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%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
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%%%     date            = "21 December 2023",
%%%     time            = "07:09:10 MST",
%%%     filename        = "economstat.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "https://www.math.utah.edu/~beebe",
%%%     checksum        = "42675 7797 26893 306042",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
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%%%                        journal Econometrics and Statistics
%%%                        (CODEN none, ISSN 2452-3062), published
%%%                        by Elsevier ScienceDirect.  Publication
%%%                        began with volume 1 in January 2017.  There
%%%                        is one issue per volume, and multiple
%%%                        volumes per year.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            https://www.sciencedirect.com/journal/econometrics-and-statistics
%%%
%%%                        At version 1.15, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             2017 (  49)    2020 (  47)    2023 (  49)
%%%                             2018 (  46)    2021 (  49)    2024 (  18)
%%%                             2019 (  46)    2022 (  48)
%%%
%%%                             Article:        352
%%%
%%%                             Total entries:  352
%%%
%%%                        Entries for this bibliography have been
%%%                        derived primarily from data at the publisher
%%%                        Web site, but have been augmented by data
%%%                        from the BibNet Project and TeX User Group
%%%                        bibliography archives.
%%%
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|https://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-ECONOM-STAT           = "Econometrics and Statistics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Kontoghiorghes:2017:ES,
  author =       "Erricos Kontoghiorghes and Herman K. {Van Dijk} and
                 Ana Colubi",
  title =        "{{\booktitle{Econometrics and Statistics}}}",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "1--1",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621630034X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2017:PJa,
  author =       "Anonymous",
  title =        "Pages 1-200 ({January 2017})",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "1--200",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lutkepohl:2017:SVA,
  author =       "Helmut L{\"u}tkepohl and Aleksei Netsunajev",
  title =        "Structural vector autoregressions with
                 heteroskedasticity: A review of different volatility
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "2--18",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300223",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Paolella:2017:ASP,
  author =       "Marc S. Paolella",
  title =        "Asymmetric stable {Paretian} distribution testing",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "19--39",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.05.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300247",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bauwens:2017:DCM,
  author =       "Luc Bauwens and Manuela Braione and Giuseppe Storti",
  title =        "A dynamic component model for forecasting
                 high-dimensional realized covariance matrices",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "40--61",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.09.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300132",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Catani:2017:CLM,
  author =       "P. S. Catani and N. J. C. Ahlgren",
  title =        "Combined {Lagrange} multiplier test for {ARCH} in
                 vector autoregressive models",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "62--84",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300107",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Arteche:2017:SSA,
  author =       "Josu Arteche and Javier Garc{\'\i}a-Enr{\'\i}quez",
  title =        "{Singular Spectrum Analysis} for signal extraction in
                 {Stochastic Volatility} models",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "85--98",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.09.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300156",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kokoszka:2017:SIF,
  author =       "Piotr Kokoszka and Hanny Oja and Byeong Park and Laura
                 Sangalli",
  title =        "Special issue on functional data analysis",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "99--100",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300272",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Burdejova:2017:CPT,
  author =       "P. Burdejova and W. H{\"a}rdle and P. Kokoszka and Q.
                 Xiong",
  title =        "Change point and trend analyses of annual expectile
                 curves of tropical storms",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "101--117",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.09.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300120",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gonzalez-Rodriguez:2017:CBM,
  author =       "Gil Gonz{\'a}lez-Rodr{\'\i}guez and Ana Colubi",
  title =        "On the consistency of bootstrap methods in separable
                 {Hilbert} spaces",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "118--127",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300259",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Klepsch:2017:PFA,
  author =       "J. Klepsch and C. Kl{\"u}ppelberg and T. Wei",
  title =        "Prediction of functional {ARMA} processes with an
                 application to traffic data",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "128--149",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621630020X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Mousavi:2017:MFR,
  author =       "Seyed Nourollah Mousavi and Helle S{\o}rensen",
  title =        "Multinomial functional regression with wavelets and
                 {LASSO} penalization",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "150--166",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.09.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300211",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Fan:2017:HDA,
  author =       "Zhaohu Fan and Matthew Reimherr",
  title =        "High-dimensional adaptive function-on-scalar
                 regression",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "167--183",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.08.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300053",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Shang:2017:FTS,
  author =       "Han Lin Shang",
  title =        "Functional time series forecasting with dynamic
                 updating: An application to intraday particulate matter
                 concentration",
  journal =      j-ECONOM-STAT,
  volume =       "1",
  number =       "??",
  pages =        "184--200",
  month =        jan,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.08.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300235",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kiviet:2017:PTE,
  author =       "Jan F. Kiviet and Milan Pleus",
  title =        "The performance of tests on endogeneity of subsets of
                 explanatory variables scanned by simulation",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "1--21",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300035",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2017:PA,
  author =       "Anonymous",
  title =        "Pages 1-148 ({April 2017})",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "1--148",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Al-Sulami:2017:ESN,
  author =       "Dawlah Al-Sulami and Zhenyu Jiang and Zudi Lu and Jun
                 Zhu",
  title =        "Estimation for semiparametric nonlinear regression of
                 irregularly located spatial time-series data",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "22--35",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300047",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Creel:2017:NNI,
  author =       "Michael Creel",
  title =        "Neural nets for indirect inference",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "36--49",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300326",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Psaradakis:2017:DTN,
  author =       "Zacharias Psaradakis and Mari{\'a}n V{\'a}vra",
  title =        "A distance test of normality for a wide class of
                 stationary processes",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "50--60",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300296",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Orsal:2017:MAC,
  author =       "Deniz Dilan Karaman {\"O}rsal and Antonia Arsova",
  title =        "Meta-analytic cointegrating rank tests for dependent
                 panels",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "61--72",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300028",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Marron:2017:BDC,
  author =       "J. S. Marron",
  title =        "{Big Data} in context and robustness against
                 heterogeneity",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "73--80",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300016",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2017:NCI,
  author =       "Shu Li and Jan Ernest and Peter B{\"u}hlmann",
  title =        "Nonparametric causal inference from observational time
                 series through marginal integration",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "81--105",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300260",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Paindaveine:2017:PTE,
  author =       "Davy Paindaveine and Rondrotiana Jos{\'e}a
                 Rasoafaraniaina and Thomas Verdebout",
  title =        "Preliminary test estimation for multi-sample principal
                 components",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "106--116",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300060",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Fokianos:2017:BTS,
  author =       "Konstantinos Fokianos and Theodoros Moysiadis",
  title =        "Binary time series models driven by a latent process",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "117--130",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.02.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300096",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Tutz:2017:SLD,
  author =       "G. Tutz and M. Berger",
  title =        "Separating location and dispersion in ordinal
                 regression models",
  journal =      j-ECONOM-STAT,
  volume =       "2",
  number =       "??",
  pages =        "131--148",
  month =        apr,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621630003X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Choi:2017:SIB,
  author =       "Taeryon Choi and Yasuhiro Omori and Michael Smith and
                 Stephen G. Walker",
  title =        "Special issue on {Bayesian} methods in statistics and
                 econometrics",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "1--2",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.05.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300400",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2017:PJb,
  author =       "Anonymous",
  title =        "Pages 1-168 ({July 2017})",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "1--168",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gruber:2017:BOV,
  author =       "Lutz F. Gruber and Mike West",
  title =        "{Bayesian} online variable selection and scalable
                 multivariate volatility forecasting in simultaneous
                 graphical dynamic linear models",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "3--22",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300163",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sakaria:2017:EBI,
  author =       "D. K. Sakaria and J. E. Griffin",
  title =        "On efficient {Bayesian} inference for models with
                 stochastic volatility",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "23--33",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.08.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300090",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Shirota:2017:CRS,
  author =       "Shinichiro Shirota and Yasuhiro Omori and Hedibert. F.
                 Lopes and Haixiang Piao",
  title =        "{Cholesky} realized stochastic volatility model",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "34--59",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.08.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300181",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Jiang:2017:LDQ,
  author =       "Wenxin Jiang",
  title =        "On limiting distribution of quasi-posteriors under
                 partial identification",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "60--72",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300308",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Vallejos:2017:IUH,
  author =       "Catalina A. Vallejos and Mark F. J. Steel",
  title =        "Incorporating unobserved heterogeneity in {Weibull}
                 survival models: A {Bayesian} approach",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "73--88",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300072",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hinde:2017:SIM,
  author =       "John Hinde and Salvatore Ingrassia and Tsung-I Lin and
                 Paul D. McNicholas",
  title =        "Special issue on mixture models",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "89--90",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.05.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300394",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gambacciani:2017:RNM,
  author =       "Marco Gambacciani and Marc S. Paolella",
  title =        "Robust normal mixtures for financial portfolio
                 allocation",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "91--111",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.02.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300126",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bartolucci:2017:MTR,
  author =       "Francesco Bartolucci and Silvia Bacci and Claudia
                 Pigini",
  title =        "Misspecification test for random effects in
                 generalized linear finite-mixture models for clustered
                 binary and ordered data",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "112--131",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300314",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Forcina:2017:FSA,
  author =       "Antonio Forcina",
  title =        "A {Fisher}-scoring algorithm for fitting latent class
                 models with individual covariates",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "132--140",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300089",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hasnat:2017:ECC,
  author =       "Md. Abul Hasnat and Julien Velcin and Stephane
                 Bonnevay and Julien Jacques",
  title =        "Evolutionary clustering for categorical data using
                 parametric links among multinomial mixture models",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "141--159",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300175",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Murray:2017:MSS,
  author =       "Paula M. Murray and Ryan P. Browne and Paul D.
