math.utah.edu on Thu Oct 12 08:51:40 MDT 2023 %%====================================================================== \ifx \NAMECITE \undefined % User can override this definition \def \NAMECITE #1#2{{\bf #1} \cite{#2}} \fi \NAMECITE{$ \alpha $}{% Lombardi:2008:IES% }. \NAMECITE{$b$}{% Yang:2011:FBA% }. \NAMECITE{$F$}{% Orme:2006:ADF,% Sen:2003:LBD% }. \NAMECITE{$ I(2) $}{% Kongsted:2003:CAS,% Kurita:2011:CMP% }. \NAMECITE{$K$}{% Jakobsen:2022:DRC% }. \NAMECITE{$L$}{% Goldman:2018:NPI% }. \NAMECITE{$ l_0$}{% Chen:2021:BCC% }. \NAMECITE{$L_{1,2}$}{% Chiong:2018:EGM% }. \NAMECITE{$M$}{% Lee:2015:RHT,% Xu:2021:POF% }. \NAMECITE{$R$}{% Liu:2022:EGM% }. \NAMECITE{$S$}{% Preminger:2007:MSM% }. \NAMECITE{$T$}{% DeBlander:2012:URT,% Westerlund:2022:CHF,% Ardia:2009:BEM,% Dietrich:2001:LDR,% 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Otsu:2011:LDG% }. \NAMECITE{diagnostic}{% Magnus:2007:LSD% }. \NAMECITE{diagnostics}{% Tse:2002:RBD% }. \NAMECITE{{Dickey}}{% Leybourne:1999:BDF,% Leybourne:2000:BSS,% Lobato:2006:OFD,% Sen:2003:LBD% }. \NAMECITE{difference}{% Chang:2020:DDM,% Clements:2001:FDS,% Leybourne:2003:TCP,% Lieberman:2005:EAM,% Olden:2022:TDE,% Wooldridge:2023:SAN,% Anonymous:2023:RES% }. \NAMECITE{difference-in-differences}{% Chang:2020:DDM,% Wooldridge:2023:SAN,% Anonymous:2023:RES% }. \NAMECITE{difference-stationarity}{% Leybourne:2003:TCP% }. \NAMECITE{difference-stationary}{% Clements:2001:FDS% }. \NAMECITE{differences}{% Cameron:2004:MDC,% Chang:2020:DDM,% Goldman:2018:NPI,% Wooldridge:2023:SAN,% Yang:2012:BPE,% deChaisemartin:2023:TWF,% Anonymous:2023:RES% }. \NAMECITE{differences-in-differences}{% deChaisemartin:2023:TWF% }. \NAMECITE{differencing}{% Franses:2000:DOD,% Jochmans:2014:FDP% }. \NAMECITE{different}{% Amsler:2019:SDI,% Madsen:2010:URI% }. \NAMECITE{differentiable}{% Lee:2015:RHT% }. 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vanGarderen:2002:EID% }. \NAMECITE{duration}{% Delgado:2022:DRD,% Grammig:2000:NMH,% Knight:2008:ESC,% Ohn:2004:TDD% }. \NAMECITE{durations}{% Brinch:2011:NPI% }. \NAMECITE{{Durbin}}{% Kleiber:2005:FSP% }. \NAMECITE{during}{% Cerqueti:2022:SBL,% Cho:2020:QIN% }. \NAMECITE{Dynamic}{% Abbring:2023:RES,% Aguirregabiria:2023:DDD,% Fanelli:2006:DAC,% Kiviet:1998:DFA,% Phillips:2003:DPE,% Proietti:2006:TDS,% Abadir:2023:EMR,% Bai:2013:TPC,% Barigozzi:2016:GDF,% Bodory:2022:EWD,% Boldea:2023:DEM,% Bravo:2009:BGE,% Brown:2007:SEB,% Browning:2010:HDD,% Bun:2010:WIP,% Casoli:2022:PTD,% Choi:2010:IRM,% Creel:2012:EDL,% Cui:2023:IES,% Demos:2002:MDS,% Everaert:2013:OBM,% Hsiao:2007:LAT,% Hu:2018:IES,% Iskhakov:2010:SDM,% Jungbacker:2015:LBD,% Kaufmann:2000:MBC,% Kheifets:2015:STN,% Kiviet:2005:MAL,% Koop:2004:FDF,% Kruiniger:2021:IAM,% Lee:2020:ICD,% Lee:2021:EDM,% Otsu:2023:EMD,% Panopoulou:2004:CAD,% Qu:2007:SCD,% Qu:2016:IVE,% Rivers:2002:MST,% Sarafidis:2009:IEC,% Song:2014:GDS,% Zhang:2004:SED% }. \NAMECITE{dynamics}{% Druedahl:2020:HOI,% Haan:2010:SAE,% Hafner:2000:TLA,% Moench:2011:HFA,% Okui:2020:KEP% }. \NAMECITE{early}{% Stoye:2022:BIP% }. \NAMECITE{earnings}{% Abrevaya:2004:RET,% Ulrick:2008:USP% }. \NAMECITE{earnings-equation}{% Abrevaya:2004:RET% }. \NAMECITE{{East}}{% Lechner:1999:NBE% }. \NAMECITE{{EC}}{% Artis:2001:FFT% }. \NAMECITE{{ECF}}{% Jiang:2010:EEM% }. \NAMECITE{Echelon}{% Bartel:1998:EKI% }. \NAMECITE{Echelon-form}{% Bartel:1998:EKI% }. \NAMECITE{Econometric}{% Baardsen:2003:EIT,% Bao:2009:SKE,% Chang:2001:NEM,% Compiani:2016:UME,% Keane:2020:CDN,% Wilke:2011:REA% }. \NAMECITE{Econometrics}{% Abbring:2017:SIE,% Abbring:2022:TYD,% Abbring:2023:DSE,% Abbring:2023:RES,% Anonymous:2010:IEJ,% Anonymous:2011:DSE,% Anonymous:2011:IEJ,% Anonymous:2012:IEJ,% Anonymous:2013:IEJ,% Anonymous:2014:IEJ,% Anonymous:2015:IEJ,% Anonymous:2016:IEJ,% Anonymous:2017:IEJ,% Anonymous:2018:IEJ,% Anonymous:2019:RES,% Bontemps:2013:IET,% Chen:2014:ARF,% Coudin:2009:IEJ,% Fan:2009:RES,% Gallo:1998:SME,% Hendry:1998:EJR,% Marsh:2013:RNP,% Newbold:2001:FEE,% Orsal:2011:CLB,% Phillips:2011:CGA,% Smith:2008:EJR,% Smith:2015:RES,% Smith:2016:RES,% Smith:2017:RES,% Abadir:2002:NEP,% Galichon:2017:SSR,% Iskhakov:2020:MLS,% Phillips:2015:EMT,% Sentana:2009:EMV,% Martin:2012:ROH,% Silva:2011:RME% }. \NAMECITE{Economic}{% Abbring:2023:RES,% Anonymous:2019:RES,% Anonymous:2021:RES,% Anonymous:2023:RES,% Ericsson:1998:FEF,% Fan:2009:RES,% Giacomini:2015:ETF,% Hendry:1998:EJR,% Maasoumi:2008:ERG,% Osborn:2012:RMN,% Patton:2016:RES,% Perron:2011:RES,% Rossi:2016:REF,% Smith:2008:EJR,% Smith:2015:RES,% Smith:2016:RES,% Smith:2017:RES,% Smith:2018:RES,% Barunik:2019:QCG,% Camba-Mendez:2001:ALI,% Koop:2001:AFN,% Marriott:2003:EET,% Ohn:2004:TDD% }. \NAMECITE{Economy}{% Xiao:1998:ACT% }. \NAMECITE{Ed}{% Silva:2011:RME,% Wilke:2011:REA% }. \NAMECITE{{Edgeworth}}{% Hounyo:2016:VEE% }. \NAMECITE{edited}{% Martin:2012:ROH% }. \NAMECITE{Editorial}{% 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Semenova:2021:DML,% Song:2022:EIT,% Tugan:2021:PVM,% Yan:2022:FAF,% Yang:2023:TWG,% Zhang:2012:TCT,% deChaisemartin:2023:TWF% }. \NAMECITE{efficiency}{% Brown:2007:SEB,% Daraio:2018:CLT,% Di:2011:ESP,% Emvalomatis:2020:ESP,% Emvalomatis:2020:SPA,% Linton:2014:TSD,% Sentana:2009:EMV% }. \NAMECITE{Efficient}{% Nielsen:2004:EIM,% vanderSluis:1998:CAS% }. \NAMECITE{{EGARCH}}{% Karanasos:2003:MAE% }. \NAMECITE{eigenvalue}{% Luutkepohl:2001:MEV% }. \NAMECITE{eliminating}{% Breunig:2020:ITO% }. \NAMECITE{elliptical}{% Brown:2007:SEB,% Kring:2009:MTG% }. \NAMECITE{emending}{% Hadri:2015:NPC% }. \NAMECITE{emerging}{% Hansen:2022:RCE% }. \NAMECITE{Empirical}{% Knaus:2021:MLE,% Xiao:1998:ACT,% Berger:2022:TCM,% Bravo:2002:TLR,% Bravo:2009:BGE,% Bravo:2012:GEL,% Chen:2021:BCC,% Engler:2009:EPA,% Hsu:2001:DBT,% Ma:2017:SOR,% Otsu:2011:LDG% }. \NAMECITE{employment}{% Lechner:1999:NBE,% Petursson:2001:WFE% }. \NAMECITE{encompassing}{% Hand:1999:DCD,% Hoover:1999:DMR% }. \NAMECITE{endogeneity}{% Antoine:2022:PLM,% Hu:2015:IES,% Kim:2011:DET,% Tchatoka:2014:IRI,% Vanhems:2010:NPE% }. \NAMECITE{endogenous}{% Jun:2012:DEV,% Jun:2016:ENT,% Kang:2014:ESS,% Kawakatsu:2009:EAO,% Kruiniger:2021:IAM,% Mu:2018:IEH,% Qu:2016:IVE,% Romeu:2005:CEB,% Silva:2003:NEM% }. \NAMECITE{{England}}{% Boldea:2023:DEM% }. \NAMECITE{entropy}{% Wu:2005:PAE% }. \NAMECITE{epochs}{% Richter:2023:TPC% }. \NAMECITE{equalities}{% Ponomareva:2011:MMI% }. \NAMECITE{equation}{% Abrevaya:2004:RET,% Davidson:2008:BIL,% Kiviet:2013:IIS% }. \NAMECITE{equations}{% Dustmann:2007:SCP,% Lee:2005:SEO,% Lee:2020:ICD,% Nicolau:2002:NTS,% Poskitt:2009:AMC,% vanGarderen:2002:EID% }. \NAMECITE{equicontinuity}{% Hagemann:2014:SEN% }. \NAMECITE{equilibria}{% Kasy:2015:NPI% }. \NAMECITE{Equilibrium}{% Otsu:2023:EMD,% Bec:2004:VEC% }. \NAMECITE{Errata}{% Anonymous:2009:E% }. \NAMECITE{Erratum}{% Anonymous:2012:E,% Anonymous:2021:ETI,% Emvalomatis:2020:ESP% }. \NAMECITE{error}{% Abrevaya:2004:RET,% Baltagi:2002:CSA,% Baltagi:2013:SLT,% Ericsson:2002:DEC,% Godfrey:2000:CSL,% Hu:2015:IES,% Karaca-Mandic:2003:SEC,% Li:2009:DNF,% Mao:2016:TEC,% Panopoulou:2004:CAD,% Pesaran:2008:BAL,% Sarafidis:2009:IEC,% Smith:2008:SFM,% Wan:2006:FRO,% Wang:2020:SEG% }. \NAMECITE{errors}{% Aasness:2003:DPM,% Bai:2008:GCB,% Baltagi:2008:APE,% Chong:2003:GCB,% DeBlander:2012:URT,% Du:2016:NBT,% Liu:2020:AFT,% Magnus:2005:TE,% Moon:2014:POP,% Nankervis:2012:TUE,% Preminger:2017:LSE,% Wang:2007:TSE% }. \NAMECITE{errors-in-variables}{% Wang:2007:TSE% }. \NAMECITE{estimated}{% Davidson:2008:BIL% }. \NAMECITE{estimates}{% Zaman:2002:MLE% }. \NAMECITE{Estimating}{% Bartel:1998:EKI,% Bu:2007:EOI,% Chen:2019:ELG,% Chung:2005:EEP,% Dimpfl:2022:ESC,% Ferriani:2012:ETN,% Fruhwirth-Schnatter:2004:EML,% Huang:2008:EGM,% Jensen:2012:EEV,% Jun:2016:ENT,% Madsen:2005:ECR,% Monfardini:1998:ESV,% Yamamoto:2013:ETM,% Yoshida:2002:ESF,% Haan:2010:SAE,% Lee:2015:RHT,% Rossi:2021:IEE,% Sorensen:2000:PBE,% Wan:2006:FRO% }. \NAMECITE{Estimation}{% Ai:2014:EFE,% Baillie:2013:EII,% Chang:2007:EIR,% Chen:2022:ENN,% Chiong:2018:EGM,% Creel:2012:EDL,% Danilov:2005:EMU,% Hahn:2004:EWI,% Honore:2010:ETM,% Kamionka:1998:SML,% Kang:2014:ESS,% Knight:2008:ESC,% Lee:2021:EDM,% Lin:2017:ESI,% Lombardi:2008:IES,% Magnus:2002:EMU,% McKenzie:2001:EAM,% Poignard:2023:EHD,% Song:2022:EIT,% Wang:2013:ESA,% Xu:2014:EDG,% Aboutaleb:2021:SCE,% Abrevaya:1999:RET,% Abrevaya:2004:RET,% Abrevaya:2011:REP,% Allen:2007:SMC,% Anatolyev:2013:IVE,% Andresen:2021:IBE,% Ardia:2009:BEM,% Arellano:2016:NPD,% Bansal:2022:DQA,% Blevins:2013:LNE,% Breslaw:2002:MPE,% Cai:2021:OED,% Chen:2014:MSE,% Chudik:2011:WSC,% Cizek:2009:APE,% Cizek:2022:MRS,% Cui:2022:TSI,% Cui:2023:IES,% Deb:2006:SSL,% Dustmann:2007:SCP,% Elliott:2008:MBR,% Fan:2003:SEV,% Fan:2015:MPE,% Fan:2016:OEL,% Feve:2010:PNP,% Gao:2006:SET,% Gorgens:2006:SES,% Gu:2009:BER,% Haug:2007:MME,% Hoderlein:2009:IEL,% Honore:2018:SBE,% Hu:2015:IES,% Hu:2018:IES,% Huang:2011:QML,% Hubner:2019:QBS,% Igami:2020:AIS,% Jiang:2010:EEM,% Jiang:2014:WCQ,% Jochmans:2013:PCE,% Karaca-Mandic:2003:SEC,% Kawakatsu:2007:NIB,% Kim:2011:DET,% Knaus:2021:MLE,% Komunjer:2010:SPE,% Kondo:2003:HPI,% Korolev:2022:RFE,% Kristensen:2012:NPD,% Kruiniger:2021:IAM,% Lee:2010:SES,% Li:2008:KNN,% Lobato:2022:SSE,% Machado:2005:BEC,% Mayoral:2007:MDE,% Moscone:2017:SEH,% Mu:2018:IEH,% Munkin:1999:SML,% Nielsen:2011:FMN,% Okui:2020:KEP,% Otsu:2023:EMD,% Ouyang:2006:CVN,% Paruolo:2002:MCE,% Phillips:2003:DPE,% Pitarakis:2004:LSE,% Preminger:2007:MSM,% Preminger:2017:LSE,% Qu:2016:IVE,% Robinson:2006:IVE,% Rodriguez-Poo:2014:DSP,% Sarafidis:2009:IEC,% Schafgans:2010:SAA,% Shin:2008:SEB,% Silva:2003:NEM,% Sperlich:2009:NNP,% Thomas:2006:CEB,% Vanhems:2010:NPE,% Veraart:2011:LEL,% Wang:2007:TSE,% Wang:2020:SEG,% Wu:2005:PAE,% Zhang:2004:SED% }. \NAMECITE{estimation}{% Zhang:2013:SPE,% Zhang:2015:IEP,% Zhu:2021:MAE% }. \NAMECITE{estimator}{% Ai:2008:SDE,% Bun:2010:WIP,% Chen:2021:SEQ,% Chong:2003:GCB,% Escanciano:2018:SRE,% Greene:2004:BML,% Li:2023:APM,% Magdalinos:2007:IUE,% Olden:2022:TDE,% Shin:2021:ECM,% Sun:2013:HAR,% ilKim:2007:UCR% }. \NAMECITE{Estimators}{% Kiviet:1998:DFA,% Arvanitis:2015:CII,% Bai:2008:GCB,% Baltagi:2002:CSA,% Baltagi:2008:APE,% Bao:2009:SKE,% Blevins:2015:NSR,% Bond:2002:PEA,% Bramati:2007:REF,% Camponovo:2016:ARN,% Davidson:2002:CKV,% Davidson:2007:MIJ,% Honore:2018:SBE,% Hounyo:2016:VEE,% Hsiao:2007:LAT,% Jakobsen:2022:DRC,% Kiviet:2005:MAL,% Lee:2015:RHT,% Lieberman:2005:EAM,% Liu:2022:EGM,% Otsu:2011:LDG,% Panopoulou:2004:CAD,% Takada:2008:AQP,% Wan:2007:SRL,% Xu:2021:POF,% Yang:2012:BPE% }. \NAMECITE{euro}{% Angelini:2011:STF% }. \NAMECITE{{European}}{% Camba-Mendez:2001:ALI% }. \NAMECITE{Evaluating}{% Bodory:2022:EWD% }. \NAMECITE{evaluation}{% Gu:2018:OAF,% Knaus:2022:DML,% Menchetti:2023:CCO% }. \NAMECITE{events}{% Breidenbach:2022:LSS,% Lee:2021:EDM% }. \NAMECITE{evidence}{% Akram:2004:OPE,% Breidenbach:2022:LSS,% Hsu:2001:DBT,% Knaus:2021:MLE% }. \NAMECITE{Exact}{% McElroy:2008:EFH,% Shin:2021:ECM,% vanGarderen:2002:EID,% Johansen:2004:MTE,% Vanhems:2010:NPE% }. \NAMECITE{example}{% Feve:2010:PNP% }. \NAMECITE{excessive}{% Yoshida:2002:ESF% }. \NAMECITE{excessive-zeros}{% Yoshida:2002:ESF% }. \NAMECITE{exchange}{% Akram:2004:OPE,% Jacobson:2008:IER% }. \NAMECITE{excluded}{% Tsyawo:2023:FIR% }. \NAMECITE{exclusion}{% Adams:2016:FMM,% Andresen:2021:IBE,% Liu:2020:TWE% }. \NAMECITE{exogeneity}{% Fu:2021:TEN,% Masten:2023:CEA% }. \NAMECITE{exogenous}{% Anatolyev:2013:IVE,% Escanciano:2018:SRE,% vanKippersluis:2018:BPE% }. \NAMECITE{expansion}{% Romeu:2005:CEB% }. \NAMECITE{Expansions}{% Lieberman:2005:EAM,% Hounyo:2016:VEE% }. \NAMECITE{expectation}{% Bera:2021:TNR% }. \NAMECITE{Expectations}{% Rossi:2007:EHT,% Beyer:2008:FAM,% Johansen:2004:MTE% }. \NAMECITE{expenditure}{% Aasness:2003:DPM,% Campos:1999:CDM% }. \NAMECITE{experiment}{% Bluhm:2021:SCB,% Breidenbach:2022:LSS% }. \NAMECITE{experimenter}{% Heckman:2021:USM% }. \NAMECITE{experiments}{% Heckman:2021:USM% }. \NAMECITE{Explicit}{% Abadir:2023:EMR% }. \NAMECITE{Exploring}{% Marriott:2003:EET% }. \NAMECITE{explosiveness}{% Guo:2019:TME% }. \NAMECITE{exponential}{% Belloni:2014:PIC,% Boucher:2017:MFF% }. \NAMECITE{expression}{% Hansen:2005:GRT% }. \NAMECITE{extended}{% Meyer:2003:SVB% }. \NAMECITE{extent}{% Anderson:2021:UFA% }. \NAMECITE{extraction}{% Harvey:2000:SEF% }. \NAMECITE{extreme}{% Hoga:2017:TCE,% Tao:2014:SIM% }. \NAMECITE{extremum}{% Camponovo:2016:ARN,% Fan:2015:MPE% }. \NAMECITE{F}{% Sun:2013:HAR% }. \NAMECITE{Factor}{% Beyer:2008:FAM,% Perron:2011:RES,% Sentana:1998:RBC,% Yan:2022:FAF,% Ando:2011:QRM,% Bardsley:2017:CPT,% Barigozzi:2016:GDF,% Casoli:2022:PTD,% Choi:2023:FWP,% Georgiev:2007:MDF,% Heaton:2004:ICF,% Jungbacker:2015:LBD,% Kaufmann:2000:MBC,% Kim:2014:CBT,% Koop:2004:FDF,% Li:2009:DNF,% Moench:2011:HFA,% Song:2014:GDS,% Vrontos:2003:FFM% }. \NAMECITE{Factor-augmented}{% Yan:2022:FAF,% Ando:2011:QRM% 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Westerlund:2022:CHF% }. \NAMECITE{fixed-effects}{% Aguirregabiria:2023:DDD% }. \NAMECITE{flash}{% Banerjee:2020:PFB% }. \NAMECITE{Flexible}{% Chen:2014:ARF% }. \NAMECITE{fluctuations}{% Dijk:2003:EIT% }. \NAMECITE{football}{% Breidenbach:2022:LSS% }. \NAMECITE{Forecast}{% Clements:1998:CFP,% Kejriwal:2021:GFA,% Clements:2002:MMF,% Eitrheim:2002:PFF% }. \NAMECITE{Forecasting}{% Clements:2001:FDS,% Ericsson:1998:FEF,% Karabiyik:2021:FUC,% Koop:2004:FDF,% Newbold:2001:FEE,% Ng:2002:FAT,% Rossi:2016:REF,% Smith:2015:RES,% Artis:2001:FFT,% Banerjee:2020:PFB,% Camba-Mendez:2001:ALI,% Gabriel:2004:FAA,% Giacomini:2015:ETF,% Hafner:2009:CFT,% Jungbacker:2015:LBD,% Uematsu:2019:HDM,% Yan:2022:FAF% }. \NAMECITE{forecasts}{% Angelini:2011:STF,% Harvey:2001:APU,% Hendry:2004:PF,% Palandri:2022:RIC% }. \NAMECITE{Foreword}{% Hendry:1998:EJR% }. \NAMECITE{form}{% Bartel:1998:EKI,% Hansen:2005:GRT,% Korolev:2022:RFE,% Yang:2008:GLT% }. \NAMECITE{formation}{% Petursson:2001:WFE% }. \NAMECITE{formulas}{% McElroy:2008:EFH% }. \NAMECITE{formulation}{% Harvey:2000:SEF% }. \NAMECITE{forward}{% Fanelli:2006:DAC% }. \NAMECITE{forward-looking}{% Fanelli:2006:DAC% }. \NAMECITE{Fractional}{% Lobato:2006:OFD,% Lieberman:2005:EAM,% Lobato:2022:SSE,% Nielsen:2011:FMN% }. \NAMECITE{fractionally}{% Kleiber:2005:FSP,% Nielsen:2004:EIM% }. \NAMECITE{Fragility}{% Forchini:2019:FIP% }. \NAMECITE{Framework}{% Ericsson:1998:FEF% }. \NAMECITE{frameworks}{% Deng:2006:CAA% }. \NAMECITE{free}{% Anderson:2021:UFA,% Christensen:2009:AFG% }. \NAMECITE{Freedom}{% Kiviet:1998:DFA% }. \NAMECITE{frequency}{% Chambers:2011:CSF,% Gotz:2021:LMF% }. \NAMECITE{friend}{% Boucher:2017:MFF% }. \NAMECITE{frontier}{% Smith:2008:SFM,% Tsionas:2004:MSS% }. \NAMECITE{full}{% Vrontos:2003:FFM% }. \NAMECITE{full-factor}{% Vrontos:2003:FFM% }. \NAMECITE{{Fuller}}{% Leybourne:1999:BDF,% Leybourne:2000:BSS,% Lobato:2006:OFD,% Sen:2003:LBD% }. \NAMECITE{{Fuller}-type}{% Leybourne:2000:BSS% }. \NAMECITE{Fully}{% Nielsen:2011:FMN% }. \NAMECITE{function}{% Blake:2003:RBF,% Blevins:2015:NSR,% Eitrheim:2002:PFF,% Gorgens:2012:TPF% }. \NAMECITE{Functional}{% Juhl:2005:FCM,% Bardsley:2017:CPT,% Yang:2008:GLT% }. \NAMECITE{Functional-coefficient}{% Juhl:2005:FCM% }. \NAMECITE{functions}{% Baillie:2013:EII,% Bu:2007:EOI,% Chang:2007:EIR,% Gorgens:2006:SES,% Grammig:2000:NMH,% Jochmans:2014:FDP,% Lee:2015:RHT,% Li:2008:KNN,% Semenova:2021:DML,% Sorensen:2000:PBE,% Yoshida:2002:ESF% }. \NAMECITE{Further}{% Wan:2006:FRO,% Godfrey:2006:SBT% }. \NAMECITE{fuzzy}{% He:2020:WBF% }. \NAMECITE{G}{% Schluter:2012:DGD% }. \NAMECITE{game}{% Lin:2017:ESI% }. \NAMECITE{games}{% Aradillas-Lopez:2023:NTC,% Kleiman-Weiner:2018:NPB,% Otsu:2023:EMD,% Xu:2014:EDG,% Anonymous:2019:RES% }. \NAMECITE{gap}{% Frolich:2007:PSM% }. \NAMECITE{{GARCH}}{% Ardia:2009:BEM,% Bauwens:1998:BIG,% Bauwens:2010:TIM,% Dellaportas:2007:MVA,% Di:2011:ESP,% Hafner:2009:CFT,% Huang:2008:EGM,% Lanne:2005:NLG,% Liu:2009:SFG,% Liu:2022:EGM,% 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\NAMECITE{impact}{% Asai:2009:MSV,% Cho:2020:QIN,% Eren:2008:IHS,% Fiorio:2010:BRI,% Keane:2020:CDN,% Sarafidis:2009:IEC% }. \NAMECITE{imperfect}{% Ban:2022:NBT% }. \NAMECITE{implication}{% Abadir:2023:EMR% }. \NAMECITE{implied}{% Bu:2007:EOI,% Camponovo:2012:BPT% }. \NAMECITE{import}{% Kongsted:2003:CAS% }. \NAMECITE{importance}{% Zhang:2004:SED% }. \NAMECITE{Improved}{% Robinson:2014:ILM% }. \NAMECITE{Improving}{% Choi:2010:IRM,% Hendry:1999:IDM% }. \NAMECITE{impulse}{% Baillie:2013:EII,% Chang:2007:EIR,% Gospodinov:2004:ACI% }. \NAMECITE{incidental}{% Jochmans:2014:FDP% }. \NAMECITE{income}{% Druedahl:2020:HOI,% Lechner:1999:NBE,% Wen:2019:GNG% }. \NAMECITE{inconsistency}{% Magdalinos:2007:IUE% }. \NAMECITE{Incorporating}{% Donald:2012:ICM% }. \NAMECITE{increasing}{% Belloni:2014:PIC% }. \NAMECITE{independence}{% Du:2016:NBT,% Frolich:2007:PSM,% Komarova:2013:PIA,% Komunjer:2010:SPE,% Kondo:2003:HPI,% Mao:2016:TEC,% Pesaran:2008:BAL% }. \NAMECITE{Index}{% Anonymous:2010:IEJ,% Anonymous:2011:IEJ,% Anonymous:2012:IEJ,% Anonymous:2013:IEJ,% Anonymous:2014:IEJ,% Anonymous:2015:IEJ,% Anonymous:2016:IEJ,% Anonymous:2017:IEJ,% Anonymous:2018:IEJ,% Coudin:2009:IEJ,% Abrevaya:2011:REP,% Allen:2015:MRI,% Cizek:2022:MRS,% Fosgerau:2021:ICI,% Gorgens:2006:SES,% Hu:2015:IES,% Kondo:2003:HPI% }. \NAMECITE{indicator}{% Camba-Mendez:2001:ALI,% Iskhakov:2010:SDM% }. \NAMECITE{Indices}{% Bartel:1998:EKI,% Ginker:2021:LRT,% Qu:2013:SVM,% Yuan:2023:SPI% }. \NAMECITE{Indirect}{% Calzolari:1998:CVV,% Fuleky:2014:IIB,% Kyriacou:2017:IIS,% Lombardi:2008:IES,% Monfardini:1998:ESV,% Arvanitis:2015:CII% }. \NAMECITE{individual}{% Amsler:2019:SDI,% Baltagi:2008:APE,% Orme:2006:ADF% }. \NAMECITE{industrial}{% Dijk:2003:EIT% }. \NAMECITE{inequality}{% Davydov:2019:IRN,% Donald:2012:ICM,% Dong:2021:CMI,% Kaplan:2023:CLI,% Ponomareva:2011:MMI,% Schluter:2012:PII% }. \NAMECITE{infection}{% Breidenbach:2022:LSS,% Dimpfl:2022:ESC,% Stoye:2022:BIP% }. \NAMECITE{infections}{% Boldea:2023:DEM% 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\NAMECITE{influence}{% Lin:2017:ESI% }. \NAMECITE{Influential}{% Nielsen:2008:IOC% }. \NAMECITE{Information}{% Breunig:2020:ITO,% Ando:2011:QRM,% Kiviet:2013:IIS,% Magdalinos:2007:IUE,% Margaritella:2023:UIC% }. \NAMECITE{infrequent}{% Gabriel:2004:FAA% }. \NAMECITE{inhomogeneous}{% Cizek:2009:APE% }. \NAMECITE{Initial}{% Lee:2020:ICD,% Harvey:2005:TUR,% Harvey:2008:SUR,% Liu:2006:URT,% Perron:2001:AAN% }. \NAMECITE{innovations}{% Ardia:2009:BEM% }. \NAMECITE{instability}{% Ginker:2021:LRT,% Koop:2001:AFN,% Li:2012:WII% }. \NAMECITE{institutional}{% Dijk:2003:EIT% }. \NAMECITE{Instrument}{% Andresen:2021:IBE,% Bun:2010:WIP,% Li:2012:WII% }. \NAMECITE{Instrument-based}{% Andresen:2021:IBE% }. \NAMECITE{Instrumental}{% Anatolyev:2013:IVE,% Florens:2012:IRP,% Qu:2016:IVE,% Robinson:2006:IVE,% Alejo:2023:FSR,% Chesher:2014:IVR,% Cui:2022:TSI,% Davidson:2008:BIL,% Fu:2021:TEN,% Kim:2020:PIN,% Scaillet:2016:IPN% }. \NAMECITE{instruments}{% Ban:2022:NBT,% Carrasco:2022:TOR,% 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Brinch:2011:NPI,% Honore:2010:ETM% }. \NAMECITE{interval-censored}{% Brinch:2011:NPI% }. \NAMECITE{intervals}{% Gospodinov:2004:ACI,% He:2020:WBF% }. \NAMECITE{interventions}{% Cho:2020:QIN,% Korolev:2022:RFE% }. \NAMECITE{intraday}{% Kokoszka:2013:PSI% }. \NAMECITE{Introduction}{% Gallo:1998:SME,% Newbold:2001:FEE% }. \NAMECITE{invariance}{% Palandri:2022:RIC% }. \NAMECITE{inverse}{% Aihounton:2021:UMI,% Feve:2010:PNP% }. \NAMECITE{inverses}{% Dastoor:2005:ASA% }. \NAMECITE{inverting}{% Davidson:2014:CSB% }. \NAMECITE{investigation}{% Dahl:2002:ITL% }. \NAMECITE{irrelevant}{% Li:2008:KNN% }. \NAMECITE{Issue}{% Abbring:2017:SIE,% Abbring:2023:RES,% Anonymous:2019:RES,% Anonymous:2021:RES,% Anonymous:2023:RES,% Chen:2014:ARF,% Fan:2009:RES,% Patton:2016:RES,% Perron:2011:RES,% Smith:2015:RES,% Smith:2016:RES,% Smith:2017:RES,% Smith:2018:RES% }. \NAMECITE{issues}{% Andresen:2021:IBE% }. \NAMECITE{{Italy}}{% Cerqueti:2022:SBL% }. \NAMECITE{{IV}}{% Carrasco:2022:TOR,% Cui:2023:IES,% Davidson:2007:MIJ,% Gorgens:2012:TPF,% Tsyawo:2023:FIR% }. \NAMECITE{J}{% Hendry:1999:IDM,% Orsal:2011:CLB,% Osborn:2012:RMN,% Phillips:2011:CGA% }. \NAMECITE{jackknife}{% Carrasco:2022:TOR% }. \NAMECITE{jae}{% Silva:2011:RME% }. \NAMECITE{Jeffrey}{% Wilke:2011:REA% }. \NAMECITE{{JIVE}}{% Davidson:2007:MIJ% }. \NAMECITE{job}{% Koop:2001:TOJ% }. \NAMECITE{{Joel}}{% Chen:2014:ARF% }. \NAMECITE{John}{% Martin:2012:ROH% }. \NAMECITE{Joint}{% Carrion-i-Silvestre:2006:JHS,% Kim:2011:DET% }. \NAMECITE{Journal}{% Hendry:1998:EJR,% Orsal:2011:CLB,% Phillips:2011:CGA,% Smith:2008:EJR,% Anonymous:2010:IEJ,% Anonymous:2011:IEJ,% Anonymous:2012:IEJ,% Anonymous:2013:IEJ,% Anonymous:2014:IEJ,% Anonymous:2015:IEJ,% Anonymous:2016:IEJ,% Anonymous:2017:IEJ,% Anonymous:2018:IEJ,% Coudin:2009:IEJ% }. \NAMECITE{jumps}{% Raggi:2005:AMM% }. \NAMECITE{K-nearest-neighbour}{% Li:2008:KNN% }. \NAMECITE{{Kalman}}{% Lind:2005:RSK,% Meyer:2003:SVB% }. \NAMECITE{Kernel}{% Okui:2020:KEP,% Davidson:2002:CKV% }. \NAMECITE{kernels}{% Barndorff-Nielsen:2009:RKP% }. \NAMECITE{{Kingdom}}{% Frolich:2007:PSM% }. \NAMECITE{kink}{% Yang:2021:PKT% }. \NAMECITE{known}{% Danilov:2005:EMU,% Magnus:2002:EMU% }. \NAMECITE{Koop}{% Martin:2012:ROH% }. \NAMECITE{{KPSS}}{% Hornok:2000:FSD% }. \NAMECITE{{Kronecker}}{% Bartel:1998:EKI% }. \NAMECITE{kurtosis}{% Bao:2009:SKE,% Wilhelmsson:2009:VRT% }. \NAMECITE{L}{% Chen:2014:ARF% }. \NAMECITE{labour}{% Haan:2010:SAE% }. \NAMECITE{Lag}{% Hsiao:2007:LAT,% Yang:2002:LLM,% Panopoulou:2004:CAD% }. \NAMECITE{Lag-augmented}{% Hsiao:2007:LAT% }. \NAMECITE{{Lagrange}}{% Breitung:2016:LMT,% Robinson:2014:ILM% }. \NAMECITE{land}{% Gautier:2020:IPB% }. \NAMECITE{land-lease-contract}{% Gautier:2020:IPB% }. \NAMECITE{Large}{% Breidenbach:2022:LSS,% Gotz:2021:LMF,% Otsu:2011:LDG,% Patton:2016:RES,% Chudik:2011:WSC,% Cui:2023:IES,% Fan:2016:OEL,% Ferriani:2012:ETN,% Kim:2014:CBT,% Lin:2017:ESI% }. \NAMECITE{Large-scale}{% Breidenbach:2022:LSS% }. \NAMECITE{Larsson}{% Orsal:2011:CLB% }. \NAMECITE{{LATE}}{% Dahl:2023:INT% }. \NAMECITE{latent}{% Chen:2019:ELG,% Creel:2012:EDL,% Henry:2013:SIL,% Iskhakov:2010:SDM,% Kaplan:2023:CLI,% Linton:2009:NPR% }. \NAMECITE{leading}{% Camba-Mendez:2001:ALI% }. \NAMECITE{learned}{% Rossi:2021:IEE% }. \NAMECITE{learning}{% Bodory:2022:EWD,% Chang:2020:DDM,% Chernozhukov:2018:DDM,% Chernozhukov:2022:DML,% Farbmacher:2022:CMA,% Iskhakov:2020:MLS,% Knaus:2021:MLE,% Knaus:2022:DML,% Liu:2021:DDM,% Nekipelov:2022:ROM,% Semenova:2021:DML% }. \NAMECITE{learning-based}{% Knaus:2022:DML% }. \NAMECITE{lease}{% Gautier:2020:IPB% }. \NAMECITE{Least}{% Pitarakis:2004:LSE,% Preminger:2017:LSE,% Hsiao:2007:LAT,% Kiviet:2005:MAL,% Kuosmanen:2008:RTC,% Nielsen:2011:FMN,% Perron:2016:RBT,% Wan:2007:SRL,% Windmeijer:2019:TSL% }. \NAMECITE{Least-squares}{% Preminger:2017:LSE,% Kiviet:2005:MAL,% Perron:2016:RBT% }. \NAMECITE{Lee}{% Silva:2011:RME% }. \NAMECITE{length}{% Yang:2002:LLM% }. \NAMECITE{lessons}{% Giacomini:2015:ETF% }. \NAMECITE{level}{% Psaradakis:2001:MLS,% Qu:2013:SVM% }. \NAMECITE{levels}{% Godfrey:2000:CSL,% Yang:2012:BPE% }. \NAMECITE{leverage}{% Asai:2009:MSV% }. \NAMECITE{{L{\'e}vy}}{% Veraart:2011:LEL% }. \NAMECITE{{L{\'e}vy}-driven}{% Veraart:2011:LEL% }. \NAMECITE{Likelihood}{% Jungbacker:2015:LBD,% Kamionka:1998:SML,% Larsson:2001:LBC,% Manrique:1998:SBL,% Veraart:2011:LEL,% Bansal:2022:DQA,% Berger:2022:TCM,% Bravo:2002:TLR,% Bravo:2009:BGE,% Bravo:2012:GEL,% Camponovo:2016:ARN,% Dahl:2002:ITL,% Deb:2006:SSL,% Greene:2004:BML,% Huang:2011:QML,% Kawakatsu:2007:NIB,% Kruiniger:2021:IAM,% Li:2023:APM,% Lieberman:2005:EAM,% Ma:2017:SOR,% Munkin:1999:SML,% Nicolau:2002:NTS,% Otsu:2011:LDG,% Zaman:2002:MLE,% Orsal:2011:CLB% }. \NAMECITE{Likelihood-based}{% Jungbacker:2015:LBD,% Larsson:2001:LBC,% Orsal:2011:CLB% }. \NAMECITE{likelihoods}{% Fruhwirth-Schnatter:2004:EML% }. \NAMECITE{limit}{% Chung:2005:EEP,% Daraio:2018:CLT% }. \NAMECITE{limit-hitting}{% Chung:2005:EEP% }. \NAMECITE{Limited}{% Manrique:1998:SBL,% Silva:2011:RME,% Greene:2004:BML,% Hong:2020:IFP,% Magnusson:2010:ILD,% Wang:2007:TSE% }. \NAMECITE{Limiting}{% Sen:2003:LBD,% Dietrich:2001:LDR% }. \NAMECITE{limits}{% Chung:2005:EEP% }. \NAMECITE{Linear}{% Dufour:1998:SBF,% Abrevaya:2011:REP,% Abrevaya:2021:PEN,% Ai:2014:EFE,% Antoine:2022:PLM,% Aue:2006:CPM,% Baltagi:2008:APE,% Baltagi:2013:SLT,% Bec:2004:VEC,% Bravo:2002:TLR,% Bravo:2009:BGE,% Brown:2007:SEB,% Choi:2007:HUT,% Cui:2022:TSI,% Davidson:2002:CKV,% Davidson:2008:BIL,% Deng:2006:CAA,% Escanciano:2018:SRE,% Florens:2012:IRP,% Godfrey:2000:CSL,% Godfrey:2006:SBT,% Guo:2013:CCT,% Hafner:2000:TLA,% Jensen:2012:EEV,% Johansen:2004:MTE,% Krief:2017:SLM,% Kurita:2011:CMP,% Lanne:2005:NLG,% Liu:2021:DDM,% Tchatoka:2014:IRI,% Thomas:2006:CEB,% Yamamoto:2013:ETM,% Zhang:2015:IEP% }. \NAMECITE{Linearity}{% Kilic:2004:LTS,% Choi:2004:TLC,% Dahl:2002:ITL,% Harvey:2007:TTS,% Sandberg:2008:CVL% }. \NAMECITE{linkages}{% Casarin:2020:MNA% }. \NAMECITE{linked}{% Druedahl:2020:HOI% }. \NAMECITE{liquidity}{% Buttler:1999:OCS% }. \NAMECITE{liquidity-insuring}{% Buttler:1999:OCS% }. \NAMECITE{literature}{% Giacomini:2015:ETF% }. \NAMECITE{lives}{% Cerqueti:2022:SBL% }. \NAMECITE{{LM}}{% Baltagi:2013:SLT,% Pesaran:2008:BAL,% Rodrigues:2002:LTT,% Yang:2008:GLT,% Yang:2011:FBA% }. \NAMECITE{{LM}-type}{% Yang:2011:FBA% }. \NAMECITE{Local}{% Blevins:2013:LNE,% Magnus:2007:LSD,% Chernozhukov:2022:DML,% Dahl:2023:INT,% Granger:1999:DML,% Hoderlein:2009:IEL,% Moon:2008:ALP% }. \NAMECITE{location}{% Phillips:2011:NPR% }. \NAMECITE{lockdown}{% Cerqueti:2022:SBL% }. \NAMECITE{lockdowns}{% Bilgel:2022:ECL% }. \NAMECITE{log}{% Ai:2008:SDE,% Liu:2020:AFT% }. \NAMECITE{log-concave}{% Liu:2020:AFT% }. \NAMECITE{logistic}{% Chang:2012:NSR,% Liu:2021:DDM% }. \NAMECITE{logit}{% Aboutaleb:2021:SCE,% Guimaraes:2007:COG% }. \NAMECITE{Long}{% Rossi:2007:EHT,% Cai:2017:NRN,% Chang:2007:EIR,% Dolado:2004:AIR,% Pong:2008:DSL% }. \NAMECITE{long-memory}{% Dolado:2004:AIR% }. \NAMECITE{long-run}{% Cai:2017:NRN% }. \NAMECITE{look}{% Dahl:2023:INT% }. \NAMECITE{Looking}{% Grigoletto:2009:LSF,% Fanelli:2006:DAC% }. \NAMECITE{{Lorenz}}{% Dardanoni:1999:ILC% }. \NAMECITE{L{\"o}thgren}{% Orsal:2011:CLB% }. \NAMECITE{Low}{% Fernandez-Val:2021:LRA% }. \NAMECITE{Low-rank}{% Fernandez-Val:2021:LRA% }. \NAMECITE{{LSTUR}}{% Ginker:2021:LRT% }. \NAMECITE{Lyhagen}{% Orsal:2011:CLB% }. \NAMECITE{M}{% Orsal:2011:CLB,% Wilke:2011:REA% }. \NAMECITE{Machine}{% Iskhakov:2020:MLS,% Knaus:2021:MLE,% Bodory:2022:EWD,% Chang:2020:DDM,% Chernozhukov:2018:DDM,% Chernozhukov:2022:DML,% Farbmacher:2022:CMA,% Knaus:2022:DML,% Liu:2021:DDM,% Nekipelov:2022:ROM,% Semenova:2021:DML% }. \NAMECITE{Macroeconometrics}{% Anonymous:2021:RES,% Gortz:2012:RSM% }. \NAMECITE{macroeconomic}{% Banerjee:2004:SCU,% Harvey:2001:APU,% Uematsu:2019:HDM% }. \NAMECITE{magnitude}{% Poskitt:2009:AMC% }. \NAMECITE{making}{% Heckman:2021:USM% }. \NAMECITE{{Malinvaud}}{% Phillips:2015:EMT% }. \NAMECITE{many}{% Anatolyev:2013:IVE,% Carrasco:2022:TOR,% Kapetanios:2008:BPP,% Lee:2021:CSA% }. \NAMECITE{marginal}{% Fruhwirth-Schnatter:2004:EML% }. \NAMECITE{market}{% Barigozzi:2016:GDF,% Haan:2010:SAE,% Moench:2011:HFA% }. \NAMECITE{{Markov}}{% Ardia:2009:BEM,% Banachewicz:2008:MPD,% Bauwens:2010:TIM,% Cavaliere:2003:AUR,% Clements:1998:CFP,% Elliott:2008:MBR,% Fruhwirth-Schnatter:2004:EML,% Jiang:2010:EEM,% Kang:2014:ESS,% Kaufmann:2000:MBC,% Psaradakis:2001:MLS,% Tsionas:2004:MSS% }. \NAMECITE{{Markov}-switching}{% Ardia:2009:BEM,% Clements:1998:CFP% }. \NAMECITE{{Markowitz}}{% Bai:2011:TSP% }. \NAMECITE{Matching}{% Kasy:2023:MSB,% Smith:2017:RES,% Frolich:2007:PSM% }. \NAMECITE{matrices}{% Abadir:2023:EMR,% Fan:2016:OEL,% Machado:2005:BEC,% Zhu:2021:MAE% }. \NAMECITE{matrix}{% Allen:2007:SMC,% Magdalinos:2007:IUE,% Poignard:2023:EHD% }. \NAMECITE{matters}{% Allen:2007:SMC% }. \NAMECITE{Maximization