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%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.00",
%%%     date            = "06 March 2019",
%%%     time            = "10:53:50 MST",
%%%     filename        = "jeconometrics2000.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        = "05116 29536 105151 1192195",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of
%%%                        Econometrics",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Econometrics (CODEN JECMB6,
%%%                        ISSN 0304-4076 (print), 1872-6895
%%%                        (electronic)), published by Elsevier, for
%%%                        the decade 2000--2009.
%%%
%%%                        Publication began with volume 1, number 1,
%%%                        in March 1973, with two issues per volume
%%%                        through volume 4 in 1976.  There were three
%%%                        issues per volume through volume 59 in 1993.
%%%                        Since then, there are only two issues per volume,
%%%                        and there are generally multiple volumes per
%%%                        year.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            http://www.sciencedirect.com/science/journal/03044076
%%%
%%%                        At version 1.00, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1996 (   1)    2003 ( 120)    2010 (   0)
%%%                             1997 (   0)    2004 ( 113)    2011 (   0)
%%%                             1998 (   0)    2005 ( 111)    2012 (   1)
%%%                             1999 (   0)    2006 ( 154)    2013 (   0)
%%%                             2000 ( 103)    2007 ( 207)    2014 (   1)
%%%                             2001 ( 111)    2008 ( 187)
%%%                             2002 ( 117)    2009 ( 125)
%%%
%%%                             Article:       1351
%%%
%%%                             Total entries: 1351
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
%%%                        count) utility output of lines, words, and
%%%                        characters.  This is produced by Robert
%%%                        Solovay's checksum utility.",
%%%  }
%%% ====================================================================
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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-J-ECONOMETRICS        = "Journal of Econometrics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Rilstone:1996:SOB,
  author =       "Paul Rilstone and V. K. Srivastava and Aman Ullah",
  title =        "The second-order bias and mean squared error of
                 nonlinear estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "75",
  number =       "2",
  pages =        "369--395",
  month =        dec,
  year =         "1996",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(96)89457-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:11 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Rilstone:2005:CSO}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407696894577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Ea,
  author =       "Anonymous",
  title =        "Editorial",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "1--7",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00015-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000159",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2000:NRM,
  author =       "Yacine A{\"\i}t-Sahalia and Andrew W. Lo",
  title =        "Nonparametric risk management and implied risk
                 aversion",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "9--51",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00016-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000160",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Broadie:2000:AOS,
  author =       "Mark Broadie and J{\'e}r{\^o}me Detemple and Eric
                 Ghysels and Olivier Torr{\'e}s",
  title =        "{American} options with stochastic dividends and
                 volatility: A nonparametric investigation",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "53--92",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00017-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000172",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2000:PHD,
  author =       "Ren{\'e} Garcia and Ramazan Gen{\c{c}}ay",
  title =        "Pricing and hedging derivative securities with neural
                 networks and a homogeneity hint",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "93--115",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00018-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000184",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clement:2000:ESR,
  author =       "E. Clement and C. Gourieroux and A. Monfort",
  title =        "Econometric specification of the risk neutral
                 valuation model",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "117--143",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00019-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000196",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacquier:2000:BAC,
  author =       "Eric Jacquier and Robert Jarrow",
  title =        "{Bayesian} analysis of contingent claim model error",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "145--180",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00020-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000202",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bates:2000:PCF,
  author =       "David S. Bates",
  title =        "Post-'87 crash fears in the {S\&P} 500 futures option
                 market",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "181--238",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00021-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000214",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollen:2000:RSF,
  author =       "Nicolas P. B. Bollen and Stephen F. Gray and Robert E.
                 Whaley",
  title =        "Regime switching in foreign exchange rates:: Evidence
                 from currency option prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "239--276",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00022-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000226",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bakshi:2000:PHL,
  author =       "Gurdip Bakshi and Charles Cao and Zhiwu Chen",
  title =        "Pricing and hedging long-term options",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "277--318",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00023-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000238",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PJa,
  author =       "Anonymous",
  title =        "Pages 1--320 ({January 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "94",
  number =       "1--2",
  pages =        "??--??",
  month =        jan,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abrevaya:2000:REG,
  author =       "Jason Abrevaya",
  title =        "Rank estimation of a generalized fixed-effects
                 regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "1--23",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00027-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000275",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Charlier:2000:ECR,
  author =       "Erwin Charlier and Bertrand Melenberg and Arthur van
                 Soest",
  title =        "Estimation of a censored regression panel data model
                 using conditional moment restrictions efficiently",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "25--56",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00028-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000287",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nakatsuma:2000:BAA,
  author =       "Teruo Nakatsuma",
  title =        "{Bayesian} analysis of {ARMA-GARCH} models: A {Markov}
                 chain sampling approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "57--69",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00029-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000299",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ayat:2000:URT,
  author =       "Leila Ayat and Peter Burridge",
  title =        "Unit root tests in the presence of uncertainty about
                 the non-stochastic trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "71--96",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00030-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000305",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2000:DCP,
  author =       "Jae-Young Kim",
  title =        "Detection of change in persistence of a linear time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "97--116",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00031-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Kim:2002:CDC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000317",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2000:NSQ,
  author =       "Lung-fei Lee",
  title =        "A numerically stable quadrature procedure for the
                 one-factor random-component discrete choice model",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "117--129",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00032-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000329",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ryu:2000:EDU,
  author =       "Hang K. Ryu and Daniel J. Slottje",
  title =        "Estimating the density of unemployment duration based
                 on contaminated samples or small samples",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "131--156",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00033-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000330",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Banerjee:2000:SUT,
  author =       "Anurag N. Banerjee and Jan R. Magnus",
  title =        "On the sensitivity of the usual $t$- and {$F$}-tests
                 to covariance misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "157--176",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00034-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000342",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lutkepohl:2000:TCR,
  author =       "Helmut L{\"u}tkepohl and Pentti Saikkonen",
  title =        "Testing for the cointegrating rank of a {VAR} process
                 with a time trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "177--198",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00035-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000354",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2000:TTR,
  author =       "Yi-Ting Chen and Ray Y. Chou and Chung-Ming Kuan",
  title =        "Testing time reversibility without moment
                 restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "199--218",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00036-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000366",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PMa,
  author =       "Anonymous",
  title =        "Pages 1--218 ({March 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:31 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Eb,
  author =       "Anonymous",
  title =        "Editorial",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "219--220",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00037-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000378",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:C,
  author =       "Anonymous",
  title =        "Conference",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "221--221",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00047-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000470",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bierens:2000:ECC,
  author =       "Herman J. Bierens and Norman R. Swanson",
  title =        "The econometric consequences of the ceteris paribus
                 condition in economic theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "223--253",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00038-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440769900038X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chamberlain:2000:EDT,
  author =       "Gary Chamberlain",
  title =        "Econometrics and decision theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "255--283",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00039-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000391",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanGarderen:2000:CSA,
  author =       "Kees Jan van Garderen and Kevin Lee and M. Hashem
                 Pesaran",
  title =        "Cross-sectional aggregation of non-linear models",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "285--331",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00040-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000408",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hardle:2000:IBE,
  author =       "W. H{\"a}rdle and J. Horowitz",
  title =        "{Internet}-based econometric computing",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "333--345",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00041-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440769900041X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koenker:2000:GEF,
  author =       "Roger Koenker",
  title =        "{Galton}, {Edgeworth}, Frisch, and prospects for
                 quantile regression in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "347--374",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00043-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000433",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2000:ERC,
  author =       "Joel L. Horowitz and N. E. Savin",
  title =        "Empirically relevant critical values for hypothesis
                 tests: A bootstrap approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "375--389",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00042-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000421",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lancaster:2000:IPP,
  author =       "Tony Lancaster",
  title =        "The incidental parameter problem since 1948",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "391--413",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00044-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000445",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Manski:2000:IPD,
  author =       "Charles F. Manski",
  title =        "Identification problems and decisions under ambiguity:
                 Empirical analysis of treatment response and normative
                 analysis of treatment choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "415--442",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00045-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000457",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sims:2000:ULP,
  author =       "Christopher A. Sims",
  title =        "Using a likelihood perspective to sharpen econometric
                 discourse: Three examples",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "443--462",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00046-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000469",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Ia,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "463--463",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00067-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000676",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PAa,
  author =       "Anonymous",
  title =        "Pages 219--464 ({April 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "95",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ellison:2000:SFN,
  author =       "Glenn Ellison and Sara Fisher Ellison",
  title =        "A simple framework for nonparametric specification
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "1--23",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00048-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000482",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Butler:2000:ERM,
  author =       "J. S. Butler",
  title =        "Efficiency results of {MLE} and {GMM} estimation with
                 sampling weights",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "25--37",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00049-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000494",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2000:TSE,
  author =       "Valentina Corradi and Norman R. Swanson and Halbert
                 White",
  title =        "Testing for stationarity-ergodicity and for
                 comovements between nonlinear discrete time {Markov}
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "39--73",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00050-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000500",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Timmermann:2000:MMS,
  author =       "Allan Timmermann",
  title =        "Moments of {Markov} switching models",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "75--111",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00051-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000512",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2000:NIS,
  author =       "Miguel A. Delgado and Javier Hidalgo",
  title =        "Nonparametric inference on structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "113--144",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00052-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000524",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2000:RCT,
  author =       "Valentina Corradi",
  title =        "Reconsidering the continuous time limit of the {$ {\rm
                 GARCH}(1, 1) $} process",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "145--153",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00053-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000536",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tsay:2000:SRF,
  author =       "Wen-Jen Tsay and Ching-Fan Chung",
  title =        "The spurious regression of fractionally integrated
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "155--182",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00056-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000561",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2000:EEB,
  author =       "Songnian Chen",
  title =        "Efficient estimation of binary choice models under
                 symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "183--199",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00059-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000597",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PMb,
  author =       "Anonymous",
  title =        "Pages 1--200 ({May 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:32 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Taber:2000:SIH,
  author =       "Christopher R. Taber",
  title =        "Semiparametric identification and heterogeneity in
                 discrete choice dynamic programming models",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "201--229",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00057-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000573",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Michaelides:2000:ERE,
  author =       "Alexander Michaelides and Serena Ng",
  title =        "Estimating the rational expectations model of
                 speculative storage: A {Monte Carlo} comparison of
                 three simulation estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "231--266",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00058-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000585",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nielsen:2000:SEA,
  author =       "Soren Feodor Nielsen",
  title =        "On simulated {EM} algorithms",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "267--292",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00060-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000603",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2000:EAE,
  author =       "John Geweke and Michael Keane",
  title =        "An empirical analysis of earnings dynamics among men
                 in the {PSID}: 1968--1989",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "293--356",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00063-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000639",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baker:2000:DDN,
  author =       "Michael Baker and Angelo Melino",
  title =        "Duration dependence and nonparametric heterogeneity: A
                 {Monte Carlo} study",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "357--393",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00064-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000640",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Ib,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "395--395",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00017-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000178",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PJb,
  author =       "Anonymous",
  title =        "Pages 201--396 ({June 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "96",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Thomsen:2000:SCD,
  author =       "Thomas Thomsen",
  title =        "Short cuts to dynamic factor demand modelling",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "1--23",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00062-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000627",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2000:BAC,
  author =       "Siddhartha Chib and Barton H. Hamilton",
  title =        "{Bayesian} analysis of cross-section and clustered
                 data treatment models",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "25--50",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00065-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000652",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deschamps:2000:ESS,
  author =       "Philippe J. Deschamps",
  title =        "Exact small-sample inference in stationary, fully
                 regular, dynamic demand models",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "51--91",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00066-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000664",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2000:TSC,
  author =       "Bruce E. Hansen",
  title =        "Testing for structural change in conditional models",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "93--115",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00068-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000688",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perraudin:2000:DRA,
  author =       "William R. M. Perraudin and Bent E. S{\o}rensen",
  title =        "The demand for risky assets: Sample selection and
                 household portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "117--144",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00069-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440769900069X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2000:SQR,
  author =       "Arthur Lewbel",
  title =        "Semiparametric qualitative response model estimation
                 with unknown heteroscedasticity or instrumental
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "145--177",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00015-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000154",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Im:2000:RGT,
  author =       "Kyung So Im",
  title =        "Robustifying Glejser test of heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "179--188",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00061-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000615",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Machado:2000:GTR,
  author =       "Jos{\'e} A. F. Machado and J. M. C. Santos Silva",
  title =        "{Glejser}'s test revisited",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "189--202",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00016-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000166",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PJc,
  author =       "Anonymous",
  title =        "Pages 1--206 ({July 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:33 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2000:NMC,
  author =       "Ju-Chin Huang and Douglas W. Nychka",
  title =        "A nonparametric multiple choice method within the
                 random utility framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "207--225",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00072-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440769900072X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inkmann:2000:MHP,
  author =       "Joachim Inkmann",
  title =        "Misspecified heteroskedasticity in the panel probit
                 model: A small sample comparison of {GMM} and {SML}
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "227--259",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00070-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000706",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2000:TIU,
  author =       "Gary Koop and Herman K. {Van Dijk}",
  title =        "Testing for integration using evolving trend and
                 seasonals models: A {Bayesian} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "261--291",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00071-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000718",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2000:SAV,
  author =       "M. Hashem Pesaran and Yongcheol Shin and Richard J.