                 McNicholas",
  title =        "A mixture of {SDB} skew-$t$ factor analyzers",
  journal =      j-ECONOM-STAT,
  volume =       "3",
  number =       "??",
  pages =        "160--168",
  month =        jul,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300382",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Boswijk:2017:SIT,
  author =       "Peter Boswijk and Marc Hallin and Degui Li and
                 Dimitris N. Politis and Robert Taylor",
  title =        "Special issue on time series econometrics",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "1--2",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.05.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300412",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2017:PO,
  author =       "Anonymous",
  title =        "Pages 1-130 ({October 2017})",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "1--130",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Arteche:2017:SOB,
  author =       "Josu Arteche and Jesus Orbe",
  title =        "A strategy for optimal bandwidth selection in {Local
                 Whittle} estimation",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "3--17",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300041",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bravo:2017:GEL,
  author =       "Francesco Bravo and Ba M. Chu and David T.
                 Jacho-Ch{\'a}vez",
  title =        "Generalized empirical likelihood M testing for
                 semiparametric models with time series data",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "18--30",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.12.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300023",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Deistler:2017:NIV,
  author =       "Manfred Deistler and Lukas Koelbl and Brian D. O.
                 Anderson",
  title =        "Non-identifiability of {VMA} and {VARMA} systems in
                 the mixed frequency case",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "31--38",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300302",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kleppe:2017:ECS,
  author =       "Tore Selland Kleppe and Atle Oglend",
  title =        "Estimating the competitive storage model: A simulated
                 likelihood approach",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "39--56",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.04.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300333",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Matilainen:2017:SDR,
  author =       "M. Matilainen and C. Croux and K. Nordhausen and H.
                 Oja",
  title =        "Supervised dimension reduction for multivariate time
                 series",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "57--69",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.04.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300345",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Meligkotsidou:2017:BAU,
  author =       "Loukia Meligkotsidou and Elias Tzavalis and Ioannis
                 Vrontos",
  title =        "On {Bayesian} analysis and unit root testing for
                 autoregressive models in the presence of multiple
                 structural breaks",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "70--90",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.04.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300369",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Abe:2017:TPF,
  author =       "Toshihiro Abe and Christophe Ley",
  title =        "A tractable, parsimonious and flexible model for
                 cylindrical data, with applications",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "91--104",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.04.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300168",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chai:2017:IGE,
  author =       "Hao Chai and Qingzhao Zhang and Yu Jiang and Guohua
                 Wang and Sanguo Zhang and Syed Ejaz Ahmed and Shuangge Ma",
  title =        "Identifying gene-environment interactions for
                 prognosis using a robust approach",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "105--120",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300065",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Segers:2017:NAM,
  author =       "Rene Segers and Philip Hans Franses and Bert de
                 Bruijn",
  title =        "A novel approach to measuring consumer confidence",
  journal =      j-ECONOM-STAT,
  volume =       "4",
  number =       "??",
  pages =        "121--129",
  month =        oct,
  year =         "2017",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300338",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Becker:2018:FRC,
  author =       "Martin Becker and Stefan Kl{\"o}{\ss}ner",
  title =        "Fast and reliable computation of generalized synthetic
                 controls",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "1--19",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.08.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300692",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2018:PJa,
  author =       "Anonymous",
  title =        "Pages 1-188 ({January 2018})",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "1--188",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Panayi:2018:DMM,
  author =       "Efstathios Panayi and Gareth W. Peters and Jon
                 Danielsson and Jean-Pierre Zigrand",
  title =        "Designating market maker behaviour in limit order book
                 markets",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "20--44",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300193",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Miller:2018:SRT,
  author =       "J. Isaac Miller",
  title =        "Simple robust tests for the specification of
                 high-frequency predictors of a low-frequency series",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "45--66",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.09.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300119",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Grigoryeva:2018:VFU,
  author =       "Lyudmila Grigoryeva and Juan-Pablo Ortega and Anatoly
                 Peresetsky",
  title =        "Volatility forecasting using global stochastic
                 financial trends extracted from non-synchronous data",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "67--82",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300059",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lamperti:2018:ITC,
  author =       "Francesco Lamperti",
  title =        "An information theoretic criterion for empirical
                 validation of simulation models",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "83--106",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.01.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300084",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Marczak:2018:DCA,
  author =       "Martyna Marczak and Tommaso Proietti and Stefano
                 Grassi",
  title =        "A data-cleaning augmented {Kalman} filter for robust
                 estimation of state space models",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "107--123",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.02.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300102",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Yoshida:2018:SMM,
  author =       "Takuma Yoshida",
  title =        "Semiparametric method for model structure discovery in
                 additive regression models",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "124--136",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.02.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621730014X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dohler:2018:DMB,
  author =       "Sebastian D{\"o}hler",
  title =        "A discrete modification of the {Benjamini--Yekutieli}
                 procedure",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "137--147",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300351",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Amiri:2018:DES,
  author =       "Aboubacar Amiri and Sophie Dabo-Niang",
  title =        "Density estimation over spatio-temporal data streams",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "148--170",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.08.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300734",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Eguchi:2018:MCG,
  author =       "Shoichi Eguchi",
  title =        "Model comparison for generalized linear models with
                 dependent observations",
  journal =      j-ECONOM-STAT,
  volume =       "5",
  number =       "??",
  pages =        "171--188",
  month =        jan,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.04.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300357",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kapetanios:2018:UFC,
  author =       "George Kapetanios and Simon Price and Garry Young",
  title =        "A {UK} financial conditions index using targeted data
                 reduction: Forecasting and structural identification",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "1--17",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300054",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Krishnamurthy:2018:FSV,
  author =       "Vikram Krishnamurthy and Elisabeth Leoff and J{\"o}rn
                 Sass",
  title =        "Filterbased stochastic volatility in continuous-time
                 hidden {Markov} models",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "1--21",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300144",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Curato:2018:SVE,
  author =       "Imma Valentina Curato and Maria Elvira Mancino and
                 Maria Cristina Recchioni",
  title =        "Spot volatility estimation using the {Laplace}
                 transform",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "22--43",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.07.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621630017X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Mutschler:2018:HOS,
  author =       "Willi Mutschler",
  title =        "Higher-order statistics for {DSGE} models",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "44--56",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.10.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300077",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Breitung:2018:ACD,
  author =       "J{\"o}rg Breitung and Sven Schreiber",
  title =        "Assessing causality and delay within a frequency
                 band",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "57--73",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.04.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300370",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Wu:2018:SEU,
  author =       "Ximing Wu and Robin Sickles",
  title =        "Semiparametric estimation under shape constraints",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "74--89",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300436",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Liu-Evans:2018:UHO,
  author =       "Gareth Liu-Evans and Garry D. A. Phillips",
  title =        "On the use of higher order bias approximations for
                 {2SLS} and $k$-class estimators with non-normal
                 disturbances and many instruments",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "90--105",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.06.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300448",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Guillou:2018:SIS,
  author =       "Armelle Guillou",
  title =        "Special issue on statistics of extremes and
                 applications",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "106--106",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.03.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300108",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{deValk:2018:HQE,
  author =       "Cees de Valk and Juan-Juan Cai",
  title =        "A high quantile estimator based on the log-generalized
                 {Weibull} tail limit",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "107--128",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300114",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{ElMethni:2018:IEE,
  author =       "Jonathan {El Methni} and Gilles Stupfler",
  title =        "Improved estimators of extreme {Wang} distortion risk
                 measures for very heavy-tailed distributions",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "129--148",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300151",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gissibl:2018:TDR,
  author =       "Nadine Gissibl and Claudia Kl{\"u}ppelberg and Moritz
                 Otto",
  title =        "Tail dependence of recursive max-linear models with
                 regularly varying noise variables",
  journal =      j-ECONOM-STAT,
  volume =       "6",
  number =       "??",
  pages =        "149--167",
  month =        apr,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.02.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621830008X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2018:PJb,
  author =       "Anonymous",
  title =        "Pages 1-164 ({July 2018})",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "1--164",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Pollock:2018:SPL,
  author =       "D. S. G. Pollock",
  title =        "Stochastic processes of limited frequency and the
                 effects of oversampling",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "18--29",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.12.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300011",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gourieroux:2018:CII,
  author =       "C. Gourieroux and A. Monfort",
  title =        "Composite indirect inference with application to
                 corporate risks",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "30--45",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.09.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300886",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Muriel:2018:TND,
  author =       "Nelson Muriel and Graciela Gonz{\'a}lez-Far{\'\i}as",
  title =        "Testing the null of difference stationarity against
                 the alternative of a stochastic unit root: A new test
                 based on multivariate {STUR}",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "46--62",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.10.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300916",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gorecki:2018:CPD,
  author =       "Tomasz G{\'o}recki and Lajos Horv{\'a}th and Piotr
                 Kokoszka",
  title =        "Change point detection in heteroscedastic time
                 series",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "63--88",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300667",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sujica:2018:CGE,
  author =       "Aleksandar Sujica and Ingrid {Van Keilegom}",
  title =        "The copula-graphic estimator in censored nonparametric
                 location-scale regression models",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "89--114",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300631",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Wang:2018:CQR,
  author =       "Meng Wang and Zhao Chen and Christina Dan Wang",
  title =        "Composite quantile regression for {GARCH} models using
                 high-frequency data",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "115--133",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2016.11.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306216300284",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ahmed:2018:BFL,
  author =       "M. S. Ahmed and M. K. Attouch and S. Dabo-Niang",
  title =        "Binary functional linear models under choice-based
                 sampling",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "134--152",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621730062X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Schmid:2018:DMD,
  author =       "Matthias Schmid and Gerhard Tutz and Thomas
                 Welchowski",
  title =        "Discrimination measures for discrete time-to-event
                 predictions",
  journal =      j-ECONOM-STAT,
  volume =       "7",
  number =       "??",
  pages =        "153--164",
  month =        jul,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300321",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{He:2018:SIQ,
  author =       "Xuming He and Thomas Kneib and Carlos Lamarche and Lan
                 Wang",
  title =        "Special issue on quantile regression and
                 semiparametric methods",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "1--2",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.09.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300558",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2018:PO,
  author =       "Anonymous",
  title =        "Pages 1-250 ({October 2018})",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "1--250",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Muller:2018:HNE,
  author =       "Christophe Muller",
  title =        "Heterogeneity and nonconstant effect in two-stage
                 quantile regression",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "3--12",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300655",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Alejo:2018:QCT,
  author =       "Javier Alejo and Antonio F. Galvao and Gabriel
                 Montes-Rojas",
  title =        "Quantile continuous treatment effects",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "13--36",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.10.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300928",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Florios:2018:HIS,
  author =       "Kostas Florios",
  title =        "A hyperplanes intersection simulated annealing
                 algorithm for maximum score estimation",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "37--55",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300291",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bayer:2018:CVR,
  author =       "Sebastian Bayer",
  title =        "Combining Value-at-Risk forecasts using penalized
                 quantile regressions",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "56--77",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.08.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300680",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bindele:2018:CMR,
  author =       "Huybrechts F. Bindele",
  title =        "Covariates missing at random under signed-rank
                 inference",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "78--93",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.05.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300315",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Tong:2018:ECT,
  author =       "Xiaojun Tong and Zhuoqiong Chong He and Dongchu Sun",
  title =        "Estimating {Chinese Treasury} yield curves with
                 {Bayesian} smoothing splines",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "94--124",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.10.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300898",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bach:2018:SCD,
  author =       "Philipp Bach and Helmut Farbmacher and Martin
                 Spindler",
  title =        "Semiparametric count data modeling with an application
                 to health service demand",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "125--140",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.08.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300710",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Haupt:2018:EGT,
  author =       "Harry Haupt and Joachim Schnurbus and Willi Semmler",
  title =        "Estimation of grouped, time-varying convergence in
                 economic growth",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "141--158",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.09.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300722",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Maheu:2018:SIR,
  author =       "John M. Maheu and Marc Paolella and Tak Kuen Siu and
                 Mike K. P. So",
  title =        "Special issue on risk management",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "159--160",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.09.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300546",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hofert:2018:VDH,
  author =       "Marius Hofert and Wayne Oldford",
  title =        "Visualizing dependence in high-dimensional data: An
                 application to {S\&P 500} constituent data",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "161--183",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.03.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621730031X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Broda:2018:AES,
  author =       "Simon A. Broda and Jochen Krause and Marc S.
