ACH ACM ACS ACV ADN AEB AEC AED AEJ AET AFJ AFS AGP AHA AHC AI AIC AIV ALT AMC AMD AMF ANC ANDa ANDb ANF AOG APB APC APF APK APO ARFIMA ARIMA ARMA ARR ASC ASD ASE ATS Aa Ab Abad Abdo Abeysinghe Abrevaya Ac Acknowledgement Ae Agust Agustin Ahmet Ahn Ai Aigner Ait Ajay Ala Alain Alana Alastair Alexandre Allenby Alok Alvaro Aman Amartya Amemiya Ananda Anders Andr Angrist Anil Ansley Antonis Anup Anurag Apostolos Appelbaum Appelbe Arellano Arguea Arie Ariel Aris Ars Asea Askar Atsushi Attfield Autoregressive Axel B BAA BAC BAE BAL BAM BAS BASa BASb BAU BB BBC BCA BCB BCR BEA BEM BES BFN BIE BIR BIS BLR BME BMN BMR BMS BNB BPM BPR BPT BRR BRS BSE BVAR BWM BWP Badi Bagozzi Bahram Bai Baier Baillie Balestra Baltagi Banerjee Bansal Bao Baohong Bartels Barten Bas Basmann Bauwens Baye Bayes Beaulieu Behrman Benedikt Beno Benu Berechman Bernadette Bernd Berndt Bernoullis Bertschek Beum Bewley Bhargava Bidani Bierens Biing Billio Bing Bjurek Blaschke Bloemen Blomberg Blommestein Blomquist Blundell Bo Bockenholt Boisso Bollerslev Bollinger Borjas Borsch Bossaerts Boswijk Boudjellaba Bougerol Boumans Bover Bregman Breidt Breitung Breslaw Bresnahan Breusch Broeck Bronwyn Broze Buchinsky Burbidge Burda Byeong Byeongseon Byung C CAE CBA CBI CBR CBT CC CCBa CCBb CCE CCS CDM CEP CERGE CES CGG CHT CIT CLS CMA CML CMS CNH CNL CNT CODEN COR CPD CPM CPS CPT CPV CRA CRD CRP CSA CSC CSE CSN CSO CSP CTC CTE CTF CTI CTP CVG CVT Camilo Campos Canova Cao Carlos Carmelo Carraro Cartwright Casper Caudill Cavanagh Chakravarthi Chan Changli Changseob Chansik Chao Charnes Cheng Chesher Cheung Chiang Chib Chien Chih Chihwa Ching Chintagunta Chirinko Cho Choi Choon Chor Choudhury Chowdhury Christophe Chuan Chuanhai Chul Chung Chunrong Claessen Co Codependent Cointegration Colin Collado Comte Conjectandi Connolly Cornwell Corts Costas Cowell Cragg Cramer Crato Creedy Crepon D DAE DAP DB DBC DBS DCM DCR DCS DCT DDD DDW DEA DEOa DEOb DES DEV DFA DFE DHR DII DIT DJC DLM DMH DMO DOI DPH DPN DPP DSB DSI DSM DSO DST DTA DTC DTU DWR Dagenais Dagum Danielsson Das Dasgupta Dastoor De DeJong DeSarbo Deaton Dekimpe Delores Denis Denise Denning Denyse Denzil Deschamps Deutsch Devereux Dezhbakhsh Dhrymes Diebold Diewert Dijk Dineen Dionne Dongchul Dongin Dongkoo Doorslaer Doran Dorfman Dorsey Draisma Drost Duan Dubin Dufour Duggal Duguet Durbin Durlauf Dwyer E EAC EAN EBA EBS EBa EBb EBc EBd EBe EBf EBg ECB ECD ECI ECL ECM ECT ECU EDA EDM EDO EDV EED EEI EEM EEP EES EET EEV EFS EGF EGL EI EIA EIB EIC EIE EIF EIG EIN EIP EIR EIS EIY ELA ELD ELR EMC EMD EMM EMP ENH ENP EPD EPE EPF EPN EPS ERB ERM ERP ES ESA ESE ESJ ESL ESP ESV ETD ETL ETR ETS ETT ETW EUM EVI Ea Ebrahimi Ec Eduardo Efthymios Ehsan Eijte Eitrheim Ekaterini Elias Elie Enberg Engel Engle Enrique Entorf Erard Erdem Ericsson Ermini Escribano Esfandiar Estela Eugen Euntaik Exogeneity F FAM FAX FBU FCF FDS FFF FFM FIML FLS FMI FML FNP FOS FPE FPI FSB FSD FSE FSM FSP FTB FTF FTP FTS Fabio Fai Fallaw Farshid Fei Feike Fenton Fernandez Ferrier Fiebig Filardo Filho Findley Finetti Fitzenberger Fl Foekens Follmann Fomby Fong Fornari Forsund Francesc Franses