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@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|http://www.math.utah.edu/~beebe/|"}
@String{j-ECONOM-STAT = "Econometrics and Statistics"}
@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 = "http://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",
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bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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",
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volume = "3",
number = "??",
pages = "3--22",
month = jul,
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://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
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Jiang:2017:LDQ,
author = "Wenxin Jiang",
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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}
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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",
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volume = "3",
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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",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Forcina:2017:FSA,
author = "Antonio Forcina",
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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
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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",
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month = jul,
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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",
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volume = "4",
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pages = "1--2",
month = oct,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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})",
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volume = "4",
number = "??",
pages = "1--130",
month = oct,
year = "2017",
CODEN = "????",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://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",
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volume = "4",
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ISSN = "2452-3062",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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
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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
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fjournal = "Econometrics and Statistics",
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}
@Article{Kleppe:2017:ECS,
author = "Tore Selland Kleppe and Atle Oglend",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
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author = "M. Matilainen and C. Croux and K. Nordhausen and H.
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fjournal = "Econometrics and Statistics",
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}
@Article{Meligkotsidou:2017:BAU,
author = "Loukia Meligkotsidou and Elias Tzavalis and Ioannis
Vrontos",
title = "On {Bayesian} analysis and unit root testing for
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fjournal = "Econometrics and Statistics",
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}
@Article{Abe:2017:TPF,
author = "Toshihiro Abe and Christophe Ley",
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@Article{Chai:2017:IGE,
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Wang and Sanguo Zhang and Syed Ejaz Ahmed and Shuangge Ma",
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fjournal = "Econometrics and Statistics",
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}
@Article{Segers:2017:NAM,
author = "Rene Segers and Philip Hans Franses and Bert de
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}
@Article{Becker:2018:FRC,
author = "Martin Becker and Stefan Kl{\"o}{\ss}ner",
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@Article{Anonymous:2018:PJa,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
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}
@Article{Panayi:2018:DMM,
author = "Efstathios Panayi and Gareth W. Peters and Jon
Danielsson and Jean-Pierre Zigrand",
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}
@Article{Miller:2018:SRT,
author = "J. Isaac Miller",
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@Article{Grigoryeva:2018:VFU,
author = "Lyudmila Grigoryeva and Juan-Pablo Ortega and Anatoly
Peresetsky",
title = "Volatility forecasting using global stochastic
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fjournal = "Econometrics and Statistics",
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}
@Article{Lamperti:2018:ITC,
author = "Francesco Lamperti",
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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",
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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 = "http://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",
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volume = "5",
number = "??",
pages = "124--136",
month = jan,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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}
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volume = "5",
number = "??",
pages = "137--147",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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volume = "5",
number = "??",
pages = "148--170",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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volume = "5",
number = "??",
pages = "171--188",
month = jan,
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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",
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volume = "7",
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pages = "1--17",
month = jul,
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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",
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volume = "6",
number = "??",
pages = "1--21",
month = apr,
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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}
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volume = "6",
number = "??",
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month = apr,
year = "2018",
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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",
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volume = "6",
number = "??",
pages = "44--56",
month = apr,
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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",
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volume = "6",
number = "??",
pages = "57--73",
month = apr,
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ISSN = "2452-3062",
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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",
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volume = "6",
number = "??",
pages = "74--89",
month = apr,
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://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",
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volume = "6",
number = "??",
pages = "90--105",
month = apr,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
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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",
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volume = "6",
number = "??",
pages = "106--106",
month = apr,
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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",
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volume = "6",
number = "??",
pages = "107--128",
month = apr,
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://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",
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volume = "6",
number = "??",
pages = "129--148",
month = apr,
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CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://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",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://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",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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,
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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volume = "7",
number = "??",
pages = "30--45",
month = jul,
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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}",
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volume = "7",
number = "??",
pages = "46--62",
month = jul,
year = "2018",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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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 = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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 = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://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",
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volume = "7",
number = "??",
pages = "115--133",
month = jul,
year = "2018",
CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://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",
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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 = "http://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
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number = "??",
pages = "153--164",
month = jul,
year = "2018",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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",
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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 = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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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})",
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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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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",
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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 = "http://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",
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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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 $})",
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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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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 = "http://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",
}