                 Paolella",
  title =        "Approximating expected shortfall for heavy-tailed
                 distributions",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "184--203",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300643",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Karame:2018:NPF,
  author =       "Fr{\'e}d{\'e}ric Karam{\'e}",
  title =        "A new particle filtering approach to estimate
                 stochastic volatility models with {Markov}-switching",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "204--230",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.05.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300352",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zhao:2018:TDM,
  author =       "Yixing Zhao and Rogemar Mamon and Huan Gao",
  title =        "A two-decrement model for the valuation and risk
                 measurement of a guaranteed annuity option",
  journal =      j-ECONOM-STAT,
  volume =       "8",
  number =       "??",
  pages =        "231--249",
  month =        oct,
  year =         "2018",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.06.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300340",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:EBa,
  author =       "Anonymous",
  title =        "Editorial Board",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(18)30100-X",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621830100X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ghysels:2019:EMR,
  author =       "Eric Ghysels and Hang Qian",
  title =        "Estimating {MIDAS} regressions via {OLS} with
                 polynomial parameter profiling",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "1--16",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.02.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300066",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:PJa,
  author =       "Anonymous",
  title =        "Pages 1-170 ({January 2019})",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "1--170",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gourieroux:2019:RAM,
  author =       "Christian Gourieroux and Joann Jasiak",
  title =        "Robust analysis of the martingale hypothesis",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "17--41",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300479",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Al-Sadoon:2019:TSG,
  author =       "Majid M. Al-Sadoon",
  title =        "Testing subspace {Granger} causality",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "42--61",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.08.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300709",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zhang:2019:ETI,
  author =       "Yonghui Zhang and Qiankun Zhou",
  title =        "Estimation for time-invariant effects in dynamic panel
                 data models with application to income dynamics",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "62--77",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300904",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Leschinski:2019:MOS,
  author =       "Christian Leschinski and Philipp Sibbertsen",
  title =        "Model order selection in periodic long memory models",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "78--94",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.11.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300042",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ferraty:2019:NRC,
  author =       "Fr{\'e}d{\'e}ric Ferraty and Anthony Zullo and Mathieu
                 Fauvel",
  title =        "Nonparametric regression on contaminated functional
                 predictor with application to hyperspectral data",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "95--107",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.02.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300138",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Rousseeuw:2019:RMT,
  author =       "Peter Rousseeuw and Domenico Perrotta and Marco Riani
                 and Mia Hubert",
  title =        "Robust Monitoring of Time Series with Application to
                 Fraud Detection",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "108--121",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300303",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2019:THH,
  author =       "Zhaoyuan Li and Jianfeng Yao",
  title =        "Testing for heteroscedasticity in high-dimensional
                 regressions",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "122--139",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.01.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300029",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sun:2019:ESV,
  author =       "Yanqing Sun and Yuanqing Zhang and Jianhua Z. Huang",
  title =        "Estimation of a semiparametric varying-coefficient
                 mixed regressive spatial autoregressive model",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "140--155",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.05.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300424",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Funke:2019:NET,
  author =       "Benedikt Funke and Masayuki Hirukawa",
  title =        "Nonparametric estimation and testing on discontinuity
                 of positive supported densities: a kernel truncation
                 approach",
  journal =      j-ECONOM-STAT,
  volume =       "9",
  number =       "??",
  pages =        "156--170",
  month =        jan,
  year =         "2019",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.07.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Mar 9 07:19:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300679",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "ii--ii",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300164",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Brown:2019:STD,
  author =       "Donald Brown and Rustam Ibragimov",
  title =        "Sign tests for dependent observations",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "1--8",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300935",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:PA,
  author =       "Anonymous",
  title =        "Pages 1-170 ({April 2019})",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "1--170",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Beare:2019:IBT,
  author =       "Brendan K. Beare and Xiaoxia Shi",
  title =        "An improved bootstrap test of density ratio ordering",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "9--26",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300510",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Poloni:2019:CFR,
  author =       "Federico Poloni and Giacomo Sbrana",
  title =        "Closed-form results for vector moving average models
                 with a univariate estimation approach",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "27--52",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300327",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dimitriou-Fakalou:2019:AEE,
  author =       "Chrysoula Dimitriou-Fakalou",
  title =        "On accepting the edge-effect (for the inference of
                 {ARMA}-type processes in {$ \mathbb {Z}^2 $})",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "53--70",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300091",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hayakawa:2019:AIR,
  author =       "Kazuhiko Hayakawa",
  title =        "Alternative over-identifying restriction test in the
                 {GMM} estimation of panel data models",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "71--95",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300297",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{DiCiccio:2019:IWL,
  author =       "Cyrus J. DiCiccio and Joseph P. Romano and Michael
                 Wolf",
  title =        "Improving weighted least squares inference",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "96--119",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300364",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Skripnikov:2019:JEM,
  author =       "A. Skripnikov and G. Michailidis",
  title =        "Joint estimation of multiple network {Granger} causal
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "120--133",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300509",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Grillenzoni:2019:LPD,
  author =       "Carlo Grillenzoni and Michele Fornaciari",
  title =        "On-line peak detection in medical time series with
                 adaptive regression methods",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "134--150",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300480",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anzarut:2019:HPM,
  author =       "Michelle Anzarut and Rams{\'e}s H. Mena",
  title =        "A {Harris} process to model stochastic volatility",
  journal =      j-ECONOM-STAT,
  volume =       "10",
  number =       "??",
  pages =        "151--169",
  month =        apr,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300030",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "ii--ii",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300358",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Pesaran:2019:BAL,
  author =       "M. Hashem Pesaran and Ron P. Smith",
  title =        "A {Bayesian} analysis of linear regression models with
                 highly collinear regressors",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "1--21",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300728",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:PJb,
  author =       "Anonymous",
  title =        "Pages 1-158 ({July 2019})",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "1--158",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cipollini:2019:MES,
  author =       "Fabrizio Cipollini and Giampiero M. Gallo",
  title =        "Modeling {Euro STOXX 50} volatility with common and
                 market-specific components",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "22--42",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S245230621830073X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sutton:2019:MIR,
  author =       "Maxwell Sutton and Andrey L. Vasnev and Richard
                 Gerlach",
  title =        "Mixed interval realized variance: a robust estimator
                 of stock price volatility",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "43--62",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300285",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Castagnetti:2019:TSE,
  author =       "Carolina Castagnetti and Eduardo Rossi and Lorenzo
                 Trapani",
  title =        "A two-stage estimator for heterogeneous panel models
                 with common factors",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "63--82",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S245230621730093X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Norkute:2019:FAM,
  author =       "Milda Norkute and Joakim Westerlund",
  title =        "The factor analytical method for interactive effects
                 dynamic panel models with moving average errors",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "83--104",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300716",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Liebl:2019:PRP,
  author =       "Dominik Liebl and Fabian Walders",
  title =        "Parameter regimes in partial functional panel
                 regression",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "105--115",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306218300339",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Otto-Sobotka:2019:ASM,
  author =       "Fabian Otto-Sobotka and Nicola Salvati and Maria
                 Giovanna Ranalli and Thomas Kneib",
  title =        "Adaptive semiparametric {$M$}-quantile regression",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "116--129",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S245230621930019X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Follett:2019:APB,
  author =       "Lendie Follett and Cindy Yu",
  title =        "Achieving parsimony in {Bayesian} vector
                 autoregressions with the horseshoe prior",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "130--144",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300036",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Koike:2019:OIS,
  author =       "Yuta Koike and Yuta Tanoue",
  title =        "Oracle inequalities for sign constrained generalized
                 linear models",
  journal =      j-ECONOM-STAT,
  volume =       "11",
  number =       "??",
  pages =        "145--157",
  month =        jul,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Fri Sep 6 16:29:33 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300085",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:PO,
  author =       "Anonymous",
  title =        "Pages 1-216 ({October 2019})",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "1--216",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2019:EB,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "ii--ii",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300553",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{He:2019:SSM,
  author =       "Changli He and Jian Kang and Timo Ter{\"a}svirta and
                 Shuhua Zhang",
  title =        "The shifting seasonal mean autoregressive model and
                 seasonality in the {Central England} monthly
                 temperature series, 1772--2016",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "1--24",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300292",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Leippold:2019:PFL,
  author =       "Markus Leippold and Hanlin Yang",
  title =        "Particle filtering, learning, and smoothing for
                 mixed-frequency state-space models",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "25--41",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300437",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Morana:2019:RSE,
  author =       "Claudio Morana",
  title =        "Regularized semiparametric estimation of high
                 dimensional dynamic conditional covariance matrices",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "42--65",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300231",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Garcia-Enriquez:2019:LWE,
  author =       "Javier Garc{\'\i}a-Enr{\'\i}quez and Javier Hualde",
  title =        "Local {Whittle} estimation of long memory: Standard
                 versus bias-reducing techniques",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "66--77",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300280",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Czudaj:2019:DBT,
  author =       "Robert L. Czudaj",
  title =        "Dynamics between trading volume, volatility and open
                 interest in agricultural futures markets: a {Bayesian}