Friedmann Frisch Froeb Fu Fukushige G GARCH GBDa GBDb GBI GDE GDS GEC GEV GFF GFO GFP GIW GLS GLSEM GMM GOS GPT GQA GUC Gagn Gagnon Galbraith Gatto Gauthier Geert Geol Geraldo Gerrit Gertler Geweke Ghazal Ghysels Giaccotto Gianluigi Gleb Glejser Goffe Golan Goldfeld Gomez Gonul Gonz Gonzalo Gorgens Gottschalk Gouri Gourieroux Govaerts Gozalo Grayham Greenberg Gregoir Griffiths Griliches Grillenzoni Gritz Grosskopf Guay Guglielmo Guido Guilkey Gurmu H HC HCI HIA HII HLM HLR HME HOA HOS HPD HRM HSA HTA HTC HTR HWE Hackl Hadamard Hadri Hafida Hailong Haim Hajime Hajivassiliou Halbert Haldrup Halvorsen Hanssens Harald Hardle Hashem Hatanaka Haug Hausman Hauver Havenner Heikes Heineke Hendry Heng Henk Hensher Herwartz Heteroskedastic Hidehiko Hideo Hillion Hinich Hinkley Hiro Hiroki Hiroko Hiroshi Hiroyuki Hirschberg Hisamatsu Hisashi Hjalmarsson Hodgson Hodoshima Hoek Holger Hongyi Honore Horst Hosking Hosoya Hossein Hsiao Hsieh Huang Hudak Hussey Hwang Hwy Hylleberg Hyung Hyungtaik IAM IAP IAW IBS ICM ICS ICT ICV IDM IEA IED IEN IEP IESa IESb IGC IIC IIV IKI ILR IML INAR INI INL IPA IPC IPI IPN IPV IRF IRL IRM IRP ISD ISI ISL ISLM ISP ISR ISS ISSN ISU ITC ITE ITF ITP ITQ IUR IVE IVS Ia Ib Ic Ichimura Id Ie Ignacio Ilaria Im Imbens Inder Ingmar Inoue Inpyo Insan Interarea Internet Intertemporal Ishaq Ishiguro Iwata J JCF JEA JECMB JEF JES JPL JSS JST Jacek Jae Jaenicke Jaesum Jaeyeong Jaeyoun Jaggia Janne Jati Javier Jayet Jeffreys Jeongwen Jere Jerzy Jes Jesper Jianjun Jin Jinbang Jinyong Jiro Jochen Joffre Johansen Jong Joon Jorgenson Joris Jos Juhani Julien Jungeilges Jungwhan Juselius Jushan Justus K KPSS Kadane Kaddour Kadiyali Kai Kajal Kak Kakwani Kao Kaplan Kapteyn Karanasos Karlsson Katarina Kato Katsuto Kazimi Kazuhiro Kazumitsu Keane Kelejian Keunkwan Keuzenkamp Ki Kiefer Kimio Kinal Kirman Kitamura Kiviet Kiwhan Klaassen Kleibergen Kloek Kobayashi Koenker Kohn Koichi Kokoszka Kongsted Koning Koop Koopman Kooreman Koper Kopp Koyak Kozumi Kr Kramarz Krane Krishnakumar Krol Kroner Kuan Kullback Kumbhakar Kunitomo Kuo Kurosawa Kuttner Kwan Kwiatkowski Kyriazidou Kyung L LAAa LAAb LAE LAS LC LCB LCR LDC LEF LIF LMC LMP LMT LPA LPE LPF LPU LRE LRT LSD LSE LSI LSM LTE LTS Labeaga Labour Lahiri Laitila Langemeier Lanot Lara Laroque Lasserre Lau Lechner Leeflang Leeuw Lehmann Lemieux Lennart Leung Lewbel Lewin Ley Leybourne Li Lichtenberg Lillard Linton Lippi Lipschitz Liqun Liu Lobato Lorenz Loretan Louviere Lovell Lubrano Luc Lucrezia Luigi Lumsdaine Lund Lutkepohl Luukkonen Lyapunov M MAI MAM MBB MBE MCA MCE MCI MCM MCP MCR MCS MCU MDE MDF MDP MDV MEC MEE MEP MGC MHP MIE MIJ MILa MILb MIP MLE MLI MLS MMC MME MNA MND MOA MOS MPC MPI MPL MPM MPS MRA MRO MRQ MRT MSE MSP MSR MST MTE MTS MUP MUR MVA MVP MW MWS MWTa MWTb Maasoumi MacKinlay MacKinnon Machado Maddala Maekawa Magdalinos Magee Magnac Magnus Mahal Maike Maindiratta Mairesse Makio Malani Mallows Malwane Mandy Manski Manton Maravall Marchi Margie Marginalization Mariane Mariano Marmol Marnik Marno Marseille Martins Masahito Masako Masao Mathis Matzkin McAleer McCulloch McCurdy McLaren McManus Meghir