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%%%     author          = "Nelson H. F. Beebe",
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%%%     date            = "06 September 2019",
%%%     time            = "16:32:23 MDT",
%%%     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             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "49467 2911 10160 114446",
%%%     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.
%%%
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%%%
%%%                            https://www.sciencedirect.com/journal/econometrics-and-statistics
%%%
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%%%
%%%                             2017 (  49)    2018 (  46)    2019 (  34)
%%%
%%%                             Article:        129
%%%
%%%                             Total entries:  129
%%%
%%%                        Entries for this bibliography have been
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%%%                        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|http://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 =    "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",
  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{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",
  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 =    "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
                 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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "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",
  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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "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{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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "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",
  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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "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",
  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 =    "http://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 =    "http://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 =    "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",
  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 =    "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",
  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/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 =    "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{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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "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",
  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 =    "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",
  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 =    "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
                 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 =    "http://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 =    "http://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 =    "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",
  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 =    "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",
  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 =    "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 $})",
  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 =    "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",
}