                 time-varying coefficient approach",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "78--145",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300267",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Genest:2019:IST,
  author =       "Christian Genest and Ivan Kojadinovic and Fabrizio
                 Durante",
  title =        "Introduction to the special topic on copula modeling",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "146--147",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300462",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Quessy:2019:CCA,
  author =       "Jean-Fran{\c{c}}ois Quessy and Martin Durocher",
  title =        "The class of copulas arising from squared
                 distributions: Properties and inference",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "148--166",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300103",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ko:2019:CIC,
  author =       "Vinnie Ko and Nils Lid Hjort",
  title =        "Copula information criterion for model selection with
                 two-stage maximum likelihood estimation",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "167--180",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S245230621930005X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Acar:2019:FDV,
  author =       "Elif F. Acar and Claudia Czado and Martin Lysy",
  title =        "Flexible dynamic vine copula models for multivariate
                 time series data",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "181--197",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300206",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Czado:2019:MTD,
  author =       "Claudia Czado and Eugen Ivanov and Yarema Okhrin",
  title =        "Modelling temporal dependence of realized variances
                 with vines",
  journal =      j-ECONOM-STAT,
  volume =       "12",
  number =       "??",
  pages =        "198--216",
  month =        oct,
  year =         "2019",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 28 07:34:35 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S2452306219300218",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:PJa,
  author =       "Anonymous",
  title =        "Pages 1-196 ({January 2020})",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "1--196",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(20)30010-1",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300101",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ando:2020:CAC,
  author =       "Tomohiro Ando and Erricos Kontoghiorghes and Peter
                 Winker",
  title =        "{CFEnetwork}: the annals of computational and
                 financial econometrics, $ 5^{\rm th} $ issue",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "1--1",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300656",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hlouskova:2020:GEA,
  author =       "Jaroslava Hlouskova and Leopold S{\"o}gner",
  title =        "{GMM} estimation of affine term structure models",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "2--15",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.10.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300620",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kiviet:2020:MDP,
  author =       "Jan F. Kiviet",
  title =        "Microeconometric dynamic panel data methods: Model
                 specification and selection issues",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "16--45",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.08.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300498",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kurose:2020:MBD,
  author =       "Yuta Kurose and Yasuhiro Omori",
  title =        "Multiple-block dynamic equicorrelations with realized
                 measures, leverage and endogeneity",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "46--68",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.03.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300170",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lutkepohl:2020:CJC,
  author =       "Helmut L{\"u}tkepohl and Anna Staszewska-Bystrova and
                 Peter Winker",
  title =        "Constructing joint confidence bands for impulse
                 response functions of {VAR} models --- a review",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "69--83",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300741",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Mao:2020:ASV,
  author =       "Xiuping Mao and Veronika Czellar and Esther Ruiz and
                 Helena Veiga",
  title =        "Asymmetric stochastic volatility models: Properties
                 and particle filter-based simulated maximum likelihood
                 estimation",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "84--105",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.08.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300486",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Rombouts:2020:VSP,
  author =       "Jeroen V. K. Rombouts and Lars Stentoft and Francesco
                 Violante",
  title =        "Variance swap payoffs, risk premia and extreme market
                 conditions",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "106--124",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.05.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300279",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Matsui:2020:QRF,
  author =       "Hidetoshi Matsui",
  title =        "Quadratic regression for functional response models",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "125--136",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.12.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300024",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Albert:2020:EQE,
  author =       "Cl{\'e}ment Albert and Anne Dutfoy and Laurent Gardes
                 and St{\'e}phane Girard",
  title =        "An extreme quantile estimator for the log-generalized
                 {Weibull}-tail model",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "137--174",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.01.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300097",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Characiejus:2020:GWN,
  author =       "Vaidotas Characiejus and Gregory Rice",
  title =        "A general white noise test based on kernel lag-window
                 estimates of the spectral density operator",
  journal =      j-ECONOM-STAT,
  volume =       "13",
  number =       "??",
  pages =        "175--196",
  month =        jan,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.01.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300073",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:PA,
  author =       "Anonymous",
  title =        "Pages 1-158 ({April 2020})",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "1--158",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "ii--ii",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(20)30027-7",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300277",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Daouia:2020:RFE,
  author =       "Abdelaati Daouia and Jean-Pierre Florens and
                 L{\'e}opold Simar",
  title =        "Robust frontier estimation from noisy data: a
                 {Tikhonov} regularization approach",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "1--23",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.07.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300492",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Rich:2020:SFC,
  author =       "Jeppe Rich",
  title =        "A spline function class suitable for demand models",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "24--37",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.02.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300078",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Angelini:2020:BLS,
  author =       "Giovanni Angelini",
  title =        "Bootstrap lag selection in {DSGE} models with
                 expectations correction",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "38--48",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.09.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306217300874",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Golosnoy:2020:SIR,
  author =       "Vasyl Golosnoy and Wolfgang Schmid and Miriam Isabel
                 Seifert and Taras Lazariv",
  title =        "Statistical inferences for realized portfolio
                 weights",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "49--62",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.08.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300534",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Figini:2020:MRI,
  author =       "Silvia Figini and Mario Maggi and Pierpaolo Uberti",
  title =        "The market rank indicator to detect financial
                 distress",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "63--73",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2017.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300017",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ronchetti:2020:ARI,
  author =       "Elvezio Ronchetti",
  title =        "Accurate and robust inference",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "74--88",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.12.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300022",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bergsma:2020:RP,
  author =       "Wicher P. Bergsma",
  title =        "Regression with {$I$}-priors",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "89--111",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300632",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{McElroy:2020:MLP,
  author =       "Tucker S. McElroy and Marc Wildi",
  title =        "The Multivariate Linear Prediction Problem:
                 Model-Based and Direct Filtering Solutions",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "112--130",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.12.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300034",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zhang:2020:SSI,
  author =       "Liang Zhang and Tianming Zhu and Jin-Ting Zhang",
  title =        "A Simple Scale-Invariant Two-Sample Test for
                 High-dimensional Data",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "131--144",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300010",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Simone:2020:SHR,
  author =       "Rosaria Simone and Gerhard Tutz and Maria Iannario",
  title =        "Subjective heterogeneity in response attitude for
                 multivariate ordinal outcomes",
  journal =      j-ECONOM-STAT,
  volume =       "14",
  number =       "??",
  pages =        "145--158",
  month =        apr,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.04.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu May 28 19:03:20 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300243",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:PJb,
  author =       "Anonymous",
  title =        "Pages 1-136 ({July 2020})",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "1--136",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "ii--ii",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(20)30062-9",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300629",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dufour:2020:ESI,
  author =       "Jean-Marie Dufour and Alain Hecq and Alan Wan",
  title =        "{EcoSta} special issue on theoretical econometrics",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "1--2",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300459",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{DeBlander:2020:IEC,
  author =       "Rembert {De Blander}",
  title =        "Iterative estimation correcting for error
                 auto-correlation in short panels, applied to lagged
                 dependent variable models",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "3--29",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.02.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300186",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Huang:2020:CES,
  author =       "Bai Huang and Tae-Hwy Lee and Aman Ullah",
  title =        "Combined estimation of semiparametric panel data
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "30--45",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300255",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Platoni:2020:HST,
  author =       "Silvia Platoni and Laura Barbieri and Daniele Moro and
                 Paolo Sckokai",
  title =        "Heteroscedastic stratified two-way {EC} models of
                 single equations and {SUR} systems",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "46--66",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.03.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230621930022X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sampaio:2020:SRG,
  author =       "Jhames M. Sampaio and Pedro A. Morettin",
  title =        "Stable Randomized Generalized Autoregressive
                 Conditional Heteroskedastic Models",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "67--83",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.11.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300947",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Johnson:2020:SIN,
  author =       "Timothy D. Johnson and Armin Schwartzman",
  title =        "Special Issue on Neuroimaging",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "84--84",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.04.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300447",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Fontaine:2020:MNL,
  author =       "Charles Fontaine and Ron D. Frostig and Hernando
                 Ombao",
  title =        "Modeling non-linear spectral domain dependence using
                 copulas with applications to rat local field
                 potentials",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "85--103",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.06.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300450",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dai:2020:BLS,
  author =       "Ning Dai and Galin L. Jones and Mark Fiecas",
  title =        "{Bayesian} longitudinal spectral estimation with
                 application to resting-state {fMRI} data analysis",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "104--116",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.01.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300061",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hu:2020:HBM,
  author =       "Lechuan Hu and Michele Guindani and Norbert J. Fortin
                 and Hernando Ombao",
  title =        "A hierarchical {Bayesian} model for differential
                 connectivity in multi-trial brain signals",
  journal =      j-ECONOM-STAT,
  volume =       "15",
  number =       "??",
  pages =        "117--135",
  month =        jul,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Jul 25 09:31:35 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300423",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:PO,