Mehmet Mehr Melino Melvyn Menelaos Mensah Merran Metcalf Mich Michelis Michels Michio Mico Mikhail Mikkelsen Minbo Ming Minxian Miron Mirowski Misclassification Misspecifications Mittnik Mizon Modelling Moffitt Monfort Montenegro Morduch Moreau Morimune Morin Moshe Mototsugu Moulton Mroz Mthuli Mukhtar Mullahy Multi Murad Mustafa Myoung N NBA NBI NBT NCA NCS NDM NEA NEM NES NEV NFA NHE NIE NIN NIR NLH NMA NMD NMR NNG NPC NPH NRU NSA NSC NSD NSL NST NTA NTP NTR NTS NUNa NUNb Nabeya Nader Nadiri Nakamura Nanak Naniwa Nankervis Naorayex Naoto Narasimhan Nason Nassen Naufel Nawata Ncube Nerlove Neudecker Neuman Neves Newbold Newey Newhouse Ng Ngai Nico Nicola Niels Niesing Nigel Nijman Nimalendran Nizar Noh Nonclassical Nonconvexities Nonnested Nowak Nuno O OBC OCC OCU OFL OIT OLS OPP ORA ORU OSF OSM OTC OTT OUD Oaxaca Ogaki Ohanian Ohtani Ole Oliner Olley Orden Orme Osiewalski Ouellette Outlier Outliers Overdispersion Ozcam P PAE PAa PAb PBF PCA PCE PCR PCS PCU PCW PD PDE PDL PDM PE PEF PES PEV PF PFC PFD PFP PJ PJA PJAa PJF PJS PJa PJb PJc PKT PLE PMA PMF PMJ PML PMa PMb PN PNa PNb POA PON PPP PPU PRJ PRM PS PSB PSM PSO PTL PTM PTS PUI PUR PVF Paap Paarsch Pai Pakes Pantula Paolo Paramsothy Partha Paruolo Pb Pc Pe Pelloni Pendakur Pentti Peracchi Perloff Perron Pesaran Pettit Pfann Philippe Philipson Phillip Phoebus Picard Pierse Pietro Pinkse Piotr Planas Ploberger Plosser Poirier Polachek Polasek Politis Pollak Potscher Praag Pradeep Prasada Pravin Pre Probit Prucha Psaradakis Pudney Q QAE QAP QGE QLA QML QMR QRB QRE QTA Qi Qian Quang Quanling Quantile Quenneville Quintos R RBG RBI RBM RBT RCS RDC RDD RDE REB REBa REBb REE REI REL REM RESa RESb RFH RHT RLF RM RMB RMC RME RMP RND RNR RNT RPT RRR RSM RST RTE RTO RTU RWD Rahbek Rahman Rainer Ralf Rambaldi Rao Rappaport Raul Ravallion Ravi Raynauld Rayner Regev Reichlin Reinsdorf Reinsel Reiss Ridder Rilstone Risso Ritva Rivera Robb Roch Rodr Rolf Ronchetti Rossi Rothenberg Rothschild Rubin Rudebusch Ruggiero Ruiz Rulon Runchu Runde Runkle Ruud Rwandese Rygh Ryu S SAE SAI SBC SBE SBI SBM SBT SCB SCN SCP SDA SDD SDE SDI SEB SEDa SEDb SEH SEM SEN SEP SES SEU SFM SGA SGP SHT SI SIA SIH SIM SIV SJB SKD SLS SLSa SLSb SLT SLV SMA SMF SMG SMI SML SMN SMV SNE SNP SPF SPH SPI SPL SQV SRC SRD SRG SRR SRT SSA SSD SSM SSP SSR STB STD STE STM STP STQ STS SUR SVA SVC SVI Sa Sadao Saddlepath Sahalia Saikkonen Sakata Salani Salemi Saltzman Samiei Sandmann Sanghamitra Sanjiv Sarabia Sargan Sastry Sato Sau Savin Schaumburg Scheinkman Schiantarelli Schipp Schmertmann Schotman Schwarz Schwert Scully Seasonality Segerson Seiford Seiji Selvanathan Seminonparametric Semiparametric Sen Sengupta Sentana Seo Sepanski Serena Serletis Seung Shafer Shahidur Shalabh Shanken Sharma Shawna Sheather Shefrin Shen Shephard Shiferaw Shigeru Shihti Shik Shinichi Shively Shlomo Shoshana Shuangzhe Sichel Sickles Siddhartha Siem Siklos Silber Silva Silvapulle Simar Simonato Simons Siu Skeels Slade Slesnick Slottje Slutsky Soest Sola Songnian Sonja Soo Soofi Sourushe Souza Sowell Spanos Spyridon Srivastava Stallard Stationarity Steigerwald Stengos