                 Smith",
  title =        "Structural analysis of vector error correction models
                 with exogenous I (1) variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "293--343",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00073-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000731",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2000:AAO,
  author =       "Garry D. A. Phillips",
  title =        "An alternative approach to obtaining Nagar-type moment
                 approximations in simultaneous equation models",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "345--364",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00075-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000755",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chong:2000:EDP,
  author =       "Terence Tai-Leung Chong",
  title =        "Estimating the differencing parameter via the partial
                 autocorrelation function",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "365--381",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00076-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000767",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Ic,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "383--383",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00037-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000373",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PAb,
  author =       "Anonymous",
  title =        "Pages 207--384 ({August 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "97",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marriott:2000:SEU,
  author =       "John Marriott and Paul Newbold",
  title =        "The strength of evidence for unit autoregressive roots
                 and structural breaks: A {Bayesian} perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "1--25",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00077-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000779",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Whang:2000:CBT,
  author =       "Yoon-Jae Whang",
  title =        "Consistent bootstrap tests of parametric regression
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "27--46",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00078-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000780",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez:2000:BAM,
  author =       "Carmen Fern{\'a}ndez and Gary Koop and Mark Steel",
  title =        "A {Bayesian} analysis of multiple-output production
                 frontiers",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "47--79",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00074-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000743",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2000:SEL,
  author =       "Tim Bollerslev and Jonathan H. Wright",
  title =        "Semiparametric estimation of long-memory volatility
                 dependencies: The role of high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "81--106",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00079-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000792",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tse:2000:TCC,
  author =       "Y. K. Tse",
  title =        "A test for constant correlations in a multivariate
                 {GARCH} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "107--127",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00080-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000809",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2000:CIP,
  author =       "Tong Li and Isabelle Perrigne and Quang Vuong",
  title =        "Conditionally independent private information in {OCS}
                 wildcat auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "129--161",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00081-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000810",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oberhelman:2000:APC,
  author =       "Dennis Oberhelman and K. Rao Kadiyala",
  title =        "Asymptotic probability concentrations and finite
                 sample properties of modified {LIML} estimators for
                 equations with more than two endogenous variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "163--185",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00082-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000822",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PS,
  author =       "Anonymous",
  title =        "Pages 1--186 ({September 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2000:FCV,
  author =       "Chuanming Gao and Kajal Lahiri",
  title =        "Further consequences of viewing {LIML} as an iterated
                 {Aitken} estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "187--202",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00083-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000834",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DeJong:2000:BAD,
  author =       "David N. DeJong and Beth F. Ingram and Charles H.
                 Whiteman",
  title =        "A {Bayesian} approach to dynamic macroeconomics",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "203--223",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00019-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000191",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yao:2000:IOW,
  author =       "Feng Yao and Yuzo Hosoya",
  title =        "Inference on one-way effect and evidence in {Japanese}
                 macroeconomic data",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "225--255",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(99)00084-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407699000846",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2000:NSU,
  author =       "Michael Smith and Robert Kohn",
  title =        "Nonparametric seemingly unrelated regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "257--281",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00018-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000018X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2000:ECR,
  author =       "Songnian Chen and Shakeeb Khan",
  title =        "Estimating censored regression models in the presence
                 of nonparametric multiplicative heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "283--316",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00020-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2000:REL,
  author =       "Songnian Chen",
  title =        "Rank estimation of a location parameter in the binary
                 choice model",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "317--334",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00021-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000021X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pere:2000:AEW,
  author =       "Pekka Pere",
  title =        "Adjusted estimates and {Wald} statistics for the
                 {AR(1)} model with constant",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "335--363",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00023-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000233",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Girma:2000:QDA,
  author =       "Sourafel Girma",
  title =        "A quasi-differencing approach to dynamic modelling
                 from a time series of independent cross-sections",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "365--383",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00024-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Id,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "385--385",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00038-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000385",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PO,
  author =       "Anonymous",
  title =        "Pages 187--386 ({October 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "98",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chay:2000:CRW,
  author =       "Kenneth Y. Chay and David S. Lee",
  title =        "Changes in relative wages in the 1980s Returns to
                 observed and unobserved skills and black-white wage
                 differentials",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "1--38",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00029-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000294",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Racine:2000:CCV,
  author =       "Jeff Racine",
  title =        "Consistent cross-validatory model-selection for
                 dependent data: $ h v$-block cross-validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "39--61",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00030-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000300",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gozalo:2000:LNL,
  author =       "Pedro Gozalo and Oliver Linton",
  title =        "Local nonlinear least squares: Using parametric
                 information in nonparametric regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "63--106",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00031-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000312",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shin:2000:GTS,
  author =       "Dong Wan Shin and Beong Soo So",
  title =        "{Gaussian} tests for seasonal unit roots based on
                 {Cauchy} estimation and recursive mean adjustments",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "107--137",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00032-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000324",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2000:MLM,
  author =       "Ming Liu",
  title =        "Modeling long memory in stock market volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "139--171",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00033-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000336",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCulloch:2000:BAM,
  author =       "Robert E. McCulloch and Nicholas G. Polson and Peter
                 E. Rossi",
  title =        "A {Bayesian} analysis of the multinomial probit model
                 with fully identified parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "173--193",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00034-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000348",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PN,
  author =       "Anonymous",
  title =        "Pages 1--194 ({November 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCracken:2000:RSI,
  author =       "Michael W. McCracken",
  title =        "Robust out-of-sample inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "195--223",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00022-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Turkington:2000:GVO,
  author =       "Darrell Turkington",
  title =        "Generalised vec operators and the seemingly unrelated
                 regression equations model with vector correlated
                 disturbances",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "225--253",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00025-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000257",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2000:MPT,
  author =       "Jean-Marie Dufour and Olivier Torr{\`e}s",
  title =        "{Markovian} processes, two-sided autoregressions and
                 finite-sample inference for stationary and
                 nonstationary autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "255--289",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00026-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deo:2000:STM,
  author =       "Rohit S. Deo",
  title =        "Spectral tests of the martingale hypothesis under
                 conditional heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "291--315",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00027-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pollock:2000:TET,
  author =       "D. S. G. Pollock",
  title =        "Trend estimation and de-trending via rational
                 square-wave filters",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "317--334",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00028-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000282",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nobile:2000:CBM,
  author =       "Agostino Nobile",
  title =        "Comment: {Bayesian} multinomial probit models with a
                 normalization constraint",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "335--345",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00035-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000035X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCulloch:2000:RN,
  author =       "Robert E. McCulloch and Peter E. Rossi",
  title =        "Reply to Nobile",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "347--348",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00036-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000361",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deo:2000:ETG,
  author =       "Rohit S. Deo",
  title =        "On estimation and testing goodness of fit for
                 $m$-dependent stable sequences",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "349--372",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00039-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000397",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bilias:2000:SRM,
  author =       "Yannis Bilias and Songnian Chen and Zhiliang Ying",
  title =        "Simple resampling methods for censored regression
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "373--386",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00042-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000427",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:Ie,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "387--387",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00066-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000066X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2000:PD,
  author =       "Anonymous",
  title =        "Pages 195--388 ({December 2000})",
  journal =      j-J-ECONOMETRICS,
  volume =       "99",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2000",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2001:OFC,
  author =       "C. Hsiao",
  title =        "Open forum on the current state and future challenges
                 of econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "1--1",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00043-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000439",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2001:EEE,
  author =       "James J. Heckman",
  title =        "Econometrics and empirical economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "3--5",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00044-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Deistler:2001:CCC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000440",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hendry:2001:ACE,
  author =       "David F. Hendry",
  title =        "Achievements and challenges in econometric
                 methodology",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "7--10",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00045-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2001:BEF,
  author =       "John Geweke",
  title =        "{Bayesian} econometrics and forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "11--15",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00046-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See comments \cite{Lenk:2001:BER}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000464",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2001:MPF,
  author =       "Clive W. J. Granger",
  title =        "Macroeconometrics --- Past and future",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "17--19",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00047-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Zellner:2001:CPE,Deistler:2001:CCC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000476",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2001:TTS,
  author =       "Peter C. B. Phillips",
  title =        "Trending time series and macroeconomic activity: Some
                 present and future challenges",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "21--27",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00048-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000488",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stock:2001:ME,
  author =       "James H. Stock",
  title =        "Macro-econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "29--32",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00049-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000049X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2001:M,
  author =       "Jerry Hausman",
  title =        "Microeconometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "33--35",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00050-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See comment \cite{Wansbeek:2001:CMJ}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2001:BHT,
  author =       "Joel L. Horowitz",
  title =        "The bootstrap and hypothesis tests in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "37--40",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00051-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000518",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2001:FEP,
  author =       "Tim Bollerslev",
  title =        "Financial econometrics: Past developments and future
                 challenges",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "41--51",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00052-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000052X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engle:2001:FEN,
  author =       "Robert Engle",
  title =        "Financial econometrics --- A new discipline with new
                 methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "53--56",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00053-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See comments \cite{Zellner:2001:CPE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000531",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tauchen:2001:NFE,
  author =       "George Tauchen",
  title =        "Notes on financial econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "57--64",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00054-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000543",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Durlauf:2001:MGE,
  author =       "Steven N. Durlauf",
  title =        "Manifesto for a growth econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "65--69",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00055-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000555",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deistler:2001:CCC,
  author =       "M. Deistler",
  title =        "Comments on the contributions by {C. W. J. Granger}
                 and {J. J. Heckman}",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "71--72",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00056-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Granger:2001:MPF,Heckman:2001:EEE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000567",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2001:ERP,
  author =       "Francis X. Diebold",
  title =        "Econometrics: Retrospect and prospect",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "73--75",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00059-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000592",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krishnakumar:2001:SCJ,
  author =       "Jaya Krishnakumar",
  title =        "A short comment on the {JE} Open forum essays",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "77--78",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00060-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000609",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lenk:2001:BER,
  author =       "Peter Lenk and Michel Wedel",
  title =        "{Bayesian} econometrics:: A reaction to {Geweke}",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "79--80",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00061-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Geweke:2001:BEF,Zellner:2001:CPE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000610",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lutkepohl:2001:CEC,
  author =       "Helmut L{\"u}tkepohl",
  title =        "Comment on essays on current state and future
                 challenges of econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "81--82",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00062-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000622",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maasoumi:2001:RFO,
  author =       "Esfandiar Maasoumi",
  title =        "On the relevance of first-order asymptotic theory to
                 economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "83--86",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00063-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000634",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vinod:2001:CFR,
  author =       "H. D. Vinod",
  title =        "Care and feeding of reproducible econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "87--88",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00064-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000646",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wansbeek:2001:CMJ,
  author =       "Tom Wansbeek and Michel Wedel and Erik Meijer",
  title =        "Comment on ``{Microeconometrics}'' by {J. A.
                 Hausman}",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "89--91",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00065-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Hausman:2001:M}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000658",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2001:CPE,
  author =       "Arnold Zellner",
  title =        "Comments on papers by {Engle}, {Geweke} and
                 {Granger}",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "93--94",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00067-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See
                 \cite{Engle:2001:FEN,Geweke:2001:BEF,Granger:2001:MPF}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000671",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2001:R,
  author =       "Jerry Hausman",
  title =        "Rejoinder",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "95--96",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00057-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000579",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2001:RCE,
  author =       "J. L. Horowitz",
  title =        "Response to comments of Esfandiar Maasoumi",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "97--98",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00058-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000580",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dirkmaat:2001:SPF,
  author =       "Joop Dirkmaat",
  title =        "Some publishing facts, figures, and observations on
                 the occasion of Volume 100, number 1 of the Journal of
                 Econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "99--112",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00070-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000701",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:Ia,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "153--275",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00081-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000816",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:Ib,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "277--318",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00080-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000804",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:OF,
  author =       "Anonymous",
  title =        "(Open Forum)",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2001:TSR,
  author =       "Shakeeb Khan",
  title =        "Two-stage rank estimation of quantile index models",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "2",
  pages =        "319--355",
  month =        feb,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00040-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000403",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moschini:2001:PRE,
  author =       "GianCarlo Moschini",
  title =        "Production risk and the estimation of ex-ante cost
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "2",
  pages =        "357--380",
  month =        feb,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00041-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez:2001:BPB,
  author =       "Carmen Fern{\'a}ndez and Eduardo Ley and Mark F. J.
                 Steel",
  title =        "Benchmark priors for {Bayesian} model averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "2",
  pages =        "381--427",
  month =        feb,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00076-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000762",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:Ic,
  author =       "Anonymous",
  title =        "Index",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "2",
  pages =        "429--429",
  month =        feb,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00082-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000828",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PF,
  author =       "Anonymous",
  title =        "Pages 319--430 ({February 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "100",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bera:2001:TEC,
  author =       "Anil K. Bera and Walter Sosa-Escudero and Mann Yoon",
  title =        "Tests for the error component model in the presence of
                 local misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "1--23",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00071-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000713",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vilasuso:2001:CTC,
  author =       "Jon Vilasuso",
  title =        "Causality tests and conditional heteroskedasticity::
                 {Monte Carlo} evidence",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "25--35",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00072-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000725",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ronchetti:2001:RIG,
  author =       "Elvezio Ronchetti and Fabio Trojani",
  title =        "Robust inference with {GMM} estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "37--69",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00073-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000737",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Charlier:2001:AHE,
  author =       "Erwin Charlier and Bertrand Melenberg and Arthur van
                 Soest",
  title =        "An analysis of housing expenditure using
                 semiparametric models and panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "71--107",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00074-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000749",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deJong:2001:NEU,
  author =       "Robert M. de Jong",
  title =        "Nonlinear estimation using estimated cointegrating
                 relations",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "109--122",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00075-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000750",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2001:CMM,
  author =       "Donald W. K. Andrews and Biao Lu",
  title =        "Consistent model and moment selection procedures for
                 {GMM} estimation with application to dynamic panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "123--164",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00077-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000774",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golan:2001:SEV,
  author =       "Amos Golan",
  title =        "A simultaneous estimation and variable selection
                 rule",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "165--193",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00078-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000786",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PMa,
  author =       "Anonymous",
  title =        "Pages 1--194 ({March 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2001:MSV,
  author =       "P. M. Robinson",
  title =        "The memory of stochastic volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "195--218",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00079-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000798",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2001:GEL,
  author =       "Seung Chan Ahn and Young Hoon Lee and Peter Schmidt",
  title =        "{GMM} estimation of linear panel data models with
                 time-varying individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "219--255",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00083-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760000083X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{ElBabsiri:2001:CAG,
  author =       "Mohamed {El Babsiri} and Jean-Michel Zakoian",
  title =        "Contemporaneous asymmetry in {GARCH} processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "257--294",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00084-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000841",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antweiler:2001:NRE,
  author =       "Werner Antweiler",
  title =        "Nested random effects estimation in unbalanced panel
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "295--313",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00086-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000865",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zheng:2001:SIT,
  author =       "Buhong Zheng and Brian J. Cushing",
  title =        "Statistical inference for testing inequality indices
                 with dependent samples",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "315--335",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00087-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000877",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zheng:2001:SIP,
  author =       "Buhong Zheng",
  title =        "Statistical inference for poverty measures with
                 relative poverty lines",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "337--356",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00088-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000889",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2001:UNE,
  author =       "Badi H. Baltagi and Seuck Heun Song and Byoung Cheol
                 Jung",
  title =        "The unbalanced nested error component regression
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "357--381",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00089-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000890",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:AIa,
  author =       "Anonymous",
  title =        "Author index",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "383--383",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00037-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000379",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PAa,
  author =       "Anonymous",
  title =        "Pages 195--384 ({April 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "101",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Darolles:2001:TDE,
  author =       "Serge Darolles and Christian Gouri{\'e}roux",
  title =        "Truncated dynamics and estimation of diffusion
                 equations",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "1",
  pages =        "1--22",
  month =        may,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00085-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000853",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Severini:2001:SAC,
  author =       "Thomas A. Severini and Gautam Tripathi",
  title =        "A simplified approach to computing efficiency bounds
                 in semiparametric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "1",
  pages =        "23--66",
  month =        may,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00090-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000907",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2001:DOM,
  author =       "Yacine A{\"\i}t-Sahalia and Yubo Wang and Francis
                 Yared",
  title =        "Do option markets correctly price the probabilities of
                 movement of the underlying asset?",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "1",
  pages =        "67--110",
  month =        may,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00091-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000919",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Singleton:2001:EAA,
  author =       "Kenneth J. Singleton",
  title =        "Estimation of affine asset pricing models using the
                 empirical characteristic function",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "1",
  pages =        "111--141",
  month =        may,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(00)00092-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407600000920",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PMb,
  author =       "Anonymous",
  title =        "Pages 1--142 ({May 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sentana:2001:IET,
  author =       "Enrique Sentana and Gabriele Fiorentini",
  title =        "Identification, estimation and testing of
                 conditionally heteroskedastic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "143--164",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00051-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000513",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dominitz:2001:EIE,
  author =       "Jeff Dominitz",
  title =        "Estimation of income expectations models using
                 expectations and realization data",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "165--195",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00052-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000525",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{So:2001:IST,
  author =       "Beong Soo So and Dong Wan Shin",
  title =        "An invariant sign test for random walks based on
                 recursive median adjustment",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "197--229",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00053-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000537",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Coppejans:2001:EBR,
  author =       "Mark Coppejans",
  title =        "Estimation of the binary response model using a
                 mixture of distributions estimator {(MOD)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "231--269",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00054-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000549",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vandenBerg:2001:CMM,
  author =       "Gerard J. van den Berg and Bas van der Klaauw",
  title =        "Combining micro and macro unemployment duration data",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "271--309",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00055-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000550",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2001:BIM,
  author =       "Gary Koop",
  title =        "{Bayesian} inference in models based on equilibrium
                 search theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "311--338",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00056-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2001:SMM,
  author =       "C. Francq and J.-M. Zako{\"\i}an",
  title =        "Stationarity of multivariate {Markov}-switching {ARMA}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "339--364",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00057-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Domowitz:2001:CNT,
  author =       "Ian Domowitz and Mahmoud A. El-Gamal",
  title =        "A consistent nonparametric test of ergodicity for time
                 series with applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "365--398",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00058-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:AIb,
  author =       "Anonymous",
  title =        "Author index",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "399--399",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00065-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PJ,
  author =       "Anonymous",
  title =        "Pages 143--400 ({June 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "102",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2001:SET,
  author =       "Cheng Hsiao and Isabelle Perrigne",
  title =        "Studies in Estimation and Testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "1--4",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00038-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000380",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sakata:2001:ENR,
  author =       "Shinichi Sakata and Halbert White",
  title =        "S-estimation of nonlinear regression models with
                 dependent and heterogeneous observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "5--72",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00039-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000392",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2001:TSE,
  author =       "Shakeeb Khan and James L. Powell",
  title =        "Two-step estimation of semiparametric censored
                 regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "73--110",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00040-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000409",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chintagunta:2001:PDA,
  author =       "Pradeep Chintagunta and Ekaterini Kyriazidou and Josef
                 Perktold",
  title =        "Panel data analysis of household brand choices",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "111--153",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00041-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000410",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2001:CIA,
  author =       "Graham Elliott and James H. Stock",
  title =        "Confidence intervals for autoregressive coefficients
                 near one",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "155--181",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00042-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000422",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2001:TVS,
  author =       "Yongmiao Hong",
  title =        "A test for volatility spillover with application to
                 exchange rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "183--224",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00043-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000434",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2001:CTC,
  author =       "Jushan Bai and Serena Ng",
  title =        "A consistent test for conditional symmetry in time
                 series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "225--258",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00044-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perez-Quiros:2001:BCA,
  author =       "Gabriel Perez-Quiros and Allan Timmermann",
  title =        "Business cycle asymmetries in stock returns: Evidence
                 from higher order moments and conditional densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "259--306",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00045-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavergne:2001:ETA,
  author =       "Pascal Lavergne",
  title =        "An equality test across nonparametric regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "307--344",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00046-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100046X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2001:ETS,
  author =       "Donald W. K. Andrews and Moshe Buchinsky",
  title =        "Evaluation of a three-step method for choosing the
                 number of bootstrap repetitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "345--386",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00047-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:AIc,
  author =       "Anonymous",
  title =        "Author index",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "387--387",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00066-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:ET,
  author =       "Anonymous",
  title =        "(Estimation and testing)",
  journal =      j-J-ECONOMETRICS,
  volume =       "103",
  number =       "1--2",
  pages =        "??--??",
  month =        jul,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gozalo:2001:TAG,
  author =       "Pedro L. Gozalo and Oliver B. Linton",
  title =        "Testing additivity in generalized nonparametric
                 regression models with estimated parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "1--48",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00049-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000495",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hasan:2001:RTU,
  author =       "Mohammad N. Hasan",
  title =        "Rank tests of unit root hypothesis with infinite
                 variance errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "49--65",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00050-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000501",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Silva:2001:TPM,
  author =       "Jo{\~a}o M. C. Santos Silva and Frank Windmeijer",
  title =        "Two-part multiple spell models for health care
                 demand",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "67--89",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00059-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Burridge:2001:RBT,
  author =       "Peter Burridge and A. M. Robert Taylor",
  title =        "On regression-based tests for seasonal unit roots in
                 the presence of periodic heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "91--117",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00060-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanGarderen:2001:OPL,
  author =       "Kees Jan van Garderen",
  title =        "Optimal prediction in loglinear models",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "119--140",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00061-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liesenfeld:2001:GBM,
  author =       "Roman Liesenfeld",
  title =        "A generalized bivariate mixture model for stock price
                 volatility and trading volume",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "141--178",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00062-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2001:NAC,
  author =       "Michael Yuanjie Zhang and Jeffrey R. Russell and Ruey
                 S. Tsay",
  title =        "A nonlinear autoregressive conditional duration model
                 with applications to financial transaction data",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "179--207",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00063-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100063X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PAb,
  author =       "Anonymous",
  title =        "Pages 1--208 ({August 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "1",
  pages =        "??--??",
  month =        aug,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kemp:2001:IWT,
  author =       "Gordon C. R. Kemp",
  title =        "Invariance and the {Wald} test",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "209--217",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00048-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000483",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kelejian:2001:ADM,
  author =       "Harry H. Kelejian and Ingmar R. Prucha",
  title =        "On the asymptotic distribution of the {Moran I} test
                 statistic with applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "219--257",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00064-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wansbeek:2001:GEP,
  author =       "Tom Wansbeek",
  title =        "{GMM} estimation in panel data models with measurement
                 error",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "259--268",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00079-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000793",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berkowitz:2001:GSE,
  author =       "Jeremy Berkowitz",
  title =        "Generalized spectral estimation of the
                 consumption-based asset pricing model",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "269--288",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00081-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000811",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shen:2001:MEB,
  author =       "Edward Z. Shen and Jeffrey M. Perloff",
  title =        "Maximum entropy and {Bayesian} approaches to the ratio
                 problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "289--313",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00082-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000823",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2001:PAC,
  author =       "Valentina Corradi and Norman R. Swanson and Claudia
                 Olivetti",
  title =        "Predictive ability with cointegrated variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "315--358",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00086-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000860",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2001:OIV,
  author =       "Guido M. Kuersteiner",
  title =        "Optimal instrumental variables estimation for {ARMA}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "359--405",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00088-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000884",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:AId,
  author =       "Anonymous",
  title =        "Author index",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "407--407",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00097-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000975",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PEE,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 209--412 ({September 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "104",
  number =       "2",
  pages =        "??--??",
  month =        sep,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2001:FEM,
  author =       "F. X. Diebold and Kenneth D. West",
  title =        "Forecasting and empirical methods in finance and
                 macroeconomics",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "1--3",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00067-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000677",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blair:2001:FSV,
  author =       "Bevan J. Blair and Ser-Huang Poon and Stephen J.
                 Taylor",
  title =        "Forecasting {S\&P} 100 volatility: the incremental
                 information content of implied volatilities and
                 high-frequency index returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "5--26",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00068-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calvet:2001:FMV,
  author =       "Laurent Calvet and Adlai Fisher",
  title =        "Forecasting multifractal volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "27--58",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00069-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000690",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2001:NSS,
  author =       "Xiaoheng Chen and Timothy G. Conley",
  title =        "A new semiparametric spatial model for panel time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "59--83",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00070-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clark:2001:TEF,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "Tests of equal forecast accuracy and encompassing for
                 nested models",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "85--110",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00071-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000719",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Croushore:2001:RTD,
  author =       "Dean Croushore and Tom Stark",
  title =        "A real-time data set for macroeconomists",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "111--130",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00072-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000720",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2001:LMR,
  author =       "Francis X. Diebold and Atsushi Inoue",
  title =        "Long memory and regime switching",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "131--159",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00073-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000732",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamont:2001:ETP,
  author =       "Owen A. Lamont",
  title =        "Economic tracking portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "161--184",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00074-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000744",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2001:YCE,
  author =       "Oliver Linton and Enno Mammen and Jans Perch Nielsen
                 and Carsten Tanggaard",
  title =        "Yield curve estimation by kernel smoothing methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "185--223",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00075-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000756",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marinucci:2001:SFC,
  author =       "D. Marinucci and P. M. Robinson",
  title =        "Semiparametric fractional cointegration analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "225--247",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00076-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000768",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sullivan:2001:DDM,
  author =       "Ryan Sullivan and Allan Timmermann and Halbert White",
  title =        "Dangers of data mining: The case of calendar effects
                 in stock returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "249--286",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00077-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100077X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{West:2001:ETW,
  author =       "Kenneth D. West",
  title =        "Encompassing tests when no model is encompassing",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "1",
  pages =        "287--308",
  month =        nov,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00078-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000781",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2001:RRR,
  author =       "Richard J. Smith and A. M. Robert Taylor",
  title =        "Recursive and rolling regression-based tests of the
                 seasonal unit root hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "2",
  pages =        "309--336",
  month =        dec,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00083-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000835",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shintani:2001:SCR,
  author =       "Mototsugu Shintani",
  title =        "A simple cointegrating rank test without vector
                 autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "2",
  pages =        "337--362",
  month =        dec,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00084-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000847",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2001:GFT,
  author =       "Yacine A{\"\i}t-Sahalia and Peter J. Bickel and Thomas
                 M. Stoker",
  title =        "Goodness-of-fit tests for kernel regression with an
                 application to option implied volatilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "2",
  pages =        "363--412",
  month =        dec,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00091-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000914",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:AIV,
  author =       "Anonymous",
  title =        "Author index to volume 105",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "2",
  pages =        "413--413",
  month =        dec,
  year =         "2001",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00109-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001099",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2001:PD,
  author =       "Anonymous",
  title =        "Pages 309--414 ({December 2001})",
  journal =      j-J-ECONOMETRICS,
  volume =       "105",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2001",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cazals:2002:NFE,
  author =       "Catherine Cazals and Jean-Pierre Florens and
                 L{\'e}opold Simar",
  title =        "Nonparametric frontier estimation: a robust approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "1--25",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00080-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100080X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Das:2002:SEJ,
  author =       "Sanjiv R. Das",
  title =        "The surprise element: jumps in interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "27--65",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00085-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000859",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2002:EMW,
  author =       "Peter Davis",
  title =        "Estimating multi-way error components models with
                 unbalanced data structures",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "67--95",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00087-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000872",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mittnik:2002:SSP,
  author =       "Stefan Mittnik and Marc S. Paolella and Svetlozar T.
                 Rachev",
  title =        "Stationarity of stable power-{GARCH} processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "97--107",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00089-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000896",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ling:2002:SEM,
  author =       "Shiqing Ling and Michael McAleer",
  title =        "Stationarity and the existence of moments of a family
                 of {GARCH} processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "109--117",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00090-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000902",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rockinger:2002:EDA,
  author =       "Michael Rockinger and Eric Jondeau",
  title =        "Entropy densities with an application to
                 autoregressive conditional skewness and kurtosis",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "119--142",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00092-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000926",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2002:ETC,
  author =       "Jean-Marie Dufour and Lynda Khalaf",
  title =        "Exact tests for contemporaneous correlation of
                 disturbances in seemingly unrelated regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "143--170",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00093-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000938",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ramalho:2002:RMC,
  author =       "Esmeralda A. Ramalho",
  title =        "Regression models for choice-based samples with
                 misclassification in the response variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "171--201",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00094-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100094X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PJa,
  author =       "Anonymous",
  title =        "Pages 1--202 ({January 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2002:RRR,
  author =       "T. W. Anderson",
  title =        "Reduced rank regression in cointegrated models",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "203--216",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00095-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000951",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2002:DCR,
  author =       "Peter M. Robinson and Yoshihiro Yajima",
  title =        "Determination of cointegrating rank in fractional
                 systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "217--241",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00096-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2002:ECF,
  author =       "James Davidson",
  title =        "Establishing conditions for the functional central
                 limit theorem in nonlinear and semiparametric time
                 series processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "243--269",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00100-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Davidson:2002:CEC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001002",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2002:PTS,
  author =       "Yi-Ting Chen and Chung-Ming Kuan",
  title =        "The pseudo-true score encompassing test for non-nested
                 hypotheses",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "271--295",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00101-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See erratum \cite{Chen:2007:CPT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001014",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wagenvoort:2002:BRI,
  author =       "Rien Wagenvoort and Robert Waldmann",
  title =        "On B-robust instrumental variable estimation of the
                 linear model with panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "297--324",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00102-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001026",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2002:EAS,
  author =       "Oliver Linton",
  title =        "{Edgeworth} approximations for semiparametric
                 instrumental variable estimators and test statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "325--368",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00104-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100104X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Grammig:2002:MIV,
  author =       "Joachim Grammig and Marc Wellner",
  title =        "Modeling the interdependence of volatility and
                 inter-transaction duration processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "369--400",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00105-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001051",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVa,
  author =       "Anonymous",
  title =        "Author index to volume 106",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "401--401",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00129-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001294",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PEEa,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 203--402 ({February 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "106",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golan:2002:IEE,
  author =       "Amos Golan",
  title =        "Information and Entropy Econometrics --- {Editor}'s
                 View",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "1--15",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00110-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Soofi:2002:IIU,
  author =       "E. S. Soofi and J. J. Retzer",
  title =        "Information indices: unification and applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "17--40",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00111-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001117",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2002:IPB,
  author =       "Arnold Zellner",
  title =        "Information processing and {Bayesian} analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "41--50",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00112-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001129",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bera:2002:MMM,
  author =       "Anil K. Bera and Yannis Bilias",
  title =        "The {MM}, {ME}, {ML}, {EL}, {EF} and {GMM} approaches
                 to estimation: a synthesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "51--86",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00113-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001130",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Imbens:2002:CIG,
  author =       "Guido W. Imbens and Richard Spady",
  title =        "Confidence intervals in generalized method of moments
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "87--98",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00114-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001142",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ramalho:2002:GEL,
  author =       "Joaquim J. S. Ramalho and Richard J. Smith",
  title =        "Generalized empirical likelihood non-nested tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "99--125",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00115-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001154",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanAkkeren:2002:GMB,
  author =       "Marco van Akkeren and George Judge and Ron
                 Mittelhammer",
  title =        "Generalized moment based estimation and inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "127--148",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00116-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001166",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nevo:2002:SSI,
  author =       "Aviv Nevo",
  title =        "Sample selection and information-theoretic
                 alternatives to {GMM}",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "149--157",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00117-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001178",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitamura:2002:CBE,
  author =       "Yuichi Kitamura and Michael Stutzer",
  title =        "Connections between entropic and linear projections in
                 asset pricing estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "159--174",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00118-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100118X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2002:LIL,
  author =       "Jae-Young Kim",
  title =        "Limited information likelihood and {Bayesian}
                 analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "175--193",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00119-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001191",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golan:2002:CME,
  author =       "Amos Golan and Jeffrey M. Perloff",
  title =        "Comparison of maximum entropy and higher-order entropy
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "195--211",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00120-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gregory:2002:ITE,
  author =       "Allan W. Gregory and Jean-Fran{\c{c}}ois Lamarche and
                 Gregor W. Smith",
  title =        "Information-theoretic estimation of preference
                 parameters: macroeconomic applications and simulation
                 evidence",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "213--233",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00121-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100121X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{LaFrance:2002:ITM,
  author =       "J. T. LaFrance and T. K. M. Beatty and R. D. Pope and
                 G. K. Agnew",
  title =        "Information theoretic measures of the income
                 distribution in food demand",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "235--257",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00122-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2002:RJD,
  author =       "Douglas J. Miller and Wei-han Liu",
  title =        "On the recovery of joint distributions from limited
                 information",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "259--274",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00123-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001233",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Karantininis:2002:IBE,
  author =       "Kostas Karantininis",
  title =        "Information-based estimators for the non-stationary
                 transition probability matrix: an application to the
                 {Danish} pork industry",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "275--290",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00124-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maasoumi:2002:EPS,
  author =       "Esfandiar Maasoumi and Jeff Racine",
  title =        "Entropy and predictability of stock market returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "291--312",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00125-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001257",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ullah:2002:UED,
  author =       "Aman Ullah",
  title =        "Uses of entropy and divergence measures for evaluating
                 econometric approximations and inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "313--326",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00126-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ramsay:2002:FDA,
  author =       "James O. Ramsay and James B. Ramsey",
  title =        "Functional data analysis of the dynamics of the
                 monthly index of nondurable goods production",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "327--344",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00127-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanSoest:2002:SLS,
  author =       "Arthur van Soest and Marcel Das and Xiaodong Gong",
  title =        "A structural labour supply model with flexible
                 preferences",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "345--374",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00128-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001282",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVb,
  author =       "Anonymous",
  title =        "Author index to volume 107",
  journal =      j-J-ECONOMETRICS,
  volume =       "107",
  number =       "1--2",
  pages =        "375--375",
  month =        mar,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00066-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000660",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Levin:2002:URT,
  author =       "Andrew Levin and Chien-Fu Lin and Chia-Shang James
                 Chu",
  title =        "Unit root tests in panel data: asymptotic and
                 finite-sample properties",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "1--24",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00098-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000987",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmol:2002:TSV,
  author =       "Francesc Marmol and Carlos Velasco",
  title =        "Trend stationarity versus long-range dependence in
                 time series analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "25--42",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00099-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601000999",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2002:CTC,
  author =       "Zhijie Xiao and Peter C. B. Phillips",
  title =        "A {CUSUM} test for cointegration using regression
                 residuals",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "43--61",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00103-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001038",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kurozumi:2002:TSB,
  author =       "Eiji Kurozumi",
  title =        "Testing for stationarity with a break",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "63--99",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00106-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001063",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2002:NDC,
  author =       "Chuanming Gao and Kajal Lahiri",
  title =        "A note on the double $k$-class estimator in
                 simultaneous equations",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "101--111",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00107-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001075",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blundell:2002:IED,
  author =       "Richard Blundell and Rachel Griffith and Frank
                 Windmeijer",