  author =       "Anonymous",
  title =        "Pages 1-168 ({October 2020})",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "1--168",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2020:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "ii--ii",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(20)30077-0",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300770",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Filippeli:2020:DBP,
  author =       "Thomai Filippeli and Richard Harrison and Konstantinos
                 Theodoridis",
  title =        "{DSGE}-based priors for {BVARs} and quasi-{Bayesian}
                 {DSGE} estimation",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "1--27",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300012",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Tutz:2020:EEV,
  author =       "Gerhard Tutz and Moritz Berger",
  title =        "The effect of explanatory variables on income: a tool
                 that allows a closer look at the differences in
                 income",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "28--41",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218301035",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Asai:2020:RSV,
  author =       "Manabu Asai and Michael McAleer and Shelton Peiris",
  title =        "Realized stochastic volatility models with generalized
                 {Gegenbauer} long memory",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "42--54",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.12.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300048",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Maxand:2020:IIS,
  author =       "Simone Maxand",
  title =        "Identification of independent structural shocks in the
                 presence of multiple {Gaussian} components",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "55--68",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.10.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300923",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Phillip:2020:GBS,
  author =       "Andrew Phillip and Jennifer Chan and Shelton Peiris",
  title =        "On generalized bivariate {Student}-$t$ {Gegenbauer}
                 long memory stochastic volatility models with leverage:
                 {Bayesian} forecasting of cryptocurrencies with a focus
                 on {Bitcoin}",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "69--90",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.10.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/bitcoin.bib;
                 https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300753",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lahiri:2020:FBM,
  author =       "Ananya Lahiri and Rituparna Sen",
  title =        "Fractional {Brownian} markets with time-varying
                 volatility and high-frequency data",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "91--107",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2018.10.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306218300765",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cantoni:2020:SIM,
  author =       "Eva Cantoni and Xavier de Luna",
  title =        "Semiparametric inference with missing data: Robustness
                 to outliers and model misspecification",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "108--120",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.01.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300198",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kiriliouk:2020:HTT,
  author =       "Anna Kiriliouk",
  title =        "Hypothesis testing for tail dependence parameters on
                 the boundary of the parameter space",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "121--135",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300425",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Colombi:2020:STP,
  author =       "Roberto Colombi",
  title =        "Selection tests for possibly misspecified hierarchical
                 multinomial marginal models",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "136--147",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.06.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300449",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Krupskii:2020:FCM,
  author =       "Pavel Krupskii and Harry Joe",
  title =        "Flexible copula models with dynamic dependence and
                 application to financial data",
  journal =      j-ECONOM-STAT,
  volume =       "16",
  number =       "??",
  pages =        "148--167",
  month =        oct,
  year =         "2020",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.01.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:31 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300216",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:PJa,
  author =       "Anonymous",
  title =        "Pages 1-172 ({January 2021})",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "1--172",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(21)00023-X",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100023X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gourieroux:2021:MRM,
  author =       "C. Gourieroux and A. Monfort",
  title =        "Model risk management: Valuation and governance of
                 pseudo-models",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "1--22",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.08.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300708",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hu:2021:SVS,
  author =       "Guanyu Hu",
  title =        "Spatially varying sparsity in dynamic regression
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "23--34",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.08.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300861",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Centorrino:2021:NIV,
  author =       "Samuele Centorrino and Jean-Pierre Florens",
  title =        "Nonparametric Instrumental Variable Estimation of
                 Binary Response Models with Continuous Endogenous
                 Regressors",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "35--63",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.07.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622030071X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{DiIorio:2021:ERC,
  author =       "Francesca {Di Iorio} and Stefano Fachin",
  title =        "Evaluating restricted common factor models for
                 non-stationary data",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "64--75",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.10.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300873",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{McCausland:2021:MSV,
  author =       "William McCausland and Shirley Miller and Denis
                 Pelletier",
  title =        "Multivariate stochastic volatility using the {HESSIAN}
                 method",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "76--94",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.07.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622030068X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Castro:2021:ASL,
  author =       "Tom{\'a}s del Barrio Castro and Heiko Rachinger",
  title =        "Aggregation of Seasonal Long-Memory Processes",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "95--106",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.06.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300691",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Arsova:2021:PCR,
  author =       "Antonia Arsova and Deniz Dilan Karaman {\"O}rsal",
  title =        "A panel cointegrating rank test with structural breaks
                 and cross-sectional dependence",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "107--129",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300484",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Demetriou:2021:ADB,
  author =       "I. C. Demetriou",
  title =        "A {$ O(n) $} algorithm for the discrete best {$ L_4 $}
                 monotonic approximation problem",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "130--144",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.04.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300393",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Liu:2021:EIS,
  author =       "Xin Liu and Grace Y. Yi and Glenn Bauman and Wenqing
                 He",
  title =        "Ensembling Imbalanced-Spatial-Structured Support
                 Vector Machine",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "145--155",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.02.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300344",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Behrendt:2021:NAG,
  author =       "Simon Behrendt and Karsten Schweikert",
  title =        "A Note on Adaptive Group Lasso for Structural Break
                 Time Series",
  journal =      j-ECONOM-STAT,
  volume =       "17",
  number =       "??",
  pages =        "156--172",
  month =        jan,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.04.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Mar 30 15:57:32 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300320",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:PA,
  author =       "Anonymous",
  title =        "Pages 1--142 ({April 2021})",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "1--142",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "ii--ii",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(21)00041-1",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000411",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kapetanios:2021:SLW,
  author =       "George Kapetanios and Simon Price and Menelaos Tasiou
                 and Alexia Ventouri",
  title =        "State-level wage {Phillips} curves",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "1--11",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622030037X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Jaskowski:2021:SCS,
  author =       "Marcin Jaskowski and Michael McAleer",
  title =        "Spurious cross-sectional dependence in credit spread
                 changes",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "12--27",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.09.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300619",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Colubi:2021:AESa,
  author =       "Ana Colubi and Erricos Kontoghiorghes",
  title =        "{{\booktitle{Advances of Econometrics and Statistics
                 (EcoSta)}}}, 1st issue",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "28--28",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000356",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Liu:2021:BAH,
  author =       "Hefei Liu and Xinyuan Song",
  title =        "{Bayesian} analysis of hidden {Markov} structural
                 equation models with an unknown number of hidden
                 states",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "29--43",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300356",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Stoehr:2021:DCC,
  author =       "Christina Stoehr and John A. D. Aston and Claudia
                 Kirch",
  title =        "Detecting changes in the covariance structure of
                 functional time series with application to {fMRI}
                 data",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "44--62",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.04.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300460",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ferraro:2021:CTM,
  author =       "Maria Brigida Ferraro and Paolo Giordani and Maurizio
                 Vichi",
  title =        "A class of two-mode clustering algorithms in a fuzzy
                 setting",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "63--78",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300381",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cong:2021:LRT,
  author =       "Lin Cong and Weixin Yao",
  title =        "A Likelihood Ratio Test of a Homoscedastic
                 Multivariate Normal Mixture Against a Heteroscedastic
                 Multivariate Normal Mixture",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "79--88",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.01.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000046",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Arnqvist:2021:ESF,
  author =       "Natalya Pya Arnqvist and Blaise Ngendangenzwa and Eric
                 Lindahl and Leif Nilsson and Jun Yu",
  title =        "Efficient surface finish defect detection using
                 reduced rank spline smoothers and probabilistic
                 classifiers",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "89--105",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300514",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Maciak:2021:QLA,
  author =       "Mat{\'u}s Maciak",
  title =        "Quantile {LASSO} in arbitrage-free option markets",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "106--116",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300526",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sin:2021:UHN,
  author =       "C. Y. (Chor-yiu) Sin and Cheng-Few Lee",
  title =        "Using heteroscedasticity-non-consistent or
                 heteroscedasticity-consistent variances in linear
                 regression",
  journal =      j-ECONOM-STAT,
  volume =       "18",
  number =       "??",
  pages =        "117--142",
  month =        apr,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:16 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300848",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:PJb,
  author =       "Anonymous",
  title =        "Pages 1--188 ({July 2021})",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "1--188",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "ii--ii",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(21)00069-1",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000691",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zou:2021:BSU,
  author =       "Nan Zou and Dimitris N. Politis",
  title =        "Bootstrap seasonal unit root test under periodic
                 variation",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "1--21",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.01.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300174",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2021:EBE,
  author =       "Dan Li and Adam Clements and Christopher Drovandi",
  title =        "Efficient {Bayesian} estimation for {GARCH}-type
                 models via Sequential {Monte Carlo}",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "22--46",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.02.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300319",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Blasques:2021:FSO,
  author =       "Francisco Blasques and Andr{\'e} Lucas and Andries C.