Stephan Stigler Streibel Sturm Stutzer Subal Subhash Subsampling Sueyoshi Sune Suojin Supan Susmel Svend Swait Swensen Swofford Symeonides Szpiro Szroeter T TAA TAS TCE TCH TCI TCM TCR TDJ TEC TEL TER TFF TGE TJH TLR TLS TME TNE TNH TNN TNS TPC TPP TRT TRV TSB TSC TSD TSE TSH TSI TSL TSP TSS TSU TTE TUR TVC TWC TWT Tae Tah Taku Tanaka Tanizaki Taqqu Taubman Tauchen Tel Ter Terence Terrence Terza Teun Thanasis Theil Theo Thierry Thoma Thursby Tiao Tieslau Tilak Timo Tinbergen Tobin Tobit Toda Tomas Tomoo Torben Torelli Tornqvist Touzi Trajtenberg Trent Trevor Trivedi Trivellato Trognon Tschernig Tse Tsionas Tsurumi Tsybakov Tue Tunali Turkington Turnbull Tybout Tzavalis U UAE UCM UCP UCT UDF UEM UIP ULL UMM UNU UPD URL URT USW Udry Ugo Uhlig Ulf Ullah Urbain V VAR VARFIMA VARMA VARs VLM VPM VVL Vahid VanDijk VanPraag VanSoest Vanasse Varian Vartia Vassilis Veenman Velasco Vella Verbeek Vijaya Vijverberg Vilcassim Vinod Virendra Visser Vogelsang Vries Vrinda Vuong W WCS WDR WEA WESML WEV WPF WTG WWW Wago Wagstaff Wald Wansbeek Wedel Wegge Weiren Welch Werker Westlund Whang Whitehouse Whiteman Wickens Wilfling Willem Willson Wim Windmeijer Winer Winkelmann Wirjanto Wittink Wolfson Wolpin Woodbury Wooldridge Wyhowski X Xianming Xiao Xiaohong Xu Y Yacine Yamada Yamamoto Yanqin Yasuo Yazbeck Yee Yexiao Yi Yikang Yitzhaki Yiu Yiuman Yongcheol Yoo Yoon Youjae Youngchan Yu Yuichi Yum Yuzo Z ZEF Zabel Zacharias Zandvakili Zeisel Zellner Zha Zhang Zheng Zhijie Zhuanxin Zin Zinde Zvi ack acknowledgement acm allocative apr asymptotics auctions aug autocorrelated autocorrelations autocovariance autocovariances autoregression autoregressions autoregressive beebe behaviour bibdate bibmods bibnames bibsource bivariate breakpoint c changepoint ckenholt ckiger cointegrated cointegrating cointegration collinearity com correctors covariates ctor d de deJong deLima deVries dec der detrending diffusions doi e edu endogeneity equicontinuity exogeneity feb fei fjournal formulae guez hedonic heteroscedastic heteroscedasticity heteroskedastic heteroskedasticity http https i identifiability ifc indices intertemporal j jae jan jeconom jeconometrics jul jun k ki kilns l labour le lez lin logit macroeconomic mer mez microeconometric ming mismeasured misspecification misspecified modelling multi multinomial multiperiod n ndez nhfb noncausality nonexperimental nonfundamental noninvertible nonlinearities nonmonotonic nonnegativity nonnested nonnormal nonnormality nonregular nonresponse nonspherical nonstationary nonsynchronous normalising nov o oct ois org outlier outliers overdispersion overidentification overidentifying p particularities periodogram phane pii polychotomous poolability pp pre predeterminedness priors probit procyclical q quantile quantiles quasilikelihood r rdle regressors ren rensen retirement rg rgens rgensen roux rsch s sciencedirect semiparametric sep showtags stationarity suboptimally superexogeneity svirta t teflon tex tkepohl tobit translog tscher u ultrastructural unbiasedness univariate utah v vanPraag vanSoest vandenBerg vandenBroeck vanderLeeuw vol vs www yvind zcam