}{% Fan:2015:MPE,% Koning:2003:DCS% }. \NAMECITE{Maximum}{% Chen:2014:MSE,% Kamionka:1998:SML,% Luutkepohl:2001:MEV,% Zaman:2002:MLE,% Bansal:2022:DQA,% Goh:2022:SCM,% Greene:2004:BML,% Huang:2011:QML,% Kawakatsu:2007:NIB,% Kruiniger:2021:IAM,% Li:2023:APM,% Lieberman:2005:EAM,% Munkin:1999:SML,% Shin:2021:ECM,% Wu:2005:PAE% }. \NAMECITE{{MCMC}}{% Raggi:2005:AMM% }. \NAMECITE{Mean}{% Shin:2006:MGT,% Astill:2018:RTD,% Danilov:2005:EMU,% Demos:2002:MDS,% Everaert:2013:OBM,% Kondo:2003:HPI,% Kruiniger:2021:IAM,% Lucchetti:2005:ART,% Magnus:2002:EMU,% Pitarakis:2004:LSE,% Sentana:2009:EMV,% Yang:2002:LLM,% Yang:2011:FBA% }. \NAMECITE{mean-independence}{% Kondo:2003:HPI% }. \NAMECITE{mean-variance}{% Sentana:2009:EMV% }. \NAMECITE{means}{% Horvath:2022:DCB% }. \NAMECITE{measure}{% Barunik:2019:QCG,% Davydov:2019:IRN% }. \NAMECITE{Measurement}{% Junker:2005:MAR,% Aasness:2003:DPM,% Aihounton:2021:UMI,% Donald:2012:ICM,% Hu:2015:IES,% Jungbacker:2015:LBD% }. \NAMECITE{measures}{% Boldea:2023:DEM,% Daraio:2018:CLT,% Schluter:2012:PII,% Veraart:2011:LEL% }. \NAMECITE{Measuring}{% Kaufmann:2000:MBC% }. \NAMECITE{mediation}{% Farbmacher:2022:CMA% }. \NAMECITE{memory}{% Dolado:2004:AIR,% Pong:2008:DSL% }. \NAMECITE{Method}{% Haug:2007:MME,% vanderSluis:1998:CAS,% Botosaru:2019:RCS,% Goh:2022:SCM,% Hsu:2001:DBT,% Machado:2005:BEC,% Otsu:2011:LDG,% Preminger:2007:MSM% }. \NAMECITE{methodology}{% Clements:2002:MMF% }. \NAMECITE{Methods}{% Gallo:1998:SME,% Koop:2010:RFC,% Silva:2011:RME,% Aguirre:2013:NIM,% Banerjee:2004:SCU,% Donald:2012:ICM,% Galichon:2017:SSR,% Gu:2018:OAF,% Kaufmann:2000:MBC,% Knight:2008:ESC,% Proietti:2006:TDS,% Raggi:2005:AMM,% Ulrick:2008:USP% }. \NAMECITE{{{{Micro}}}}{% Silva:2011:RME% }. \NAMECITE{{{{Micro-Econometrics}}}}{% Silva:2011:RME% }. \NAMECITE{microeconometrics}{% Robin:2010:RDS% }. \NAMECITE{{Migration}}{% Gardner:2020:RMB% }. \NAMECITE{minimal}{% Abadir:2023:EMR% }. \NAMECITE{minimax}{% Hitomi:2022:OMR% }. \NAMECITE{minimisation}{% Chen:2021:BCC% }. \NAMECITE{Minimum}{% Mayoral:2007:MDE,% Komunjer:2010:SPE,% Windmeijer:2019:TSL% }. \NAMECITE{mining}{% Campos:1999:CDM,% Granger:1999:DML,% Hand:1999:DCD,% Hansen:1999:DDM,% Hendry:1999:IDM,% Hoover:1999:DMR% }. \NAMECITE{Misclassification}{% Cizek:2022:MRS% }. \NAMECITE{Misclassification-robust}{% Cizek:2022:MRS% }. \NAMECITE{mismeasured}{% Cameron:2004:MDC% }. \NAMECITE{missing}{% Wang:2013:ESA% }. \NAMECITE{missingness}{% Breunig:2020:ITO% }. \NAMECITE{Misspecification}{% Kalliovirta:2012:MTB,% Ponomareva:2011:MMI,% Pitarakis:2004:LSE,% Wan:2007:SRL% }. \NAMECITE{misspecified}{% Bera:2021:TNR% }. \NAMECITE{mixed}{% Bauwens:2007:BIM,% Brinch:2011:NPI,% Gotz:2021:LMF,% Munkin:1999:SML% }. \NAMECITE{mixed-frequency}{% Gotz:2021:LMF% }. \NAMECITE{mixed-{Poisson}}{% Munkin:1999:SML% }. \NAMECITE{mixture}{% Aboutaleb:2021:SCE,% Adams:2016:FMM,% Alfo:2004:SMM,% Fruhwirth-Schnatter:2004:EML,% Georgiev:2007:MDF,% Kawakatsu:2007:NIB,% Silva:2003:NEM% }. \NAMECITE{mixture-distribution}{% Georgiev:2007:MDF% }. \NAMECITE{mixtures}{% Compiani:2016:UME% }. \NAMECITE{mobility}{% Ulrick:2008:USP% }. \NAMECITE{mode}{% Krief:2017:SLM% }. \NAMECITE{Model}{% Hsu:2017:MST,% Liu:2016:MAP,% Rivers:2002:MST,% Smith:2018:RES,% Zhang:2023:MSV,% Zhu:2021:MAE,% Abrevaya:1999:RET,% Abrevaya:2004:RET,% Amsler:2019:SDI,% Ardia:2009:BEM,% Bai:2008:GCB,% Bailey:2002:OTA,% Baltagi:2002:CSA,% Baltagi:2008:APE,% Baltagi:2011:TSF,% Bauwens:2007:BIM,% Bauwens:2010:TIM,% Bednarski:2006:RMS,% Beyer:2008:FAM,% Boldea:2023:DEM,% Bramati:2007:REF,% Brinch:2011:NPI,% Carson:2007:TMN,% Chen:2022:ENN,% Chesher:2014:IVR,% Choi:2010:IRM,% Chong:2006:PAA,% Christensen:2009:AFG,% Deb:2006:SSL,% Demos:2002:MDS,% Di:2011:ESP,% Gardner:2020:RMB,% Georgiev:2007:MDF,% Grammig:2000:NMH,% Granger:1999:DML,% Gu:2009:BER,% Han:2012:NSN,% Haug:2007:MME,% Heckman:2021:USM,% Honore:2010:ETM,% Iskhakov:2010:SDM,% Jacobson:2008:IER,% Jensen:2001:NSM,% Jensen:2012:EEV,% Jun:2016:ENT,% Karanasos:2003:MAE,% Kaufmann:2000:MBC,% Kim:2011:DET,% Knight:2008:ESC,% Koop:2004:FDF,% Kurita:2011:CMP,% Li:2009:DNF,% Liu:2013:HRC,% Liu:2017:PEB,% Liu:2021:DDM,% Lucchetti:2005:ART,% Mutl:2011:HTC,% Nakatani:2009:TVI,% Pedersen:2014:MVT,% Perron:2001:AAN,% Petursson:2000:RHD,% Petursson:2001:WFE,% Poskitt:2009:AMC,% Preminger:2007:MSM,% Qu:2013:SVM,% Qu:2016:IVE,% Sen:2003:LBD,% Shin:2008:SEB,% Strikholm:2006:SPD,% Tao:2014:SIM,% Tsionas:2004:MSS,% Vrontos:2003:FFM,% Wilhelmsson:2009:VRT,% Yang:2021:PKT,% Zaman:2002:MLE,% Zhang:2013:SPE% }. \NAMECITE{Model-selection}{% Hsu:2017:MST% }. \NAMECITE{modeling}{% Campos:1999:CDM,% Sherman:1999:CCM% }. \NAMECITE{Modelling}{% Banachewicz:2008:MPD,% Cameron:2004:MDC,% Clements:2002:MMF,% Dellaportas:2007:MVA,% Runstler:2004:MPS,% Smith:2003:MSS,% Hui:2005:RMD,% Osborn:2012:RMN% }. \NAMECITE{Models}{% Banachewicz:2008:MPD,% Bartel:1998:EKI,% Bauwens:1998:BIG,% Calzolari:1998:CVV,% Clements:1998:CFP,% Kamionka:1998:SML,% Kiviet:1998:DFA,% Larsson:1998:DAU,% Monfardini:1998:ESV,% Patton:2016:RES,% Perron:2011:RES,% Sentana:1998:RBC,% Xiao:1998:ACT,% Abadir:2023:EMR,% Aboutaleb:2021:SCE,% Abrevaya:2011:REP,% Abrevaya:2021:PEN,% Adams:2016:FMM,% Ai:2008:SDE,% Ai:2014:EFE,% Alfo:2004:SMM,% Ando:2011:QRM,% Antoine:2022:PLM,% Arkhangelsky:2022:DRI,% Asai:2007:NTD,% Aue:2006:CPM,% Bardsley:2017:CPT,% Barigozzi:2016:GDF,% Bec:2004:VEC,% Berger:2022:TCM,% Blevins:2013:LNE,% Blevins:2015:NSR,% Bond:2002:PEA,% Boucher:2017:MFF,% Bravo:2002:TLR,% Bravo:2009:BGE,% Bravo:2012:GEL,% Breitung:2016:LMT,% Browning:2010:HDD,% Bun:2010:WIP,% Cai:2021:OED,% Cameron:2004:MDC,% Casoli:2022:PTD,% Chang:2001:NEM,% Chang:2020:DDM,% Charbonneau:2017:MFE,% Chen:2015:STN,% Chen:2019:ELG,% Chen:2021:SEQ,% Chiong:2018:EGM,% Choi:2010:IRM,% Choi:2023:FWP,% Cizek:2009:APE,% Cizek:2022:MRS,% Clements:2001:FDS,% Compiani:2016:UME,% Creel:2012:EDL,% Cui:2022:TSI,% Daraio:2018:CLT,% Dellaportas:2007:MVA,% Dong:2021:CMI,% Dunker:2023:NIR,% Dustmann:2007:SCP,% Elliott:2008:MBR,% Escanciano:2018:SRE,% Everaert:2013:OBM,% Fanelli:2006:DAC,% Fernandez-Val:2021:LRA,% Ferriani:2012:ETN,% Feve:2010:PNP,% Florens:2012:IRP,% Forchini:2019:FIP,% Fosgerau:2021:ICI,% Fruhwirth-Schnatter:2004:EML,% Fu:2021:TEN,% Gabriel:2004:FAA,% Gillen:2019:BAD,% Godfrey:2000:CSL,% Godfrey:2006:SBT,% Greene:2004:BML,% Guimaraes:2007:COG,% Hagemann:2014:SEN,% Hansen:1999:STP,% Harvey:2000:SEF,% Heaton:2004:ICF,% Henry:2013:SIL,% Hoderlein:2009:IEL,% Hoderlein:2011:NPM,% Honore:2021:ISB,% Hsiao:2007:LAT,% Hsu:2001:DBT,% Hsu:2017:MST,% Hu:2015:IES,% Hu:2018:IES,% Huang:2008:EGM,% Hui:2005:RMD,% Jiang:2010:EEM,% Jiang:2014:WCQ,% Jochmans:2014:FDP% }. \NAMECITE{models}{% Jochmans:2017:NSB,% Johansen:2004:MTE,% Juhl:2005:FCM,% Jun:2012:DEV,% Kang:2014:ESS,% Kapetanios:2006:URT,% Kawakatsu:2007:NIB,% Kawakatsu:2009:EAO,% Kheifets:2015:STN,% Kim:2020:PIN,% Kiviet:2005:MAL,% Kluppelberg:2002:TRR,% Komunjer:2010:SPE,% Koop:2001:TOJ,% Koop:2004:FDF,% Koopman:1999:SAM,% Kruiniger:2021:IAM,% Lanne:2005:NLG,% Lee:2010:SES,% Lee:2020:ICD,% Lee:2021:EDM,% Li:2011:NPT,% Li:2023:APM,% Liu:2020:AFT,% Liu:2020:TWE,% Liu:2022:EGM,% Lobato:2022:SSE,% Lutkepohl:2021:TIH,% Madsen:2010:URI,% Magnusson:2010:ILD,% Masten:2023:CEA,% McKenzie:2001:EAM,% Menchetti:2023:CCO,% Meyer:2000:BBA,% Moauro:2005:TDU,% Mu:2018:IEH,% Munkin:1999:SML,% Nankervis:2012:TUE,% Nekipelov:2022:ROM,% Nielsen:2004:EIM,% Nielsen:2008:IOC,% Ooms:1999:RSS,% Phillips:2011:CGA,% Ponomareva:2011:MMI,% Preminger:2017:LSE,% Raggi:2005:AMM,% Rahbek:1999:CRI,% Rivers:2002:MST,% Rodriguez-Poo:2014:DSP,% Sandberg:2008:CVL,% Silva:2003:NEM,% Smith:2008:SFM,% Song:2014:GDS,% Tchatoka:2014:IRI,% Thomas:2006:CEB,% Tse:2002:RBD,% Tugan:2021:PVM,% Veraart:2011:LEL,% Wang:2007:TSE,% Wang:2013:ESA,% Wang:2020:SEG,% Yamamoto:2013:ETM,% Yang:2002:LLM,% Yang:2023:TWG,% Yu:2001:GAC,% Yuan:2023:SPI,% Zhang:2004:SED,% Zhang:2012:TCT,% Zhang:2015:IEP,% Anonymous:2021:ETI% }. \NAMECITE{moderate}{% Guo:2019:TME% }. \NAMECITE{modified}{% Nielsen:2011:FMN% }. \NAMECITE{Moment}{% Elliott:2008:MBR,% Kiviet:2005:MAL,% Antoine:2022:PLM,% Berger:2022:TCM,% Bravo:2009:BGE,% Bravo:2012:GEL,% Dong:2021:CMI,% Haug:2007:MME,% Hsu:2017:MST,% Inoue:2006:BAM,% Moffatt:2001:GCM,% Ponomareva:2011:MMI% }. \NAMECITE{moment-based}{% Antoine:2022:PLM% }. \NAMECITE{Moments}{% Davidson:2007:MIJ,% Demos:2002:MDS,% Karanasos:2003:MAE,% Silva:2011:RME,% vanderSluis:1998:CAS,% Creel:2012:EDL,% Otsu:2011:LDG% }. \NAMECITE{monetary}{% Rossi:2021:IEE% }. \NAMECITE{money}{% Nielsen:2008:IOC,% Petursson:2000:RHD% }. \NAMECITE{monitoring}{% Aue:2006:CPM% }. \NAMECITE{monopolist}{% Koenker:2020:IMR% }. \NAMECITE{monotonic}{% Grammig:2000:NMH% }. \NAMECITE{monotonicity}{% Hoderlein:2009:IEL% }. \NAMECITE{{Monte}}{% Knaus:2021:MLE,% Paruolo:2002:MCE,% Sherman:1999:CCM% }. \NAMECITE{{MSE}}{% Hahn:2004:EWI% }. \NAMECITE{Multi}{% Kring:2009:MTG% }. \NAMECITE{Multi-tail}{% Kring:2009:MTG% }. \NAMECITE{multilateral}{% Anderson:2021:UFA% }. \NAMECITE{Multilayer}{% Casarin:2020:MNA% }. \NAMECITE{Multinomial}{% Breslaw:2002:MPE,% Guimaraes:2007:COG% }. \NAMECITE{Multiple}{% Charbonneau:2017:MFE,% Bai:2003:CVM,% Bai:2008:GCB,% Thompson:2019:SGA,% Yamamoto:2013:ETM% }. \NAMECITE{multiple-break}{% Bai:2008:GCB% }. \NAMECITE{multiplicative}{% Chen:2022:ENN,% Yang:2023:TWG% }. \NAMECITE{multiplicity}{% Otsu:2023:EMD% }. \NAMECITE{multiplier}{% Breitung:2016:LMT,% Robinson:2014:ILM% }. \NAMECITE{Multivariate}{% Asai:2009:MSV,% Pedersen:2014:MVT,% Alfo:2004:SMM,% Dellaportas:2007:MVA,% Dolado:2004:AIR,% Georgiev:2007:MDF,% Hafner:2009:CFT,% Jacobson:2008:IER,% Li:2009:DNF,% Moauro:2005:TDU,% Munkin:1999:SML,% Nielsen:2004:EIM,% Vrontos:2003:FFM% }. \NAMECITE{My}{% Boucher:2017:MFF% }. \NAMECITE{Myoung}{% Silva:2011:RME% }. \NAMECITE{Myoung-jae}{% Silva:2011:RME% }. \NAMECITE{N}{% Gortz:2012:RSM,% Hadri:2015:NPC% }. \NAMECITE{narrow}{% Nielsen:2011:FMN% }. \NAMECITE{narrow-band}{% Nielsen:2011:FMN% }. \NAMECITE{{NASDAQ}}{% Qu:2013:SVM% }. \NAMECITE{natural}{% Bluhm:2021:SCB% }. \NAMECITE{Near}{% Kejriwal:2021:GFA,% Gospodinov:2004:ACI,% Magdalinos:2007:IUE,% Perron:2001:AAN% }. \NAMECITE{near-integrated}{% Gospodinov:2004:ACI,% Perron:2001:AAN% }. \NAMECITE{nearest}{% Li:2008:KNN,% Ouyang:2006:CVN% }. \NAMECITE{nearest-neighbour}{% Ouyang:2006:CVN% }. \NAMECITE{nearly}{% Cai:2017:NRN% }. \NAMECITE{neglected}{% Blake:2003:RBF% }. \NAMECITE{neighbour}{% Li:2008:KNN,% Ouyang:2006:CVN% }. \NAMECITE{{Nelson}}{% Christensen:2009:AFG% }. \NAMECITE{{Nelson-Siegel}}{% Christensen:2009:AFG% }. \NAMECITE{nested}{% Karaca-Mandic:2003:SEC% }. \NAMECITE{network}{% Blake:2003:RBF,% Casarin:2020:MNA,% Keane:2020:CDN,% Lee:2010:SES,% Lin:2017:ESI,% Liu:2017:PEB,% Zhu:2021:MAE% }. \NAMECITE{Networks}{% Abbring:2017:SIE,% Adamic:2017:TN,% Moscone:2017:SEH,% Rose:2017:IPE% }. \NAMECITE{{Neumann}}{% Harris:2004:DCR% }. \NAMECITE{neural}{% Blake:2003:RBF,% Keane:2020:CDN% }. \NAMECITE{neutral}{% Bu:2007:EOI% }. \NAMECITE{never}{% Dahl:2023:INT% }. \NAMECITE{news}{% Asai:2009:MSV% }. \NAMECITE{{NIG}}{% Jensen:2001:NSM,% Wilhelmsson:2009:VRT% }. \NAMECITE{{NLLS}}{% Blevins:2013:LNE% }. \NAMECITE{Non}{% Asai:2007:NTD,% Blevins:2015:NSR,% Brinch:2011:NPI,% Chang:2012:NSR,% Frolich:2006:NPR,% Goldman:2018:NPI,% Grammig:2000:NMH,% Han:2012:NSN,% Hoderlein:2011:NPM,% Kasy:2015:NPI,% Kleiman-Weiner:2018:NPB,% Kristensen:2012:NPD,% Lanne:2005:NLG,% Li:2011:NPT,% Linton:2009:NPR,% Marsh:2013:RNP,% Phillips:2011:NPR,% Vanhems:2010:NPE,% Xu:2008:BAU,% Abrevaya:2021:PEN,% Bailey:2002:OTA,% Baltagi:2008:APE,% Bec:2004:VEC,% Boswijk:2018:AWB,% Bravo:2009:BGE,% Brown:2007:SEB,% Carson:2007:TMN,% Choi:2007:HUT,% Creel:2012:EDL,% Daraio:2018:CLT,% Deb:2006:SSL,% Ferriani:2012:ETN,% Feve:2010:PNP,% Gorgens:2012:TPF,% Guo:2013:CCT,% Harris:2004:DCR,% Hoderlein:2009:IEL,% Jochmans:2013:PCE,% Komunjer:2010:SPE,% Lee:2015:RHT,% Li:2008:KNN,% Mayoral:2007:MDE,% Nankervis:2012:TUE,% Ouyang:2006:CVN,% Perron:2001:AAN,% Robinson:2006:IVE,% Song:2014:GDS,% Sperlich:2009:NNP,% Takada:2008:AQP,% Xu:2015:TSC% }. \NAMECITE{non-affine}{% Ferriani:2012:ETN% }. \NAMECITE{non-differentiable}{% Lee:2015:RHT% }. \NAMECITE{Non-linear}{% Lanne:2005:NLG,% Abrevaya:2021:PEN,% Bec:2004:VEC,% Bravo:2009:BGE,% Brown:2007:SEB,% Choi:2007:HUT,% Guo:2013:CCT% }. \NAMECITE{Non-monotonic}{% Grammig:2000:NMH% }. \NAMECITE{non-normal}{% Deb:2006:SSL% }. \NAMECITE{non-orthogonal}{% Bailey:2002:OTA% }. \NAMECITE{Non-Parametric}{% Marsh:2013:RNP,% Brinch:2011:NPI,% Frolich:2006:NPR,% Goldman:2018:NPI,% Hoderlein:2011:NPM,% Kasy:2015:NPI,% Kleiman-Weiner:2018:NPB,% Kristensen:2012:NPD,% Li:2011:NPT,% Linton:2009:NPR,% Phillips:2011:NPR,% Vanhems:2010:NPE,% Creel:2012:EDL,% Daraio:2018:CLT,% Feve:2010:PNP,% Gorgens:2012:TPF,% Han:2012:NSN,% Jochmans:2013:PCE,% Li:2008:KNN,% Ouyang:2006:CVN,% Sperlich:2009:NNP,% Takada:2008:AQP% }. \NAMECITE{non-separable}{% Hoderlein:2009:IEL,% Komunjer:2010:SPE% }. \NAMECITE{Non-standard}{% Blevins:2015:NSR,% Nankervis:2012:TUE% }. \NAMECITE{Non-stationary}{% Chang:2012:NSR,% Han:2012:NSN,% Xu:2008:BAU,% Baltagi:2008:APE,% Boswijk:2018:AWB,% Harris:2004:DCR,% Mayoral:2007:MDE,% Robinson:2006:IVE,% Song:2014:GDS,% Xu:2015:TSC% }. \NAMECITE{Non-trading}{% Asai:2007:NTD% }. \NAMECITE{non-zero}{% Carson:2007:TMN,% Perron:2001:AAN% }. \NAMECITE{nonfundamental}{% Lobato:2022:SSE% }. \NAMECITE{Nonlinear}{% Arellano:2016:NPD,% Chang:2001:NEM,% Osborn:2012:RMN,% Bera:2021:TNR,% Hagemann:2014:SEN,% Kheifets:2015:STN,% Ma:2017:SOR,% Nekipelov:2022:ROM,% Rivers:2002:MST,% Wooldridge:2023:SAN% }. \NAMECITE{nonlinearity}{% Blake:2003:RBF,% Koop:2001:AFN% }. \NAMECITE{Nonparametric}{% Ban:2022:NBT,% Cai:2017:NRN,% Chang:2015:NTC,% Du:2016:NBT,% Dunker:2023:NIR,% Lechner:1999:NBE,% Soberon:2022:NPD,% Aradillas-Lopez:2023:NTC,% Camponovo:2016:ARN,% Chen:2022:ENN,% Fu:2021:TEN,% Jun:2016:ENT,% Kuosmanen:2008:RTC,% Scaillet:2016:IPN,% Wen:2019:GNG,% Zhang:2023:MSV% }. \NAMECITE{nonparametrically}{% Chen:2014:MSE% }. \NAMECITE{nonpharmaceutical}{% Cho:2020:QIN% }. \NAMECITE{nonseparable}{% Fernandez-Val:2021:LRA,% Kim:2020:PIN% }. \NAMECITE{nonsmooth}{% Hitomi:2022:OMR% }. \NAMECITE{nonstationary}{% Chen:2015:STN,% Chen:2022:ENN,% Lobato:2022:SSE,% Wang:2020:SEG% }. \NAMECITE{norm}{% Chiong:2018:EGM% }. \NAMECITE{normal}{% Danilov:2005:EMU,% Deb:2006:SSL,% Magnus:2002:EMU% }. \NAMECITE{Normality}{% Dufour:1998:SBF% }. \NAMECITE{{Norwegian}}{% Akram:2004:OPE,% Eitrheim:2002:PFF% }. \NAMECITE{Notation}{% Abadir:2002:NEP% }. \NAMECITE{note}{% Jochmans:2017:NSB,% Silva:2003:NEM,% Sperlich:2009:NNP% }. \NAMECITE{Novel}{% Hadri:2015:NPC% }. \NAMECITE{nuisance}{% Altissimo:2002:BIN,% Breslaw:2002:MPE% }. \NAMECITE{null}{% Leybourne:2000:BSS,% Leybourne:2003:TCP% }. \NAMECITE{number}{% Kasy:2015:NPI,% Li:2009:DNF,% Strikholm:2006:SPD% }. \NAMECITE{Numerical}{% Kawakatsu:2007:NIB% }. \NAMECITE{observation}{% Harvey:2005:TUR,% Honore:2010:ETM,% Liu:2006:URT% }. \NAMECITE{observations}{% Nielsen:2008:IOC% }. \NAMECITE{observed}{% Abrevaya:1999:RET,% Huang:2011:QML% }. \NAMECITE{obtaining}{% He:2020:WBF% }. \NAMECITE{occur}{% Gabriel:2004:FAA% }. \NAMECITE{{OECD}}{% Artis:2001:FFT% }. \NAMECITE{Oil}{% Akram:2004:OPE,% Casarin:2020:MNA% }. \NAMECITE{older}{% Haan:2010:SAE% }. \NAMECITE{{OLS}}{% Panopoulou:2004:CAD% }. \NAMECITE{{Omicron}}{% Hansen:2022:RCE% }. \NAMECITE{one}{% Adams:2016:FMM,% Gu:2018:OAF% }. \NAMECITE{one-sided}{% Gu:2018:OAF% }. \NAMECITE{Online}{% Cai:2021:OED% }. \NAMECITE{only}{% Altissimo:2002:BIN% }. \NAMECITE{Optimal}{% Calonico:2020:OBC,% Carneiro:2020:ODC,% Hitomi:2022:OMR,% Juodis:2019:OPU,% Lobato:2006:OFD,% Bailey:2002:OTA,% Buttler:1999:OCS,% Galichon:2017:SSR,% Kurozumi:2015:CSB,% Moon:2014:POP,% Wan:2006:FRO% }. \NAMECITE{optimality}{% Koop:2001:TOJ% }. \NAMECITE{optimization}{% Dong:2021:CMI% }. \NAMECITE{option}{% Bu:2007:EOI,% Ferriani:2012:ETN% }. \NAMECITE{options}{% Ferriani:2012:ETN% }. \NAMECITE{Oracle}{% Gu:2018:OAF% }. \NAMECITE{{Ord}}{% Mutl:2011:HTC% }. \NAMECITE{Order}{% Xiao:1998:ACT,% Arvanitis:2015:CII,% Druedahl:2020:HOI,% Franses:2000:DOD,% Hahn:2004:EWI,% Ma:2017:SOR,% Tao:2014:SIM% }. \NAMECITE{ordered}{% Kawakatsu:2009:EAO,% Lee:2005:SEO% }. \NAMECITE{orderings}{% Dardanoni:1999:ILC% }. \NAMECITE{ordinal}{% Kaplan:2023:CLI% }. \NAMECITE{Orthogonal}{% Everaert:2013:OBM,% Bailey:2002:OTA,% Nekipelov:2022:ROM% }. \NAMECITE{orthonormal}{% Sun:2013:HAR% }. \NAMECITE{other}{% Semenova:2021:DML% }. \NAMECITE{our}{% Hoover:1999:ROD% }. \NAMECITE{outbreak}{% Cerqueti:2022:SBL,% Cho:2020:QIN% }. \NAMECITE{outcome}{% Deb:2006:SSL,% Honore:2021:ISB,% Masten:2023:CEA% }. \NAMECITE{outcomes}{% Cameron:2004:MDC,% Chesher:2014:IVR,% Menchetti:2023:CCO,% Xu:2021:POF% }. \NAMECITE{outliers}{% Georgiev:2007:MDF,% Nielsen:2004:CAP% }. \NAMECITE{outsourcing}{% Breunig:2020:ITO% }. \NAMECITE{overdispersion}{% Guimaraes:2007:COG% }. \NAMECITE{overidentifying}{% Carrasco:2022:TOR% }. \NAMECITE{overlap}{% Hong:2020:IFP% }. \NAMECITE{overview}{% Fan:2016:OEL% }. \NAMECITE{Oxford}{% Martin:2012:ROH% }. \NAMECITE{P}{% Phillips:2011:CGA,% Liu:2013:HRC% }. \NAMECITE{Pairwise}{% Jochmans:2013:PCE,% Mao:2016:TEC% }. \NAMECITE{Pairwise-comparison}{% Jochmans:2013:PCE% }. \NAMECITE{pandemic}{% Korolev:2022:RFE% }. \NAMECITE{Panel}{% Huang:2008:PVA,% Silva:2009:PUR,% Tugan:2021:PVM,% Wilke:2011:REA,% Yang:2021:PKT,% Abrevaya:2013:PAU,% Abrevaya:2021:PEN,% Ai:2014:EFE,% Amsler:2019:SDI,% Arellano:2016:NPD,% Arkhangelsky:2022:DRI,% Bai:2013:TPC,% Baltagi:2008:APE,% Baltagi:2011:TSF,% Baltagi:2013:SLT,% Banerjee:2004:SCU,% Besstremyannaya:2019:RSA,% Bond:2002:PEA,% Bramati:2007:REF,% Breitung:2016:LMT,% Bun:2010:WIP,% Canay:2011:SAQ,% Charbonneau:2017:MFE,% Chen:2019:ELG,% Chen:2021:SEQ,% Cui:2022:TSI,% DeBlander:2012:URT,% Dustmann:2007:SCP,% Everaert:2013:OBM,% Fernandez-Val:2021:LRA,% Ferriani:2012:ETN,% Forchini:2019:FIP,% Hadri:2000:TSH,% Hadri:2005:TSH,% Hadri:2015:NPC,% Harvey:2001:APU,% Hoderlein:2011:NPM,% Honore:2021:ISB,% Hu:2018:IES,% Jacobson:2008:IER,% Jochmans:2014:FDP,% Jochmans:2017:NSB,% Juodis:2019:OPU,% Kapetanios:2008:BPP,% Kim:2014:CBT,% Kruiniger:2021:IAM,% Lee:2020:ICD,% Li:2011:NPT,% Madsen:2010:URI,% Moon:2014:POP,% Mutl:2011:HTC,% Okui:2020:KEP,% Orsal:2011:CLB,% Phillips:2003:DPE,% Qu:2016:IVE,% Rodriguez-Poo:2014:DSP,% Sarafidis:2009:IEC,% Soberon:2022:NPD,% Thomas:2006:CEB,% Wang:2020:SEG,% Wooldridge:2023:SAN,% Zhang:2004:SED,% Zhang:2012:TCT% }. \NAMECITE{panels}{% Carrion-i-Silvestre:2005:BPA,% Chudik:2011:WSC,% Cui:2023:IES,% Horvath:2022:DCB,% Larsson:2001:LBC,% McKenzie:2001:EAM,% Moon:2008:ALP,% Shin:2006:MGT,% Westerlund:2018:CPG,% Westerlund:2022:CHF,% Zhu:2020:NSB% }. \NAMECITE{parameter}{% Demos:2002:MDS,% Gotz:2021:LMF,% Hansen:1999:STP,% Kim:2011:DET,% Li:2012:WII,% Lieberman:2005:EAM,% Poskitt:2009:AMC,% Richter:2023:TPC% }. \NAMECITE{parameters}{% Altissimo:2002:BIN,% Breslaw:2002:MPE,% Chernozhukov:2018:DDM,% Chernozhukov:2022:DML,% Kang:2014:ESS,% Tchatoka:2014:IRI% }. \NAMECITE{Parametric}{% Marsh:2013:RNP,% Blevins:2013:LNE,% Brinch:2011:NPI,% Choi:2023:FWP,% Creel:2012:EDL,% Daraio:2018:CLT,% Di:2011:ESP,% Emvalomatis:2020:SPA,% Feve:2010:PNP,% Frolich:2006:NPR,% Goldman:2018:NPI,% Gorgens:2012:TPF,% Han:2012:NSN,% Hoderlein:2011:NPM,% Hu:2018:IES,% Jochmans:2013:PCE,% Kasy:2015:NPI,% Kleiman-Weiner:2018:NPB,% Komunjer:2010:SPE,% Kristensen:2012:NPD,% Li:2008:KNN,% Li:2011:NPT,% Linton:2009:NPR,% Ouyang:2006:CVN,% Phillips:2011:NPR,% Rodriguez-Poo:2014:DSP,% Soberon:2022:NPD,% Song:2014:GDS,% Sperlich:2009:NNP,% Takada:2008:AQP,% Ulrick:2008:USP,% Vanhems:2010:NPE,% Yuan:2023:SPI,% Zhang:2012:TCT,% Zhang:2013:SPE,% Emvalomatis:2020:ESP% }. \NAMECITE{parsimonious}{% Gotz:2021:LMF% }. \NAMECITE{Partial}{% Abrevaya:2021:PEN,% Kim:2020:PIN,% Komarova:2013:PIA% }. \NAMECITE{Partially}{% Antoine:2022:PLM,% Wu:2005:PAE,% Abrevaya:2011:REP,% Ai:2014:EFE,% Florens:2012:IRP,% Harris:2004:DCR,% Liu:2021:DDM,% Zhang:2015:IEP% }. \NAMECITE{participation}{% Kline:2018:ITE% }. \NAMECITE{parts}{% Fan:2015:MPE% }. \NAMECITE{patterns}{% Dijk:2003:EIT% }. \NAMECITE{{PcGets}}{% Baardsen:2001:RPW% }. \NAMECITE{Peer}{% Liu:2017:PEB,% Davezies:2009:IPE,% Lin:2017:ESI,% Rose:2017:IPE% }. \NAMECITE{penalised}{% Chen:2021:BCC% }. \NAMECITE{penalized}{% Uematsu:2019:HDM% }. \NAMECITE{percentile}{% Machado:2005:BEC% }. \NAMECITE{Perez}{% Granger:1999:DML,% Hand:1999:DCD,% Hendry:1999:IDM% }. \NAMECITE{Performance}{% Clements:1998:CFP,% Silva:2009:PUR,% Takada:2008:AQP% }. \NAMECITE{Periodic}{% Proietti:1998:SPA,% Castro:2004:CSA% }. \NAMECITE{periods}{% Hu:2018:IES% }. \NAMECITE{Permanent}{% Casoli:2022:PTD% }. \NAMECITE{Permanent-Transitory}{% Casoli:2022:PTD% }. \NAMECITE{{Perron}}{% Leybourne:1999:BDF% }. \NAMECITE{persistence}{% Leybourne:2003:TCP% }. \NAMECITE{persistent}{% Baillie:2013:EII,% Lanne:2005:NLG,% Sandberg:2008:CVL% }. \NAMECITE{Perspectives}{% Perron:2011:RES% }. \NAMECITE{phase}{% Runstler:2004:MPS% }. \NAMECITE{{Phillips}}{% Leybourne:1999:BDF% }. \NAMECITE{{Phillips-Perron}}{% Leybourne:1999:BDF% }. \NAMECITE{piecewise}{% Kurita:2011:CMP% }. \NAMECITE{plausibly}{% vanKippersluis:2018:BPE% }. \NAMECITE{{Ploberger}}{% Nankervis:2012:TUE% }. \NAMECITE{Point}{% Moon:2014:POP,% Aue:2006:CPM,% Bai:2008:GCB,% Bardsley:2017:CPT,% Camponovo:2012:BPT,% Chong:2003:GCB,% Yang:2012:BPE% }. \NAMECITE{Point-optimal}{% Moon:2014:POP% }. \NAMECITE{pointwise}{% Cizek:2009:APE% }. \NAMECITE{{Poisson}}{% Munkin:1999:SML% }. \NAMECITE{policy}{% Korolev:2022:RFE,% Menchetti:2023:CCO,% Rossi:2021:IEE% }. \NAMECITE{polynomial}{% Chong:2006:PAA,% Wang:2023:BTU% }. \NAMECITE{pooled}{% Moon:2008:ALP% }. \NAMECITE{Pooling}{% Hendry:2004:PF% }. \NAMECITE{population}{% Hong:2020:IFP,% Xu:2021:POF% }. \NAMECITE{populations}{% Yuan:2023:SPI% }. \NAMECITE{Portfolio}{% Banachewicz:2008:MPD,% Linton:2014:TSD% }. \NAMECITE{posedness}{% Scaillet:2016:IPN% }. \NAMECITE{possibly}{% Lee:2015:RHT% }. \NAMECITE{Posterior}{% Belloni:2014:PIC% }. \NAMECITE{posteriori}{% Goh:2022:SCM% }. \NAMECITE{Potential}{% Xu:2021:POF,% Masten:2023:CEA% }. \NAMECITE{power}{% Kleiber:2005:FSP,% Moon:2008:ALP,% Paruolo:2002:MCE% }. \NAMECITE{{PPP}}{% Jacobson:2008:IER% }. \NAMECITE{practice}{% Barndorff-Nielsen:2009:RKP,% Feve:2010:PNP% }. \NAMECITE{pre}{% Wan:2006:FRO% }. \NAMECITE{pre-test}{% Wan:2006:FRO% }. \NAMECITE{precision}{% Fan:2016:OEL,% Poignard:2023:EHD% }. \NAMECITE{Predictability}{% Kokoszka:2013:PSI% }. \NAMECITE{predicted}{% Sperlich:2009:NNP% }. \NAMECITE{predicting}{% Keane:2020:CDN% }. \NAMECITE{Prediction}{% Sorensen:2000:PBE,% Godfrey:2000:CSL% }. \NAMECITE{Prediction-based}{% Sorensen:2000:PBE% }. \NAMECITE{predictive}{% Lin:2017:STS,% Liu:2016:MAP% }. \NAMECITE{predictors}{% Ando:2011:QRM% }. \NAMECITE{preferences}{% Aasness:2003:DPM,% Gautier:2020:IPB% }. \NAMECITE{{Prescott}}{% McElroy:2008:EFH% }. \NAMECITE{presence}{% Anatolyev:2013:IVE,% Davidson:2012:SIP,% Greene:2004:BML,% Ioannidis:2005:RBB,% Johansen:2000:CAP,% Li:2008:KNN,% Li:2012:WII,% Ng:2002:FAT,% Nielsen:2004:CAP,% Silva:2009:PUR,% Yoshida:2002:ESF% }. \NAMECITE{present}{% Altissimo:2002:BIN,% Gautier:2020:IPB,% Guo:2013:CCT% }. \NAMECITE{pressure}{% Lin:2017:ESI% }. \NAMECITE{prevalence}{% Stoye:2022:BIP% }. \NAMECITE{price}{% Chung:2005:EEP,% Kokoszka:2013:PSI,% Kondo:2003:HPI,% Kongsted:2003:CAS,% Vanhems:2010:NPE% }. \NAMECITE{prices}{% Akram:2004:OPE,% Casoli:2022:PTD% }. \NAMECITE{pricing}{% Ferriani:2012:ETN% }. \NAMECITE{principal}{% Choi:2023:FWP% }. \NAMECITE{{Prize}}{% Abbring:2023:DSE,% Anonymous:2011:DSE% }. \NAMECITE{{Prizes}}{% Abbring:2022:TYD% }. \NAMECITE{Probabilistic}{% Banerjee:2020:PFB% }. \NAMECITE{probabilities}{% Li:2023:APM% }. \NAMECITE{probability}{% Camponovo:2012:BPT% }. \NAMECITE{probit}{% Breslaw:2002:MPE,% Gu:2009:BER,% Kawakatsu:2009:EAO% }. \NAMECITE{problem}{% Bun:2010:WIP,% Schluter:2012:PII% }. \NAMECITE{problems}{% Feve:2010:PNP,% Yoshida:2002:ESF% }. \NAMECITE{procedure}{% Kapetanios:2008:BPP,% Strikholm:2006:SPD% }. \NAMECITE{procedures}{% Kim:2011:DET% }. \NAMECITE{process}{% Demetrescu:2009:TCR,% Engler:2009:EPA,% Luutkepohl:2001:MEV% }. \NAMECITE{Processes}{% Lombardi:2008:IES,% Manrique:1998:SBL,% Baillie:2013:EII,% Castro:2004:CSA,% Choi:2007:HUT,% Davidson:2002:CKV,% Dolado:2004:AIR,% Emvalomatis:2020:SPA,% Franses:2000:DOD,% Gospodinov:2004:ACI,% Hafner:2009:CFT,% Hansen:2005:GRT,% Harris:2004:DCR,% Liu:2009:SFG,% Mayoral:2007:MDE,% Emvalomatis:2020:ESP% }. \NAMECITE{product}{% Sherman:1999:CCM% }. \NAMECITE{production}{% Daraio:2018:CLT,% Dijk:2003:EIT% }. \NAMECITE{productivity}{% Breunig:2020:ITO,% Emvalomatis:2020:ESP,% Emvalomatis:2020:SPA% }. \NAMECITE{products}{% Aguirregabiria:2023:DDD,% Dunker:2023:NIR% }. \NAMECITE{professional}{% Breidenbach:2022:LSS% }. \NAMECITE{programme}{% Knaus:2022:DML% }. \NAMECITE{Progress}{% Eitrheim:2002:PFF% }. \NAMECITE{projected}{% Choi:2023:FWP% }. \NAMECITE{Projection}{% Bond:2002:PEA,% Abrevaya:2013:PAU% }. \NAMECITE{Propensity}{% Frolich:2007:PSM% }. \NAMECITE{properties}{% Baltagi:2008:APE,% Li:2023:APM% }. \NAMECITE{proportional}{% Brinch:2011:NPI,% Gorgens:2006:SES% }. \NAMECITE{proposal}{% Abadir:2002:NEP% }. \NAMECITE{prospect}{% Bai:2011:TSP% }. \NAMECITE{pseudo}{% McKenzie:2001:EAM% }. \NAMECITE{pseudo-panels}{% McKenzie:2001:EAM% }. \NAMECITE{{PULSE}}{% Jakobsen:2022:DRC% }. \NAMECITE{quadrature}{% Bansal:2022:DQA% }. \NAMECITE{qualitative}{% Takada:2008:AQP% }. \NAMECITE{quality}{% Kondo:2003:HPI% }. \NAMECITE{Quantifying}{% Cho:2020:QIN% }. \NAMECITE{Quantile}{% Ando:2011:QRM,% Barunik:2019:QCG,% Hubner:2019:QBS,% Aguirre:2013:NIM,% Alejo:2023:FSR,% Arellano:2016:NPD,% Besstremyannaya:2019:RSA,% Canay:2011:SAQ,% Chen:2021:SEQ,% Corradi:2023:TQS,% Fu:2021:TEN,% Goldman:2018:NPI,% Jiang:2014:WCQ,% Kalliovirta:2012:MTB,% Kim:2004:TSQ,% Lee:2014:BSB,% Zhang:2013:SPE% }. \NAMECITE{Quantile-based}{% Hubner:2019:QBS% }. \NAMECITE{quarterly}{% Dijk:2003:EIT,% Rodrigues:2002:LTT% }. \NAMECITE{Quasi}{% Huang:2011:QML,% Camponovo:2016:ARN,% Kruiniger:2021:IAM% }. \NAMECITE{quasi-likelihood}{% Camponovo:2016:ARN% }. \NAMECITE{Quasi-maximum}{% Huang:2011:QML,% Kruiniger:2021:IAM% }. \NAMECITE{quotes}{% Barndorff-Nielsen:2009:RKP% }. \NAMECITE{R}{% Orsal:2011:CLB% }. \NAMECITE{{R.}}{% Schluter:2012:DGD% }. \NAMECITE{radial}{% Blake:2003:RBF% }. \NAMECITE{random}{% Abrevaya:2021:PEN,% Bailey:2002:OTA,% Baltagi:2008:APE,% Boucher:2017:MFF,% Chesher:2014:IVR,% Dahl:2002:ITL,% Dunker:2023:NIR,% Gu:2009:BER,% Kluppelberg:2002:TRR,% Qu:2013:SVM,% Zaman:2002:MLE% }. \NAMECITE{random-coefficients}{% Chesher:2014:IVR% }. \NAMECITE{randomized}{% Carneiro:2020:ODC,% Kline:2018:ITE% }. \NAMECITE{randomly}{% Wang:2013:ESA% }. \NAMECITE{range}{% Cavaliere:2001:TUR% }. \NAMECITE{ranges}{% Goldman:2018:NPI% }. \NAMECITE{Rank}{% Abrevaya:1999:RET,% Abrevaya:2011:REP,% Palandri:2022:RIC,% Demetrescu:2009:TCR,% Fernandez-Val:2021:LRA,% Guo:2013:CCT,% Harris:2004:DCR,% Luutkepohl:2001:MEV,% Rahbek:1999:CRI,% Shin:2021:ECM% }. \NAMECITE{Rank-invariance}{% Palandri:2022:RIC% }. \NAMECITE{Rate}{% Calzolari:1998:CVV,% Dimpfl:2022:ESC,% Gu:2018:OAF,% Phillips:2011:CGA,% Yu:2001:GAC,% ilKim:2007:UCR% }. \NAMECITE{rates}{% Akram:2004:OPE,% Blevins:2015:NSR,% Hitomi:2022:OMR,% Jacobson:2008:IER% }. \NAMECITE{ratio}{% Camponovo:2016:ARN,% Dietrich:2001:LDR,% Ma:2017:SOR,% Moon:2008:ALP,% Yuan:2023:SPI% }. \NAMECITE{rational}{% Bera:2021:TNR,% Beyer:2008:FAM,% Engsted:2012:TRB,% Johansen:2004:MTE% }. \NAMECITE{ratios}{% Fiorio:2010:BRI% }. \NAMECITE{Realized}{% Barndorff-Nielsen:2009:RKP,% Hounyo:2016:VEE,% Meddahi:2003:ARI,% Veraart:2011:LEL% }. \NAMECITE{Reconsideration}{% Besstremyannaya:2019:RSA% }. \NAMECITE{reconsidered}{% Hand:1999:DCD,% Hansen:1999:DDM,% Hendry:1999:IDM,% Hoover:1999:DMR% }. \NAMECITE{record}{% Artis:2001:FFT% }. \NAMECITE{recovering}{% Barigozzi:2016:GDF% }. 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