                 van Vlodrop",
  title =        "Finite Sample Optimality of Score-Driven Volatility
                 Models: Some {Monte Carlo} Evidence",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "47--57",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.010",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300435",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cizek:2021:JPV,
  author =       "Pavel C{\'\i}zek and Chao Hui Koo",
  title =        "Jump-preserving varying-coefficient models for
                 nonlinear time series",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "58--96",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.04.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300472",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ankargren:2021:SSN,
  author =       "Sebastian Ankargren and Paulina Jon{\'e}us",
  title =        "Simulation smoothing for nowcasting with large
                 mixed-frequency {VARs}",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "97--113",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300538",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Voges:2021:CFC,
  author =       "Michelle Voges and Philipp Sibbertsen",
  title =        "Cyclical fractional cointegration",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "114--129",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300502",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kreuzer:2021:BIS,
  author =       "Alexander Kreuzer and Claudia Czado",
  title =        "{Bayesian} inference for a single factor copula
                 stochastic volatility model using {Hamiltonian Monte
                 Carlo}",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "130--150",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000010",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Abe:2021:EAU,
  author =       "Toshihiro Abe and Hironori Fujisawa and Takayuki
                 Kawashima and Christophe Ley",
  title =        "{EM} algorithm using overparameterization for the
                 multivariate skew-normal distribution",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "151--168",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000332",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2021:DCA,
  author =       "Linyuan Li and Pierre Duchesne and Chu Pheuil Liou",
  title =        "On diagnostic checking in {ARMA} models with
                 conditionally heteroscedastic martingale difference
                 using wavelet methods",
  journal =      j-ECONOM-STAT,
  volume =       "19",
  number =       "??",
  pages =        "169--187",
  month =        jul,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000538",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:PO,
  author =       "Anonymous",
  title =        "Pages 1--202 ({October 2021})",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "1--202",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2021:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "ii--ii",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(21)00089-7",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000897",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Colubi:2021:AESb,
  author =       "Ana Colubi and Erricos Kontoghiorghes",
  title =        "{{\booktitle{Advances of Econometrics and Statistics
                 (EcoSta)}}}, 2nd issue",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "1--1",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000927",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chronopoulos:2021:KBV,
  author =       "Ilias Chronopoulos and George Kapetanios and Katerina
                 Petrova",
  title =        "Kernel-based Volatility Generalised Least Squares",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "2--11",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.11.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300644",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Amendola:2021:CFV,
  author =       "Alessandra Amendola and Vincenzo Candila and Giampiero
                 M. Gallo",
  title =        "Choosing the frequency of volatility components within
                 the Double Asymmetric {GARCH--MIDAS--X} model",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "12--28",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.11.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000071",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hecq:2021:FBM,
  author =       "Alain Hecq and Elisa Voisin",
  title =        "Forecasting bubbles with mixed causal-noncausal
                 autoregressive models",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "29--45",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622030040X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Wenger:2021:FBC,
  author =       "Kai Wenger and Christian Leschinski",
  title =        "Fixed-bandwidth {CUSUM} tests under long memory",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "46--61",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.08.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306219300474",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Seri:2021:MCV,
  author =       "Raffaello Seri and Mario Martinoli and Davide Secchi
                 and Samuele Centorrino",
  title =        "Model calibration and validation via confidence sets",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "62--86",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.01.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300162",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hauzenberger:2021:FMP,
  author =       "Niko Hauzenberger",
  title =        "Flexible Mixture Priors for Large Time-varying
                 Parameter Models",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "87--108",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000654",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Funke:2021:BCL,
  author =       "Benedikt Funke and Masayuki Hirukawa",
  title =        "Bias correction for local linear regression estimation
                 using asymmetric kernels via the skewing method",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "109--130",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.01.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300204",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Baranyi:2021:ICE,
  author =       "M{\'a}t{\'e} Baranyi and Marianna Bolla",
  title =        "Iterated conditional expectation algorithm on {DAGs}
                 and regression graphs",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "131--152",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.05.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300496",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hristache:2021:EMO,
  author =       "Marian Hristache and Valentin Patilea",
  title =        "Equivalent models for observables under the assumption
                 of missing at random",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "153--165",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300332",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Maciak:2021:QLC,
  author =       "Mat{\'u}s Maciak",
  title =        "Quantile {LASSO} with changepoints in panel data
                 models applied to option pricing",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "166--175",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2019.12.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300046",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Morales-Onate:2021:BEL,
  author =       "V{\'\i}ctor Morales-O{\~n}ate and Federico Crudu and
                 Moreno Bevilacqua",
  title =        "Blockwise {Euclidean} likelihood for spatio-temporal
                 covariance models",
  journal =      j-ECONOM-STAT,
  volume =       "20",
  number =       "??",
  pages =        "176--201",
  month =        oct,
  year =         "2021",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.01.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:17 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000034",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:PJa,
  author =       "Anonymous",
  title =        "Pages 1--178 ({January 2022})",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "1--178",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(21)00154-4",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001544",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hadjiantoni:2022:ANM,
  author =       "Stella Hadjiantoni and Erricos John Kontoghiorghes",
  title =        "An alternative numerical method for estimating
                 large-scale time-varying parameter seemingly unrelated
                 regressions models",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "1--18",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.11.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000095",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Geenens:2022:NCA,
  author =       "Gery Geenens and Richard Dunn",
  title =        "A nonparametric copula approach to conditional
                 Value-at-Risk",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "19--37",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300666",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chan:2022:TAS,
  author =       "Wai-Sum Chan",
  title =        "On temporal aggregation of some nonlinear time-series
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "38--49",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300411",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Wee:2022:LIM,
  author =       "Damien C. H. Wee and Feng Chen and William T. M.
                 Dunsmuir",
  title =        "Likelihood inference for {Markov} switching
                 {GARCH(1,1)} models using sequential {Monte Carlo}",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "50--68",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300368",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lux:2022:INS,
  author =       "Thomas Lux",
  title =        "Inference for Nonlinear State Space Models: a
                 Comparison of Different Methods applied to
                 {Markov}-Switching Multifractal Models",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "69--95",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.03.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300307",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Melard:2022:IPA,
  author =       "Guy M{\'e}lard",
  title =        "An indirect proof for the asymptotic properties of
                 {VARMA} model estimators",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "96--111",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.12.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100006X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ferraty:2022:SIF,
  author =       "Frederic Ferraty and Alois Kneip and Piotr Kokoszka
                 and Alexander Petersen",
  title =        "2nd Special issue on Functional Data Analysis",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "112--113",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.11.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001350",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ghosal:2022:SBT,
  author =       "Rahul Ghosal and Arnab Maity",
  title =        "A Score Based Test for Functional Linear Concurrent
                 Regression",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "114--130",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000617",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Girard:2022:FEE,
  author =       "St{\'e}phane Girard and Gilles Stupfler and Antoine
                 Usseglio-Carleve",
  title =        "Functional estimation of extreme conditional
                 expectiles",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "131--158",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000642",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Petersen:2022:MPD,
  author =       "Alexander Petersen and Chao Zhang and Piotr Kokoszka",
  title =        "Modeling Probability Density Functions as Data
                 Objects",
  journal =      j-ECONOM-STAT,
  volume =       "21",
  number =       "??",
  pages =        "159--178",
  month =        jan,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Tue Jan 18 11:24:18 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100054X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "ii--ii",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(22)00020-X",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622200020X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ingrassia:2022:SIM,
  author =       "Salvatore Ingrassia and Tsung-I Lin",
  title =        "The 2nd Special issue on Mixture Models",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "1--2",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.03.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000235",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Adam:2022:GBM,
  author =       "Timo Adam and Andreas Mayr and Thomas Kneib",
  title =        "Gradient boosting in {Markov}-switching generalized
                 additive models for location, scale, and shape",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "3--16",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000502",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Corradin:2022:OSS,
  author =       "Riccardo Corradin and Luis Enrique Nieto-Barajas and
                 Bernardo Nipoti",
  title =        "Optimal stratification of survival data via {Bayesian}
                 nonparametric mixtures",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "17--38",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000605",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dirick:2022:HMC,
  author =       "Lore Dirick and Gerda Claeskens and Andrey Vasnev and
                 Bart Baesens",
  title =        "A hierarchical mixture cure model with unobserved
                 heterogeneity for credit risk",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "39--55",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000022",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Fitzpatrick:2022:AMC,
  author =       "Matthew Fitzpatrick and Michael Stewart",
  title =        "Asymptotics for {Markov} chain mixture detection",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "56--66",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.11.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001337",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kasa:2022:IIG,
  author =       "Siva Rajesh Kasa and Vaibhav Rajan",
  title =        "Improved Inference of {Gaussian} Mixture Copula Model
                 for Clustering and Reproducibility Analysis using
                 Automatic Differentiation",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "67--97",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.010",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001040",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Manisera:2022:MMO,
  author =       "Marica Manisera and Paola Zuccolotto",
  title =        "A mixture model for ordinal variables measured on
                 semantic differential scales",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "98--123",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000782",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Omerovic:2022:MMR,
  author =       "Sanela Omerovic and Herwig Friedl and Bettina
                 Gr{\"u}n",
  title =        "Modelling Multiple Regimes in Economic Growth by
                 Mixtures of Generalised Nonlinear Models",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "124--135",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.02.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000307",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Sahin:2022:VCM,
  author =       "{\"O}zge Sahin and Claudia Czado",
  title =        "Vine copula mixture models and clustering for
                 non-{Gaussian} data",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "136--158",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.011",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001052",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Xue:2022:MLE,
  author =       "Jiacheng Xue and Weixin Yao",
  title =        "Machine Learning Embedded Semiparametric Mixtures of