  title =        "Individual effects and dynamics in count data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "113--131",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00108-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001087",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanGiersbergen:2002:HIB,
  author =       "Noud P. A. van Giersbergen and Jan F. Kiviet",
  title =        "How to implement the bootstrap in static or stable
                 dynamic regression models: test statistic versus
                 confidence region approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "133--156",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00132-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001324",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2002:HOA,
  author =       "Zhijie Xiao and Peter C. B. Phillips",
  title =        "Higher order approximations for {Wald} statistics in
                 time series regressions with integrated processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "157--198",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00134-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001348",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2002:TTC,
  author =       "William A. Barnett",
  title =        "Tastes and technology: curvature is not sufficient for
                 regularity",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "199--202",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00131-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001312",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PM,
  author =       "Anonymous",
  title =        "Pages 1--202 ({May 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atkinson:2002:SEF,
  author =       "Scott E. Atkinson and Daniel Primont",
  title =        "Stochastic estimation of firm technology,
                 inefficiency, and productivity growth using shadow cost
                 and distance functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "203--225",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00133-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001336",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jurajda:2002:EEU,
  author =       "Step{\'a}n Jurajda",
  title =        "Estimating the effect of unemployment insurance
                 compensation on the labor market histories of displaced
                 workers",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "227--252",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00135-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760100135X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2002:SNC,
  author =       "H. Peter Boswijk and Andr{\'e} Lucas",
  title =        "Semi-nonparametric cointegration testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "253--280",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00136-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001361",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2002:MCM,
  author =       "Siddhartha Chib and Federico Nardari and Neil
                 Shephard",
  title =        "{Markov} chain {Monte Carlo} methods for stochastic
                 volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "281--316",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00137-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001373",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Biewen:2002:BII,
  author =       "Martin Biewen",
  title =        "Bootstrap inference for inequality, mobility and
                 poverty measurement",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "317--342",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00138-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001385",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2002:NTU,
  author =       "J{\"o}rg Breitung",
  title =        "Nonparametric tests for unit roots and cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "343--363",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00139-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Breitung:2003:CNT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001397",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Spanos:2002:PNM,
  author =       "Aris Spanos and Anya McGuirk",
  title =        "The problem of near-multicollinearity revisited:
                 erratic vs systematic volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "365--393",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00144-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001440",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVc,
  author =       "Anonymous",
  title =        "Author index to volume 108",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "395--395",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00072-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000726",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PJb,
  author =       "Anonymous",
  title =        "Pages 203--396 ({June 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "108",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2002:IVE,
  author =       "In Choi",
  title =        "Instrumental variables estimation of a nearly
                 nonstationary, heterogeneous error component model",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "1--32",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00140-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001403",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2002:ESV,
  author =       "Tim Bollerslev and Hao Zhou",
  title =        "Estimating stochastic volatility diffusion using
                 conditional moments of integrated volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "33--65",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00141-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Bollerslev:2004:CES}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Honore:2002:QRU,
  author =       "Bo Honor{\'e} and Shakeeb Khan and James L. Powell",
  title =        "Quantile regression under random censoring",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "67--105",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00142-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001427",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2002:MLE,
  author =       "Cheng Hsiao and M. Hashem Pesaran and A. Kamil
                 Tahmiscioglu",
  title =        "Maximum likelihood estimation of fixed effects dynamic
                 panel data models covering short time periods",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "107--150",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00143-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001439",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schluter:2002:TLC,
  author =       "Christian Schluter and Mark Trede",
  title =        "Tails of {Lorenz} curves",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "151--166",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00145-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2002:BJT,
  author =       "Russell Davidson and James G. MacKinnon",
  title =        "Bootstrap J tests of nonnested linear regression
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "167--193",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(01)00146-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407601001464",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVd,
  author =       "Anonymous",
  title =        "Author index to volume 109",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "EX1--EX2",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00086-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000866",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PEEb,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--194 ({July 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bansal:2002:MEA,
  author =       "Ravi Bansal and Christian Lundblad",
  title =        "Market efficiency, asset returns, and the size of the
                 risk premium in global equity markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "195--237",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00067-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000672",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2002:MSC,
  author =       "Marine Carrasco",
  title =        "Misspecified Structural Change, Threshold, and
                 {Markov}-switching models",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "239--273",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00112-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001124",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2002:EBT,
  author =       "Miguel A. Delgado and Inmaculada Fiteni",
  title =        "External bootstrap tests for parameter stability",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "275--303",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00115-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200115X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Donald:2002:SEI,
  author =       "Stephen G. Donald and Harry J. Paarsch",
  title =        "Superconsistent estimation and inference in structural
                 econometric models using extreme order statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "305--340",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00116-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001161",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vahid:2002:ICC,
  author =       "Farshid Vahid and Jo{\~a}o Victor Issler",
  title =        "The importance of common cyclical features in {VAR}
                 analysis: a {Monte-Carlo} study",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "341--363",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00117-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2002:URT,
  author =       "Tae-Hwan Kim and Stephen Leybourne and Paul Newbold",
  title =        "Unit root tests with a break in innovation variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "365--387",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00118-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001185",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2002:CDC,
  author =       "Jae-Young Kim and Rosa Badillo Amador",
  title =        "Corrigendum to {``Detection of change in persistence
                 of a linear time series'' [J. Econom. {\bf 95} (2000)
                 97--116]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "389--392",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00087-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Kim:2000:DCP}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000878",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVe,
  author =       "Anonymous",
  title =        "Author index to volume 109",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "393--393",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00131-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001318",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PEEc,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 195--397 ({August 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:TAE,
  author =       "Anonymous",
  title =        "Two adverts: Economics Direct, Authors",
  journal =      j-J-ECONOMETRICS,
  volume =       "109",
  number =       "2",
  pages =        "EX1--EX2",
  month =        aug,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00135-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001355",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2002:RCE,
  author =       "Tong Li",
  title =        "Robust and consistent estimation of nonlinear
                 errors-in-variables models",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "1--26",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00120-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001203",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Coppejans:2002:CVS,
  author =       "Mark Coppejans and A. Ronald Gallant",
  title =        "Cross-validated {SNP} density estimates",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "27--65",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00121-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001215",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2002:SBA,
  author =       "Siddhartha Chib and Barton H. Hamilton",
  title =        "Semiparametric {Bayes} analysis of longitudinal data
                 treatment models",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "67--89",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00122-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001227",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Reif:2002:OPT,
  author =       "Jiri Reif and Karel Vlcek",
  title =        "Optimal pre-test estimators in regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "91--102",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00124-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001240",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2002:CEC,
  author =       "James Davidson",
  title =        "Corrigendum to {``Establishing conditions for the
                 functional central limit theorem in nonlinear and
                 semiparametric time series processes'': [Journal of
                 Econometrics {\bf 106}(2) (2002) 243--269]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "103--104",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00126-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Davidson:2002:ECF}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001264",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PS,
  author =       "Anonymous",
  title =        "Pages 1--104 ({September 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2002:LMN,
  author =       "James Davidson and Timo Ter{\"a}svirta",
  title =        "Long memory and nonlinear time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "105--112",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00088-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200088X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dittmann:2002:PNT,
  author =       "Ingolf Dittmann and Clive W. J. Granger",
  title =        "Properties of nonlinear transformations of
                 fractionally integrated processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "113--133",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00089-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000891",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanDijk:2002:NLM,
  author =       "Dick van Dijk and Philip Hans Franses and Richard
                 Paap",
  title =        "A nonlinear long memory model, with an application to
                 {US} unemployment",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "135--165",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00090-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000908",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2002:ICR,
  author =       "J{\"o}rg Breitung and Uwe Hassler",
  title =        "Inference on the cointegration rank in fractionally
                 integrated processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "167--185",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00091-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200091X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2002:MFC,
  author =       "James Davidson",
  title =        "A model of fractional cointegration, and tests for
                 cointegration using the bootstrap",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "187--212",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00092-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000921",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2002:COS,
  author =       "Javier Hidalgo",
  title =        "Consistent order selection with strongly dependent
                 data and its application to efficient estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "213--239",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00094-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000945",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deJong:2002:NME,
  author =       "Robert M. de Jong",
  title =        "Nonlinear minimization estimators in the presence of
                 cointegrating relations",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "241--259",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00093-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000933",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2002:NIU,
  author =       "Yoosoon Chang",
  title =        "Nonlinear {IV} unit root tests in panels with
                 cross-sectional dependency",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "261--292",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00095-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000957",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2002:TTR,
  author =       "Bruce E. Hansen and Byeongseon Seo",
  title =        "Testing for two-regime threshold cointegration in
                 vector error-correction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "293--318",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00097-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000970",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gonzalo:2002:EMS,
  author =       "Jes{\'u}s Gonzalo and Jean-Yves Pitarakis",
  title =        "Estimation and model selection based inference in
                 single and multiple threshold models",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "319--352",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00098-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000982",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2002:CTN,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "A consistent test for nonlinear out of sample
                 predictive accuracy",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "353--381",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00099-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000994",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2002:NNH,
  author =       "Joon Y. Park",
  title =        "Nonstationary nonlinear heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "383--415",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00100-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001008",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lundbergh:2002:EGM,
  author =       "Stefan Lundbergh and Timo Ter{\"a}svirta",
  title =        "Evaluating {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "417--435",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00096-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602000969",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVf,
  author =       "Anonymous",
  title =        "Author index to volume 110",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "437--437",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00179-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001793",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:IIFa,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "110",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00174-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001744",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deJong:2002:NCR,
  author =       "Robert M. de Jong",
  title =        "A note on ``Convergence rates and asymptotic normality
                 for series estimators'': uniform convergence rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "1--9",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00113-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001136",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2002:SCC,
  author =       "Tai-Hsin Huang and Chung-Hua Shen",
  title =        "Seasonal cointegration and cross-equation restrictions
                 on a forward-looking buffer stock model of money
                 demand",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "11--46",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00114-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001148",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauer:2002:ECS,
  author =       "Dietmar Bauer and Martin Wagner",
  title =        "Estimating cointegrated systems using subspace
                 algorithms",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "47--84",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00119-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001197",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2002:MUF,
  author =       "Nikolay Gospodinov",
  title =        "Median unbiased forecasts for highly persistent
                 autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "85--101",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00123-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001239",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lahiri:2002:BAN,
  author =       "Kajal Lahiri and Jian Gao",
  title =        "{Bayesian} analysis of nested logit model by {Markov}
                 chain {Monte} {Carlo}",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "103--133",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00125-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001252",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:IIFb,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00186-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001860",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:PEEd,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--134 ({November 2002})",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2002:FSA,
  author =       "Richard J. Smith and H. Peter Boswijk",
  title =        "Finite sample and asymptotic methods in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "135--140",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00101-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200101X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2002:BCV,
  author =       "Joel L. Horowitz",
  title =        "Bootstrap critical values for tests based on the
                 smoothed maximum score estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "141--167",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00102-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chesher:2002:DRM,
  author =       "Andrew Chesher and Montezuma Dumangane and Richard J.
                 Smith",
  title =        "Duration response measurement error",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "169--194",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00103-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2002:SSC,
  author =       "S{\o}ren Johansen",
  title =        "A small sample correction for tests of hypotheses on
                 the cointegrating vectors",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "195--221",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00104-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleibergen:2002:PPB,
  author =       "Frank Kleibergen and Richard Paap",
  title =        "Priors, posteriors and {Bayes} factors for a
                 {Bayesian} analysis of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "223--249",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00105-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chao:2002:JPA,
  author =       "John C. Chao and Peter C. B. Phillips",
  title =        "{Jeffreys} prior analysis of the simultaneous
                 equations model in the case with n +1 endogenous
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "251--283",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00106-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001069",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bekker:2002:EIL,
  author =       "Paul A. Bekker",
  title =        "Exact inference for the linear model with groupwise
                 heteroscedastic spherical disturbances",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "285--302",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00107-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001070",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2002:SBF,
  author =       "Jean-Marie Dufour and Lynda Khalaf",
  title =        "Simulation based finite and large sample tests in
                 multivariate regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "303--322",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00108-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001082",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2002:NUR,
  author =       "Peter C. B. Phillips",
  title =        "New unit root asymptotics in the presence of
                 deterministic trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "323--353",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00109-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001094",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rothenberg:2002:SED,
  author =       "Thomas J. Rothenberg",
  title =        "Some elementary distribution theory for an
                 autoregression fitted to a random walk",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "355--361",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00110-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001100",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harris:2002:SCE,
  author =       "David Harris and Brendan McCabe and Stephen
                 Leybourne",
  title =        "Stochastic cointegration: estimation and inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "363--384",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00111-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001112",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:AIVg,
  author =       "Anonymous",
  title =        "Author index to volume 111",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "385--385",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00214-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002142",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:EB,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00210-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2002:EM,
  author =       "Anonymous",
  title =        "({EC2} meeting)",
  journal =      j-J-ECONOMETRICS,
  volume =       "111",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2002",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhargava:2003:ADH,
  author =       "Alok Bhargava",
  title =        "Analysis of data on health: 2",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "1--1",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00144-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Adams:2003:HWW,
  author =       "Peter Adams and Michael D. Hurd and Daniel McFadden
                 and Angela Merrill and Tiago Ribeiro",
  title =        "Healthy, wealthy, and wise? {Tests} for direct causal
                 paths between health and socioeconomic status",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "3--56",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00145-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Adda:2003:SES,
  author =       "J{\'e}r{\^o}me Adda and Tarani Chandola and Michael
                 Marmot",
  title =        "Socio-economic status and health: causality and
                 pathways",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "57--63",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00146-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200146X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poterba:2003:SOH,
  author =       "James M. Poterba",
  title =        "Some observations on health status and economic
                 status",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "65--67",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00147-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2003:SAC,
  author =       "Clive W. J. Granger",
  title =        "Some aspects of causal relationships",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "69--71",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00148-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001483",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2003:CCP,
  author =       "James Heckman",
  title =        "Conditioning, causality and policy analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "73--78",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00149-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001495",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mealli:2003:AAE,
  author =       "Fabrizia Mealli and Donald B. Rubin",
  title =        "Assumptions allowing the estimation of direct causal
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "79--87",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00150-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001501",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robins:2003:GMC,
  author =       "James M. Robins",
  title =        "General methodological considerations",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "89--106",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00151-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001513",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2003:TSM,
  author =       "Jerry A. Hausman",
  title =        "Triangular structural model specification and
                 estimation with application to causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "107--113",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00152-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001525",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2003:EIU,
  author =       "John Geweke",
  title =        "Econometric issues in using the {AHEAD} panel",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "115--120",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00153-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001537",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoover:2003:SCL,
  author =       "Kevin D. Hoover",
  title =        "Some causal lessons from macroeconomics",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "121--125",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00154-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001549",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2003:STI,
  author =       "Jean-Pierre Florens",
  title =        "Some technical issues in defining causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "127--128",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00155-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001550",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Adams:2003:R,
  author =       "P. Adams and M. D. Hurd and D. McFadden and A. Merrill
                 and T. Ribeirio",
  title =        "Response",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "129--133",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00156-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johnson:2003:DCT,
  author =       "Elizabeth Johnson and Francesca Dominici and Michael
                 Griswold and Scott L. Zeger",
  title =        "Disease cases and their medical costs attributable to
                 smoking: an analysis of the national medical
                 expenditure survey",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "135--151",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00157-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jalan:2003:DPW,
  author =       "Jyotsna Jalan and Martin Ravallion",
  title =        "Does piped water reduce diarrhea for children in rural
                 {India}?",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "153--173",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00158-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Costa:2003:UML,
  author =       "Dora L. Costa",
  title =        "Understanding mid-life and older age mortality
                 declines: evidence from Union {Army} veterans",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "175--192",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00159-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wachter:2003:PBH,
  author =       "Kenneth W. Wachter and John E. Knodel and Mark
                 VanLandingham",
  title =        "Parental bereavement: heterogeneous impacts of {AIDS}
                 in {Thailand}",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "193--206",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00160-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wagstaff:2003:DCH,
  author =       "Adam Wagstaff and Eddy van Doorslaer and Naoko
                 Watanabe",
  title =        "On decomposing the causes of health sector
                 inequalities with an application to malnutrition
                 inequalities in {Vietnam}",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "207--223",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00161-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhargava:2003:FPG,
  author =       "Alok Bhargava",
  title =        "Family planning, gender differences and infant
                 mortality: evidence from Uttar Pradesh, {India}",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "225--240",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00162-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00226-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckelei:2003:BBM,
  author =       "Thomas Heckelei and Ron C. Mittelhammer",
  title =        "{Bayesian} bootstrap multivariate regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "241--264",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00196-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2003:RVR,
  author =       "Liudas Giraitis and Piotr Kokoszka and Remigijus
                 Leipus and Gilles Teyssi{\`e}re",
  title =        "Rescaled variance and related tests for long memory in
                 volatility and levels",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "265--294",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00197-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Giraitis:2005:CRV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001975",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2003:CST,
  author =       "Qi Li and Cheng Hsiao and Joel Zinn",
  title =        "Consistent specification tests for
                 semiparametric/nonparametric models based on series
                 estimation methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "295--325",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00198-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001987",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2003:EMA,
  author =       "Han Hong and Matthew Shum",
  title =        "Econometric models of asymmetric ascending auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "327--358",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00199-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001999",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2003:TUR,
  author =       "George Kapetanios and Yongcheol Shin and Andy Snell",
  title =        "Testing for a unit root in the nonlinear {STAR}
                 framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "359--379",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00202-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002026",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2003:SIV,
  author =       "Sangin Park",
  title =        "Semiparametric instrumental variables estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "381--399",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00203-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002038",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVa,
  author =       "Anonymous",
  title =        "Author index to volume 112",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "401--402",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00245-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00242-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002427",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PF,
  author =       "Anonymous",
  title =        "Pages 241--402 ({February 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "112",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Basmann:2003:ISE,
  author =       "Robert L. Basmann",
  title =        "Introduction to statistics and econometrics in
                 litigation support",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "1--2",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00163-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200163X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Capps:2003:SIC,
  author =       "Oral {Capps, Jr.} and Jeffrey Church and H. Alan
                 Love",
  title =        "Specification issues and confidence intervals in
                 unilateral price effects analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "3--31",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00164-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fienberg:2003:EST,
  author =       "Stephen E. Fienberg and Clark Glymour and Richard
                 Scheines",
  title =        "Expert statistical testimony and epidemiological
                 evidence: the toxic effects of lead exposure on
                 children",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "33--48",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00165-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Froeb:2003:BCC,
  author =       "Luke Froeb and Steven Tschantz and Philip Crooke",
  title =        "{Bertrand} competition with capacity constraints:
                 mergers among parking lots",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "49--67",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00166-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gastwirth:2003:IAU,
  author =       "Joseph L. Gastwirth",
  title =        "Issues arising in using samples as evidence in
                 trademark cases",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "69--82",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00167-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001677",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Millimet:2003:EWE,
  author =       "Daniel L. Millimet and Michael Nieswiadomy and Hang
                 Ryu and Daniel Slottje",
  title =        "Estimating worklife expectancy: an econometric
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "83--113",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00168-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2003:CCC,
  author =       "Arthur Lewbel",
  title =        "Calculating compensation in cases of wrongful death",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "115--128",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00169-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001690",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hirschberg:2003:AII,
  author =       "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel
                 Slottje and Augustine C. Arize",
  title =        "Antitrust issues in international comparisons of
                 market structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "129--158",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00170-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Basmann:2003:SOA,
  author =       "Robert L. Basmann",
  title =        "Statistical outlier analysis in litigation support:
                 the case of {Paul F. Engler} and {Cactus Feeders,
                 Inc.,} v. {Oprah Winfrey} et al.",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "159--200",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00171-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602001719",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00250-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lutkepohl:2003:CTC,
  author =       "Helmut L{\"u}tkepohl and Pentti Saikkonen and Carsten
                 Trenkler",
  title =        "Comparison of tests for the cointegrating rank of a
                 {VAR} process with a structural shift",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "201--229",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00200-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002002",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadie:2003:SIV,
  author =       "Alberto Abadie",
  title =        "Semiparametric instrumental variable estimation of
                 treatment response models",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "231--263",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00201-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002014",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sareen:2003:RBI,
  author =       "Samita Sareen",
  title =        "Reference {Bayesian} inference in nonregular models",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "265--288",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00204-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200204X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Houser:2003:BAD,
  author =       "Daniel Houser",
  title =        "{Bayesian} analysis of a dynamic stochastic model of
                 labor supply and saving",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "289--335",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00205-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002051",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2003:EMB,
  author =       "Kai Li and Dale J. Poirier",
  title =        "An econometric model of birth inputs and outputs for
                 Native {Americans}",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "337--361",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00206-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002063",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hamilton:2003:WOS,
  author =       "James D. Hamilton",
  title =        "What is an oil shock?",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "363--398",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00207-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002075",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVb,
  author =       "Anonymous",
  title =        "Author index to volume",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "399--399",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00070-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000708",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFa,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00067-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000678",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PEEa,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 201-400 (April 2003)",
  journal =      j-J-ECONOMETRICS,
  volume =       "113",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2003:HOK,
  author =       "Peter M. Robinson and Marc Henry",
  title =        "Higher-order kernel semiparametric M-estimation of
                 long memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "1--27",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00208-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002087",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleibergen:2003:BCA,
  author =       "Frank Kleibergen and Eric Zivot",
  title =        "{Bayesian} and classical approaches to instrumental
                 variable regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "29--72",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00219-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002191",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2003:IMI,
  author =       "Yoosoon Chang and Joon Y. Park",
  title =        "Index models with integrated time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "73--106",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00220-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Egorov:2003:MLE,
  author =       "Alexei V. Egorov and Haitao Li and Yuewu Xu",
  title =        "Maximum likelihood estimation of time-inhomogeneous