                 Regressions with Covariate-Varying Mixing Proportions",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "159--171",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.018",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001453",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zhuang:2022:BNM,
  author =       "Haoxin Zhuang and Liqun Diao and Grace Y. Yi",
  title =        "A {Bayesian} nonparametric mixture model for grouping
                 dependence structures and selecting copula functions",
  journal =      j-ECONOM-STAT,
  volume =       "22",
  number =       "??",
  pages =        "172--189",
  month =        apr,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Mar 23 14:26:36 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000526",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:PJb,
  author =       "Anonymous",
  title =        "Pages 1--204 ({July 2022})",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "1--204",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "ii--ii",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(22)00034-X",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622200034X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Blackburn:2022:TCD,
  author =       "McKinley L. Blackburn",
  title =        "Testing for coefficient differences across nested
                 linear regression specifications",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "1--18",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000496",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Werge:2022:AAR,
  author =       "Nicklas Werge and Olivier Wintenberger",
  title =        "{AdaVol}: an Adaptive Recursive Volatility Prediction
                 Method",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "19--35",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.01.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000113",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Dette:2022:CIP,
  author =       "Holger Dette and Vasyl Golosnoy and Janosch
                 Kellermann",
  title =        "Correcting Intraday Periodicity Bias in Realized
                 Volatility Measures",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "36--52",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000320",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Curato:2022:SLE,
  author =       "Imma Valentina Curato and Simona Sanfelici",
  title =        "Stochastic leverage effect in high-frequency data: a
                 {Fourier} based analysis",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "53--82",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000319",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Pigini:2022:CIB,
  author =       "Claudia Pigini and Francesco Bartolucci",
  title =        "Conditional inference for binary panel data models
                 with predetermined covariates",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "83--104",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.01.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000101",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kleppe:2022:ACF,
  author =       "Tore Selland Kleppe and Roman Liesenfeld and Guilherme
                 Valle Moura and Atle Oglend",
  title =        "Analyzing Commodity Futures Using Factor State-Space
                 Models with {Wishart} Stochastic Volatility",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "105--127",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000514",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Rodriguez-Caballero:2022:ECG,
  author =       "Carlos Vladimir Rodr{\'\i}guez-Caballero",
  title =        "Energy consumption and {GDP}: a panel data analysis
                 with multi-level cross-sectional dependence",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "128--146",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.11.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000083",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hofert:2022:MTS,
  author =       "Marius Hofert and Avinash Prasad and Mu Zhu",
  title =        "Multivariate time-series modeling with generative
                 neural networks",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "147--164",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.011",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100126X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Battagliola:2022:BAE,
  author =       "Maria Laura Battagliola and Helle S{\o}rensen and
                 Anders Tolver and Ana-Maria Staicu",
  title =        "A bias-adjusted estimator in quantile regression for
                 clustered data",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "165--186",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000794",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cho:2022:HDG,
  author =       "Haeran Cho and Karolos K. Korkas",
  title =        "High-dimensional {GARCH} process segmentation with an
                 application to Value-at-Risk",
  journal =      j-ECONOM-STAT,
  volume =       "23",
  number =       "??",
  pages =        "187--203",
  month =        jul,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Wed Apr 13 05:56:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100085X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:PO,
  author =       "Anonymous",
  title =        "Pages 1--194 ({October 2022})",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "1--194",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2022:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "ii--ii",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(22)00092-2",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000922",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bleher:2022:KMA,
  author =       "Johannes Bleher and Thomas Dimpfl",
  title =        "Knitting Multi-Annual High-Frequency {Google} Trends
                 to Predict Inflation and Consumption.",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "1--26",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001210",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bladt:2022:TSC,
  author =       "Martin Bladt and Alexander J. McNeil",
  title =        "Time series copula models using d-vines and
                 v-transforms",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "27--48",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000800",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Mayer:2022:LPS,
  author =       "Alexander Mayer",
  title =        "On the local power of some tests of strict exogeneity
                 in linear fixed effects models",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "49--74",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000599",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Zhang:2022:NGU,
  author =       "Yixiao Zhang and Cindy L. Yu and Haitao Li",
  title =        "Nowcasting {GDP} Using Dynamic Factor Model with
                 Unknown Number of Factors and Stochastic Volatility: a
                 {Bayesian} Approach",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "75--93",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001039",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kawka:2022:CSD,
  author =       "Rafael Kawka",
  title =        "Convergence of spectral density estimators in the
                 locally stationary framework",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "94--115",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300678",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Breitung:2022:BCM,
  author =       "J{\"o}rg Breitung and Sebastian Kripfganz and Kazuhiko
                 Hayakawa",
  title =        "Bias-corrected method of moments estimators for
                 dynamic panel data models",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "116--132",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000770",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2022:SCE,
  author =       "Hua Li and Zhidong Bai and Wing-Keung Wong and Michael
                 McAleer",
  title =        "Spectrally-Corrected Estimation for High-Dimensional
                 {Markowitz} Mean-Variance Optimization",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "133--150",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001209",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Berger:2022:SPE,
  author =       "Yves G. Berger and Valentin Patilea",
  title =        "A semi-parametric empirical likelihood approach for
                 conditional estimating equations under endogenous
                 selection",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "151--163",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001489",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Schatz:2022:APP,
  author =       "Michael Schatz and Spencer Wheatley and Didier
                 Sornette",
  title =        "The {ARMA} Point Process and its Estimation",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "164--182",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.11.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001349",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gattone:2022:SCB,
  author =       "Stefano Antonio Gattone and Francesca Fortuna and
                 Adelia Evangelista and Tonio {Di Battista}",
  title =        "Simultaneous confidence bands for the functional mean
                 of convex curves",
  journal =      j-ECONOM-STAT,
  volume =       "24",
  number =       "??",
  pages =        "183--193",
  month =        oct,
  year =         "2022",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.019",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Sep 24 10:50:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001441",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics ",
}

@Article{Anonymous:2023:PJa,
  author =       "Anonymous",
  title =        "Pages 1--134 ({January 2023})",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "1--134",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(22)00102-2",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222001022",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kiviet:2023:IFI,
  author =       "Jan F. Kiviet",
  title =        "Instrument-free inference under confined regressor
                 endogeneity and mild regularity",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "1--22",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001623",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Asai:2023:FPG,
  author =       "Manabu Asai",
  title =        "Feasible Panel {GARCH} Models: Variance-Targeting
                 Estimation and Empirical Application",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "23--38",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.01.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622200003X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Savinov:2023:RTT,
  author =       "Evgeniy Savinov and Victoria Shamraeva",
  title =        "On a {Rosenblatt}-type transformation of multivariate
                 copulas",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "39--48",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.016",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001313",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Guindani:2023:ESI,
  author =       "Michele Guindani and F. Javier Rubio",
  title =        "Editorial: Special issue on Biostatistics",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "49--50",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.09.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622200096X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chaurasia:2023:CRF,
  author =       "Ashok Chaurasia",
  title =        "Combining rules for {$F$}- and Beta-statistics from
                 multiply-imputed data",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "51--65",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.013",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001076",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Craig:2023:CPR,
  author =       "Sarah J. C. Craig and Ana M. Kenney and Junli Lin and
                 Ian M. Paul and Leann L. Birch and Jennifer S. Savage
                 and Michele E. Marini and Francesca Chiaromonte and
                 Matthew L. Reimherr and Kateryna D. Makova",
  title =        "Constructing a polygenic risk score for childhood
                 obesity using functional data analysis",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "66--86",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.014",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001295",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kartsonaki:2023:RRR,
  author =       "Christiana Kartsonaki and D. R. Cox",
  title =        "Regression Reconstruction from a Retrospective
                 Sample",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "87--92",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.10.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622030085X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Mukhopadhyay:2023:PRS,
  author =       "Subhadeep Mukhopadhyay and Kaijun Wang",
  title =        "On The Problem of Relevance in Statistical Inference",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "93--109",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.013",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001283",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Niessl:2023:SIS,
  author =       "Alexandra Nie{\ss}l and Arthur Allignol and Jan
                 Beyersmann and Carina Mueller",
  title =        "Statistical inference for state occupation and
                 transition probabilities in non-{Markov} multi-state
                 models subject to both random left-truncation and
                 right-censoring",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "110--124",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.09.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001155",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Yi:2023:MDP,
  author =       "Yanqing Yi and Xikui Wang",
  title =        "A {Markov} decision process for response adaptive
                 designs",
  journal =      j-ECONOM-STAT,
  volume =       "25",
  number =       "??",
  pages =        "125--133",
  month =        jan,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.015",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Feb 11 10:49:03 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001301",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:PAa,
  author =       "Anonymous",
  title =        "Pages 1--160 ({April 2023})",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "1--160",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "ii--ii",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(23)00017-5",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306223000175",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Colubi:2023:ESI,
  author =       "Ana Colubi and Erricos Kontoghiorghes",
  title =        "Editorial Special issues on the 20th anniversary of
                 the {CMStatistics (Computational and Methodological
                 Statistics)}",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "1--2",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2023.03.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306223000126",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lippi:2023:HDD,
  author =       "Marco Lippi and Manfred Deistler and Brian Anderson",
  title =        "High-Dimensional Dynamic Factor Models: a Selective
                 Survey and Lines of Future Research",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "3--16",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.03.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000302",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Pesaran:2023:APT,
  author =       "M. Hashem Pesaran and Ron P. Smith",
  title =        "Arbitrage pricing theory, the stochastic discount
                 factor and estimation of risk premia from portfolios",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "17--30",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.11.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001362",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Castle:2023:RDR,
  author =       "Jennifer L. Castle and Jurgen A. Doornik and David F.