                 diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "107--139",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00221-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760200221X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dahl:2003:TNN,
  author =       "Christian M. Dahl and Gloria Gonz{\'a}lez-Rivera",
  title =        "Testing for neglected nonlinearity in regression
                 models based on the theory of random fields",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "141--164",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00222-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2003:OCV,
  author =       "Alan T. K. Wan and Guohua Zou",
  title =        "Optimal critical values of pre-tests when estimating
                 the regression error variance: analytical findings
                 under a general loss structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "165--196",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00224-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00076-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000769",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PM,
  author =       "Anonymous",
  title =        "Pages 1--196 ({May 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Munkin:2003:BAS,
  author =       "Murat K. Munkin and Pravin K. Trivedi",
  title =        "{Bayesian} analysis of a self-selection model with
                 multiple outcomes using simulation-based estimation: an
                 application to the demand for healthcare",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "197--220",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(02)00223-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407602002233",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Crawford:2003:EHD,
  author =       "Ian Crawford and Fran{\c{c}}ois Laisney and Ian
                 Preston",
  title =        "Estimation of household demand systems with
                 theoretically compatible {Engel} curves and unit value
                 specifications",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "221--241",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00083-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000836",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eklof:2003:OOA,
  author =       "Matias Ekl{\"o}f and Anders Lunander",
  title =        "Open outcry auctions with secret reserve prices: an
                 empirical application to executive auctions of tenant
                 owner's apartments in {Sweden}",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "243--260",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00084-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000848",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2003:SCC,
  author =       "Peter Reinhard Hansen",
  title =        "Structural changes in the cointegrated vector
                 autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "261--295",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00085-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300085X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Das:2003:ISE,
  author =       "M. Das",
  title =        "Identification and sequential estimation of panel data
                 models with insufficient exclusion restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "297--328",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00086-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000861",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Waggoner:2003:LPN,
  author =       "Daniel F. Waggoner and Tao Zha",
  title =        "Likelihood preserving normalization in multiple
                 equation models",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "329--347",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00087-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000873",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2003:KGS,
  author =       "Xuezheng Bai and Jeffrey R. Russell and George C.
                 Tiao",
  title =        "Kurtosis of {GARCH} and stochastic volatility models
                 with non-normal innovations",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "349--360",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00088-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000885",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2003:LSB,
  author =       "Alastair R. Hall and Atsushi Inoue",
  title =        "The large sample behaviour of the generalized method
                 of moments estimator in misspecified models",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "361--394",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00089-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Hall:2007:CLS}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000897",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVc,
  author =       "Anonymous",
  title =        "Author index to volume 114",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "395--395",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00127-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001271",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFb,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00124-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001246",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PEEb,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 197--396 ({June 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "114",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perron:2003:GDE,
  author =       "Pierre Perron and Gabriel Rodr{\'\i}guez",
  title =        "{GLS} detrending, efficient unit root tests and
                 structural change",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "1--27",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00090-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000903",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shin:2003:IVA,
  author =       "Dong Wan Shin and Oesook Lee",
  title =        "An instrumental variable approach for tests of unit
                 roots and seasonal unit roots in asymmetric time series
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "29--52",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00091-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000915",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Im:2003:TUR,
  author =       "Kyung So Im and M. Hashem Pesaran and Yongcheol Shin",
  title =        "Testing for unit roots in heterogeneous panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "53--74",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00092-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000927",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2003:TUR,
  author =       "Graham Elliott and Michael Jansson",
  title =        "Testing for unit roots with stationary covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "75--89",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00093-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000939",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2003:SCT,
  author =       "Eric Ghysels and Alain Guay",
  title =        "Structural change tests for simulated method of
                 moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "91--123",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00094-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000940",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arellano:2003:BCP,
  author =       "Manuel Arellano and Raquel Carrasco",
  title =        "Binary choice panel data models with predetermined
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "125--157",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00095-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000952",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ni:2003:NPF,
  author =       "Shawn Ni and Dongchu Sun",
  title =        "Noninformative priors and frequentist risks of
                 {Bayesian} estimators of vector-autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "159--197",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00099-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300099X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFc,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00160-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300160X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PEEc,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--198 ({July 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zaffaroni:2003:GIC,
  author =       "Paolo Zaffaroni and Banca d'Italia",
  title =        "{Gaussian} inference on certain long-range dependent
                 volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "199--258",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00096-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000964",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Luger:2003:ENP,
  author =       "Richard Luger",
  title =        "Exact non-parametric tests for a random walk with
                 unknown drift under conditional heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "259--276",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00097-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000976",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hasegawa:2003:ELC,
  author =       "Hikaru Hasegawa and Hideo Kozumi",
  title =        "Estimation of {Lorenz} curves: a {Bayesian}
                 nonparametric approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "277--291",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00098-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603000988",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2003:MAC,
  author =       "Victor Chernozhukov and Han Hong",
  title =        "An {MCMC} approach to classical estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "293--346",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00100-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001003",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2003:CME,
  author =       "Ximing Wu",
  title =        "Calculation of maximum entropy densities with
                 application to income distribution",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "347--354",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00114-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001143",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2003:NLP,
  author =       "Yixiao Sun and Peter C. B. Phillips",
  title =        "Nonlinear log-periodogram regression for perturbed
                 fractional processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "355--389",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00115-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001155",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVd,
  author =       "Anonymous",
  title =        "Author index to volume 115",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "391--391",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00172-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001726",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFd,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00169-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001696",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PA,
  author =       "Anonymous",
  title =        "Pages 199--392 ({August 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "115",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2003:FFE,
  author =       "Eric Ghysels and George Tauchen",
  title =        "Frontiers of financial econometrics and financial
                 engineering",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "1--7",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00101-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001015",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2003:NOP,
  author =       "Yacine A{\"\i}t-Sahalia and Jefferson Duarte",
  title =        "Nonparametric option pricing under shape
                 restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "9--47",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00102-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001027",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2003:EAI,
  author =       "Ren{\'e} Garcia and Richard Luger and Eric Renault",
  title =        "Empirical assessment of an intertemporal option
                 pricing model with latent variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "49--83",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00103-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001039",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bondarenko:2003:ERN,
  author =       "Oleg Bondarenko",
  title =        "Estimation of risk-neutral densities using positive
                 convolution approximation",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "85--112",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00104-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001040",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jagannathan:2003:EMF,
  author =       "Ravi Jagannathan and Andrew Kaplin and Steve Sun",
  title =        "An evaluation of multi-factor {CIR} models using
                 {LIBOR}, swap rates, and cap and swaption prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "113--146",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00105-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001052",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2003:PHR,
  author =       "Dong-Hyun Ahn and Robert F. Dittmar and A. Ronald
                 Gallant and Bin Gao",
  title =        "Purebred or hybrid?: Reproducing the volatility in
                 term structure dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "147--180",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00106-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001064",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jones:2003:DSV,
  author =       "Christopher S. Jones",
  title =        "The dynamics of stochastic volatility: evidence from
                 underlying and options markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "181--224",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00107-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001076",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernov:2003:AMS,
  author =       "Mikhail Chernov and A. Ronald Gallant and Eric Ghysels
                 and George Tauchen",
  title =        "Alternative models for stock price dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "225--257",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00108-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001088",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chacko:2003:SGE,
  author =       "George Chacko and Luis M. Viceira",
  title =        "Spectral {GMM} estimation of continuous-time
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "259--292",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00109-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300109X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2003:FEJ,
  author =       "Federico M. Bandi and Thong H. Nguyen",
  title =        "On the functional estimation of jump-diffusion
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "293--328",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00110-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001106",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernov:2003:ERE,
  author =       "Mikhail Chernov",
  title =        "Empirical reverse engineering of the pricing kernel",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "329--364",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00111-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001118",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stutzer:2003:PCE,
  author =       "Michael Stutzer",
  title =        "Portfolio choice with endogenous utility: a large
                 deviations approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "365--386",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00112-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300112X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bates:2003:EOP,
  author =       "David S. Bates",
  title =        "Empirical option pricing: a retrospection",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "387--404",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00113-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001131",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVe,
  author =       "Anonymous",
  title =        "Author index to volume 116",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "405--405",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00183-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001830",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFe,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "116",
  number =       "1--2",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00177-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001775",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2003:SEN,
  author =       "Han Hong and Elie Tamer",
  title =        "A simple estimator for nonlinear error in variable
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "1--19",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00116-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001167",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Busetti:2003:TAS,
  author =       "Fabio Busetti and A. M. Robert Taylor",
  title =        "Testing against stochastic trend and seasonality in
                 the presence of unattended breaks and unit roots",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "21--53",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00117-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001179",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Donald:2003:ELE,
  author =       "Stephen G. Donald and Guido W. Imbens and Whitney K.
                 Newey",
  title =        "Empirical likelihood estimation and consistent tests
                 with conditional moment restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "55--93",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00118-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001180",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2003:EFC,
  author =       "Willa W. Chen and Clifford M. Hurvich",
  title =        "Estimating fractional cointegration in the presence of
                 polynomial trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "95--121",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00119-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001192",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2003:TPD,
  author =       "Badi H. Baltagi and Seuck Heun Song and Won Koh",
  title =        "Testing panel data regression models with spatial
                 error correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "123--150",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00120-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001209",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frazis:2003:ELR,
  author =       "Harley Frazis and Mark A. Loewenstein",
  title =        "Estimating linear regressions with mismeasured,
                 possibly endogenous, binary explanatory variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "151--178",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00121-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001210",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bams:2003:DER,
  author =       "Dennis Bams and Peter C. Schotman",
  title =        "Direct estimation of the risk neutral factor dynamics
                 of {Gaussian} term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "179--206",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00122-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001222",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFf,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00219-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002197",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PEEd,
  author =       "Anonymous",
  title =        "Pages {EX1--EX6}, 1--206 ({November 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Altissimo:2003:SRD,
  author =       "Filippo Altissimo and Valentina Corradi",
  title =        "Strong rules for detecting the number of breaks in a
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "207--244",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00147-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001477",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2003:RCE,
  author =       "Songnian Chen and Shakeeb Khan",
  title =        "Rates of convergence for estimating regression
                 coefficients in heteroskedastic discrete response
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "245--278",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00148-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001489",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2003:SEE,
  author =       "Byeong U. Park and Robin C. Sickles and L{\'e}opold
                 Simar",
  title =        "Semiparametric-efficient estimation of {$ {\rm AR}(1)
                 $} panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "279--309",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00149-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Park:2003:CSE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001490",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2003:CSE,
  author =       "Byeong U. Park and Robin C. Sickles and L{\'e}opold
                 Simar",
  title =        "Corrigendum to {``Semiparametric-efficient estimation
                 of $ {\rm AR}(1) $ panel data models'': [J. Econom.