                 Hendry",
  title =        "Robust Discovery of Regression Models",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "31--51",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000629",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{MacKinnon:2023:FCB,
  author =       "James G. MacKinnon",
  title =        "Fast cluster bootstrap methods for linear regression
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "52--71",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.11.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001404",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Harvey:2023:DTM,
  author =       "Andew Harvey and Yin Liao",
  title =        "Dynamic Tobit models",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "72--83",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.012",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001064",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Colubi:2023:FSF,
  author =       "Ana Colubi and Ana Bel{\'e}n Ramos-Guajardo",
  title =        "Fuzzy sets and (fuzzy) random sets in
                 {{\booktitle{Econometrics and Statistics}}}",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "84--98",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.07.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000788",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kneib:2023:RAM,
  author =       "Thomas Kneib and Alexander Silbersdorff and Benjamin
                 S{\"a}fken",
  title =        "Rage Against the Mean --- a Review of Distributional
                 Regression Approaches",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "99--123",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000824",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ahfock:2023:SSL,
  author =       "Daniel Ahfock and Geoffrey J. McLachlan",
  title =        "Semi-Supervised Learning of Classifiers from a
                 Statistical Perspective: a Brief Review",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "124--138",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.03.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000296",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chen:2023:NSB,
  author =       "Su Chen and Stephen G. Walker",
  title =        "A New Statistic for {Bayesian} Hypothesis Testing",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "139--152",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001246",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Ley:2023:WSF,
  author =       "Christophe Ley",
  title =        "When the score function is the identity function --- a
                 tale of characterizations of the normal distribution",
  journal =      j-ECONOM-STAT,
  volume =       "26",
  number =       "??",
  pages =        "153--160",
  month =        apr,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.10.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Sat Apr 1 13:08:10 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306220300836",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:PJb,
  author =       "Anonymous",
  title =        "Pages 1--196 ({July 2023})",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "1--196",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "ii--ii",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(23)00045-X",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622300045X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hallin:2023:FVR,
  author =       "Marc Hallin and Carlos Truc{\'\i}os",
  title =        "Forecasting value-at-risk and expected shortfall in
                 large portfolios: a general dynamic factor model
                 approach",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "1--15",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000563",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chu:2023:MRR,
  author =       "Amanda M. Y. Chu and Yasuhiro Omori and Hing-yu So and
                 Mike K. P. So",
  title =        "A Multivariate Randomized Response Model for Sensitive
                 Binary Data",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "16--35",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.01.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000041",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hirukawa:2023:RCM,
  author =       "Masayuki Hirukawa",
  title =        "Robust Covariance Matrix Estimation in Time Series: a
                 Review",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "36--61",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001428",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Proietti:2023:SHF,
  author =       "Tommaso Proietti and Diego J. Pedregal",
  title =        "Seasonality in High Frequency Time Series",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "62--82",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.02.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000090",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Gao:2023:TWT,
  author =       "Zhaoxing Gao and Ruey S. Tsay",
  title =        "A Two-Way Transformed Factor Model for Matrix-Variate
                 Time Series",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "83--101",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001027",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hans:2023:EBM,
  author =       "Christopher M. Hans and Mario Peruggia and Junyan
                 Wang",
  title =        "Empirical {Bayes} Model Averaging with Influential
                 Observations: Tuning {Zellner}'s $g$ Prior for
                 Predictive Robustness",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "102--119",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001477",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Canale:2023:ISS,
  author =       "Antonio Canale and Antonio Lijoi and Bernardo Nipoti
                 and Igor Pr{\"u}nster",
  title =        "Inner spike and slab {Bayesian} nonparametric models",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "120--135",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.017",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100143X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Abe:2023:BEM,
  author =       "Toshihiro Abe and Yoichi Miyata and Takayuki
                 Shiohama",
  title =        "{Bayesian} estimation for mode and anti-mode
                 preserving circular distributions",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "136--160",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000344",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Galharret:2023:BAM,
  author =       "Jean-Michel Galharret and Anne Philippe",
  title =        "{Bayesian} analysis for mediation and moderation using
                 $g$-priors",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "161--172",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.009",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001635",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Goegebeur:2023:WTE,
  author =       "Yuri Goegebeur and Armelle Guillou and Nguyen Khanh Le
                 Ho and Jing Qin",
  title =        "A {Weissman}-type estimator of the conditional
                 marginal expected shortfall",
  journal =      j-ECONOM-STAT,
  volume =       "27",
  number =       "??",
  pages =        "173--196",
  month =        jul,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.09.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Jun 29 06:08:39 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001131",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:PO,
  author =       "Anonymous",
  title =        "Pages 1--172 (October 2023)",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "1--172",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2023:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "ii--ii",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(23)00066-7",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306223000667",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Billio:2023:NRS,
  author =       "Monica Billio and Massimiliano Caporin and Lorenzo
                 Frattarolo and Loriana Pelizzon",
  title =        "Networks in risk spillovers: a multivariate {GARCH}
                 perspective",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "1--29",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2020.12.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000058",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chen:2023:BER,
  author =       "Cathy W. S. Chen and Toshiaki Watanabe and Edward M.
                 H. Lin",
  title =        "{Bayesian} estimation of realized {GARCH}-type models
                 with application to financial tail risk management",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "30--46",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.03.006",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000484",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Song:2023:BAA,
  author =       "Zefang Song and Xinyuan Song and Yuan Li",
  title =        "{Bayesian} Analysis of {ARCH-M} model with a dynamic
                 latent variable",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "47--62",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001167",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Wagner:2023:FAB,
  author =       "Helga Wagner and Sylvia Fr{\"u}hwirth-Schnatter and
                 Liana Jacobi",
  title =        "Factor-augmented {Bayesian} treatment effects models
                 for panel outcomes",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "63--80",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.04.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000430",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Smith:2023:ICO,
  author =       "Michael Stanley Smith",
  title =        "Implicit Copulas: an Overview",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "81--104",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001465",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Beutner:2023:REA,
  author =       "Eric Beutner",
  title =        "A review of effective age models and associated non-
                 and semiparametric methods",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "105--119",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.12.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001490",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Emura:2023:CPE,
  author =       "Takeshi Emura and Ching-Chieh Lai and Li-Hsien Sun",
  title =        "Change point estimation under a copula-based {Markov}
                 chain model for binomial time series",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "120--137",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000836",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Grossmann:2023:POB,
  author =       "Heiko Gro{\ss}mann and Steven G. Gilmour",
  title =        "Partially orthogonal blocked three-level response
                 surface designs",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "138--154",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001015",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chen:2023:NMF,
  author =       "Ping-Yang Chen and Ray-Bing Chen and Yu-Shi Chen and
                 Weng Kee Wong",
  title =        "Numerical Methods for Finding {$A$}-optimal Designs
                 Analytically",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "155--162",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.09.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000867",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Borrotti:2023:MOO,
  author =       "Matteo Borrotti and Francesco Sambo and Kalliopi
                 Mylona",
  title =        "Multi-objective optimisation of split-plot designs",
  journal =      j-ECONOM-STAT,
  volume =       "28",
  number =       "??",
  pages =        "163--172",
  month =        oct,
  year =         "2023",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.04.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Sep 21 05:41:16 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000417",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2024:PJa,
  author =       "Anonymous",
  title =        "Pages 1--282 ({January 2024})",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "1--282",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Anonymous:2024:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "ii--ii",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/S2452-3062(23)00086-2",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306223000862",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Arteche:2024:BLM,
  author =       "Josu Arteche",
  title =        "Bootstrapping long memory time series: Application in
                 low frequency estimators",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "1--15",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.06.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000769",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Li:2024:ELD,
  author =       "Degui Li",
  title =        "Estimation of Large Dynamic Covariance Matrices: a
                 Selective Review",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "16--30",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000587",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Hayakawa:2024:RDC,
  author =       "Kazuhiko Hayakawa",
  title =        "Recent development of covariance structure analysis in
                 economics",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001179",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Psaradakis:2024:MSM,
  author =       "Zacharias Psaradakis and Martin Sola",
  title =        "{Markov}-Switching Models with State-Dependent
                 Time-Varying Transition Probabilities",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "49--63",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000575",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Morana:2024:NMF,
  author =       "Claudio Morana",
  title =        "A new macro-financial condition index for the euro
                 area",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "64--87",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.09.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S245230622100112X",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Baillie:2024:CLS,
  author =       "Richard T. Baillie and Dooyeon Cho and Seunghwa Rho",
  title =        "Combining Long and Short Memory in Time Series Models:
                 the Role of Asymptotic Correlations of the {MLEs}",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "88--112",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.06.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000752",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Billio:2024:CSF,
  author =       "Monica Billio and Roberto Casarin and Michele Costola
                 and Matteo Iacopini",
  title =        "{COVID-19} spreading in financial networks: a
                 semiparametric matrix regression model",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "113--131",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.10.003",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221001180",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Guisinger:2024:ICB,
  author =       "Amy Y. Guisinger and Michael T. Owyang and Daniel
                 Soques",
  title =        "Industrial Connectedness and Business Cycle
                 Comovements",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "132--149",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.08.004",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000988",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Cantoni:2024:RCM,
  author =       "Eva Cantoni and Nad{\`e}ge Jacot and Paolo Ghisletta",
  title =        "Review and comparison of measures of explained
                 variation and model selection in linear mixed-effects
                 models",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.05.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000630",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Kalogridis:2024:RPS,
  author =       "Ioannis Kalogridis and Stefan {Van Aelst}",
  title =        "Robust penalized spline estimation with difference
                 penalties",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "169--188",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.07.005",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000812",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Riani:2024:ICO,
  author =       "Marco Riani and Anthony Curtis Atkinson and Aldo
                 Corbellini and Alessio Farcomeni and Fabrizio Laurini",
  title =        "Information Criteria for Outlier Detection Avoiding
                 Arbitrary Significance Levels",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "189--205",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.02.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000107",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Boudt:2024:RIF,
  author =       "Kris Boudt and Ewoud Heyndels",
  title =        "Robust interactive fixed effects",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "206--223",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.01.002",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000028",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Lee:2024:FOS,
  author =       "JooChul Lee and Elizabeth D. Schifano and HaiYing
                 Wang",
  title =        "Fast Optimal Subsampling Probability Approximation for
                 Generalized Linear Models",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "224--237",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.02.007",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000290",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Chang:2024:EBM,
  author =       "Xiao-Wen Chang and Zhilong Chen and Jinming Wen",
  title =        "An extended {Babai} method for estimating linear model
                 based integer parameters",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "238--251",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.01.008",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000089",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Bernard:2024:SMS,
  author =       "Gaspard Bernard and Thomas Verdebout",
  title =        "On some multivariate sign tests for scatter matrix
                 eigenvalues",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "252--260",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2021.04.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306221000472",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}

@Article{Muschinski:2024:CBM,
  author =       "Thomas Muschinski and Georg J. Mayr and Thorsten Simon
                 and Nikolaus Umlauf and Achim Zeileis",
  title =        "{Cholesky}-based multivariate {Gaussian} regression",
  journal =      j-ECONOM-STAT,
  volume =       "29",
  number =       "??",
  pages =        "261--281",
  month =        jan,
  year =         "2024",
  CODEN =        "????",
  DOI =          "https://doi.org/10.1016/j.ecosta.2022.03.001",
  ISSN =         "2452-3062",
  ISSN-L =       "2452-3062",
  bibdate =      "Thu Dec 21 07:06:51 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/economstat.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S2452306222000168",
  acknowledgement = ack-nhfb,
  fjournal =     "Econometrics and Statistics",
  journal-URL =  "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}