                 {\bf 117} (2003) 279--309]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "311--311",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00194-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001945",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dastoor:2003:ECE,
  author =       "Naorayex K. Dastoor",
  title =        "The equality of comparable extended families of
                 classical-type and Hausman-type statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "313--330",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00150-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001507",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Coppejans:2003:ENE,
  author =       "Mark Coppejans",
  title =        "Effective nonparametric estimation in the case of
                 severely discretized data",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "331--367",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00151-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001519",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2003:ABM,
  author =       "Javier Hidalgo",
  title =        "An alternative bootstrap to moving blocks for time
                 series regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "369--399",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00154-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001544",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2003:CNT,
  author =       "J{\"o}rg Breitung and A. M. Robert Taylor",
  title =        "Corrigendum to {``Nonparametric tests for unit roots
                 and cointegration'' [J. Econom. {\bf 108} (2002)
                 343--363]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "401--404",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00217-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Breitung:2002:NTU}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:AIVf,
  author =       "Anonymous",
  title =        "Author index to volume",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "405--405",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00233-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002331",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:IIFg,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00230-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002306",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2003:PD,
  author =       "Anonymous",
  title =        "Pages 207--406 ({December 2003})",
  journal =      j-J-ECONOMETRICS,
  volume =       "117",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2003",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Potscher:2004:CET,
  author =       "Benedikt M. P{\"o}tscher and Ingmar R. Prucha",
  title =        "Contributions to econometrics, time-series analysis,
                 and systems identification: a {Festschrift} in honor of
                 Manfred Deistler",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "1--5",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00131-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001313",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giacomini:2004:AST,
  author =       "Raffaella Giacomini and Clive W. J. Granger",
  title =        "Aggregation of space-time processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "7--26",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00132-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001325",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kelejian:2004:ESS,
  author =       "Harry H. Kelejian and Ingmar R. Prucha",
  title =        "Estimation of simultaneous systems of spatially
                 interrelated cross sectional equations",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "27--50",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00133-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001337",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2004:REG,
  author =       "Tong Li and Cheng Hsiao",
  title =        "Robust estimation of generalized linear models with
                 measurement errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "51--65",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00134-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001349",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ploberger:2004:CCT,
  author =       "Werner Ploberger",
  title =        "A complete class of tests when the likelihood is
                 locally asymptotically quadratic",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "67--94",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00135-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001350",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schonfeld:2004:LSG,
  author =       "Peter Sch{\"o}nfeld",
  title =        "Least squares in general vector spaces revisited",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "95--109",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00136-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001362",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2004:OTT,
  author =       "T. W. Anderson and R. A. Lockhart and M. A. Stephens",
  title =        "An omnibus test for the time series model {AR(1)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "111--127",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00137-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001374",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brockwell:2004:GLD,
  author =       "P. J. Brockwell and R. Dahlhaus",
  title =        "Generalized {Levinson--Durbin} and {Burg} algorithms",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "129--149",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00138-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001386",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Findley:2004:MTS,
  author =       "David F. Findley and Benedikt M. P{\"o}tscher and
                 Ching-Zong Wei",
  title =        "Modeling of time series arrays by multistep prediction
                 or likelihood methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "151--187",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00139-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001398",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Franke:2004:BNE,
  author =       "J{\"u}rgen Franke and Michael H. Neumann and
                 Jean-Pierre Stockis",
  title =        "Bootstrapping nonparametric estimators of the
                 volatility function",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "189--218",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00140-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001404",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2004:NIV,
  author =       "Peter C. B. Phillips and Joon Y. Park and Yoosoon
                 Chang",
  title =        "Nonlinear instrumental variable estimation of an
                 autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "219--246",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00141-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001416",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xie:2004:VES,
  author =       "Liang-Liang Xie and Lennart Ljung",
  title =        "Variance expressions for spectra estimated using
                 auto-regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "247--256",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00142-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001428",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiuso:2004:AVS,
  author =       "Alessandro Chiuso and Giorgio Picci",
  title =        "The asymptotic variance of subspace estimates",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "257--291",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00143-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300143X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dahlen:2004:RCS,
  author =       "Anders Dahl{\'e}n and Wolfgang Scherrer",
  title =        "The relation of the {CCA} subspace method to a
                 balanced reduction of an autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "293--312",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00144-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001441",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanSchuppen:2004:STS,
  author =       "Jan H. van Schuppen",
  title =        "System theory for system identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "313--339",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00145-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001453",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Willems:2004:DLS,
  author =       "J. C. Willems",
  title =        "Deterministic least squares filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "341--373",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00146-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001465",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVa,
  author =       "Anonymous",
  title =        "Author index to volume 118",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "375--375",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00244-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFa,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "118",
  number =       "1--2",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00238-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002380",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2004:TUR,
  author =       "Marcus J. Chambers",
  title =        "Testing for unit roots with flow data and varying
                 sampling frequency",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "1--18",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00152-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See corrigendum \cite{Chambers:2008:CTU}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001520",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fiteni:2004:ERM,
  author =       "Inmaculada Fiteni",
  title =        "$ \tau $-estimators of regression models with
                 structural change of unknown location",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "19--44",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00153-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001532",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2004:CMM,
  author =       "Karim M. Abadir and Andr{\'e} Lucas",
  title =        "A comparison of minimum {MSE} and maximum power for
                 the nearly integrated non-{Gaussian} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "45--71",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00155-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001556",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Machado:2004:CEB,
  author =       "Matilde P. Machado",
  title =        "A consistent estimator for the binomial distribution
                 in the presence of ``incidental parameters'': an
                 application to patent data",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "73--98",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00156-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001568",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Racine:2004:NER,
  author =       "Jeff Racine and Qi Li",
  title =        "Nonparametric estimation of regression functions with
                 both categorical and continuous data",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "99--130",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00157-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300157X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arteche:2004:GSE,
  author =       "Josu Arteche",
  title =        "{Gaussian} semiparametric estimation in long memory in
                 stochastic volatility and signal plus noise models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "131--154",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00158-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001581",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2004:SEP,
  author =       "Joel L. Horowitz and Sokbae Lee",
  title =        "Semiparametric estimation of a panel data proportional
                 hazards model with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "155--198",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00203-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2004:MLB,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Halbert White",
  title =        "Maximum likelihood and the bootstrap for nonlinear
                 dynamic models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "199--219",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00204-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2004:CES,
  author =       "Tim Bollerslev and Hao Zhou",
  title =        "Corrigendum to {``Estimating stochastic volatility
                 diffusion using conditional moments of integrated
                 volatility'' [J. Econom. {\bf 109} (2002) 33--65]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "221--222",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Bollerslev:2002:ESV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFb,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00003-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400003X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PEEa,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--222 ({March 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Croux:2004:DFM,
  author =       "Christophe Croux and Eric Renault and Bas Werker",
  title =        "Dynamic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "223--230",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00195-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001957",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forni:2004:GDF,
  author =       "Mario Forni and Marc Hallin and Marco Lippi and
                 Lucrezia Reichlin",
  title =        "The generalized dynamic factor model consistency and
                 rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "231--255",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00196-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001969",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sentana:2004:FRP,
  author =       "Enrique Sentana",
  title =        "Factor representing portfolios in large asset
                 markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "257--289",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00197-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001970",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pena:2004:FND,
  author =       "Daniel Pe{\~n}a and Pilar Poncela",
  title =        "Forecasting with nonstationary dynamic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "291--321",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00198-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001982",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Darolles:2004:KBN,
  author =       "Serge Darolles and Jean-Pierre Florens and Christian
                 Gouri{\'e}roux",
  title =        "Kernel-based nonlinear canonical analysis and time
                 reversibility",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "323--353",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00199-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603001994",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meddahi:2004:TAV,
  author =       "Nour Meddahi and Eric Renault",
  title =        "Temporal aggregation of volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "355--379",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00200-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002008",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2004:SCD,
  author =       "Luc Bauwens and David Veredas",
  title =        "The stochastic conditional duration model: a latent
                 variable model for the analysis of financial
                 durations",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "381--412",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00201-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300201X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2004:SVD,
  author =       "Eric Ghysels and Christian Gouri{\'e}roux and Joann
                 Jasiak",
  title =        "Stochastic volatility duration models",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "413--433",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00202-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVb,
  author =       "Anonymous",
  title =        "Author index to volume 119",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "435--435",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00018-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000181",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFc,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "119",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00014-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000144",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shintani:2004:NNN,
  author =       "Mototsugu Shintani and Oliver Linton",
  title =        "Nonparametric neural network estimation of {Lyapunov}
                 exponents and a direct test for chaos",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "1--33",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00205-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rodrigues:2004:AEU,
  author =       "Paulo M. M. Rodrigues and A. M. Robert Taylor",
  title =        "Alternative estimators and unit root tests for
                 seasonal autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "35--73",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00206-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002069",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zaffaroni:2004:CAL,
  author =       "Paolo Zaffaroni",
  title =        "Contemporaneous aggregation of linear dynamic models
                 in large economies",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "75--102",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00207-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002070",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2004:NDC,
  author =       "Ling Hu and Peter C. B. Phillips",
  title =        "Nonstationary discrete choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "103--138",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00208-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002082",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kazakevicius:2004:SRC,
  author =       "Vytautas Kazakevicius and Remigijus Leipus and
                 Marie-Claude Viano",
  title =        "Stability of random coefficient {ARCH} models and
                 aggregation schemes",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "139--158",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00209-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002094",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Das:2004:SEN,
  author =       "M. Das",
  title =        "Simple estimators for nonparametric panel data models
                 with sample attrition",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "159--180",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00210-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002100",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Formby:2004:MMT,
  author =       "John P. Formby and W. James Smith and Buhong Zheng",
  title =        "Mobility measurement, transition matrices and
                 statistical inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "181--205",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00211-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002112",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFd,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00044-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000442",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PEEb,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--206 ({May 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sandor:2004:ASM,
  author =       "Zsolt S{\'a}ndor and P{\'e}ter Andr{\'a}s",
  title =        "Alternative sampling methods for estimating
                 multivariate normal probabilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "207--234",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00212-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002124",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McKenzie:2004:ATH,
  author =       "David J. McKenzie",
  title =        "Asymptotic theory for heterogeneous dynamic
                 pseudo-panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "235--262",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00213-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002136",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2004:BUR,
  author =       "Yoosoon Chang",
  title =        "Bootstrap unit root tests in panels with
                 cross-sectional dependency",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "263--293",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00214-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002148",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bertail:2004:SDD,
  author =       "Patrice Bertail and Christian Haefke and Dimitris N.
                 Politis and Halbert White",
  title =        "Subsampling the distribution of diverging statistics
                 with applications to finance",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "295--326",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00215-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300215X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canova:2004:FTP,
  author =       "Fabio Canova and Matteo Ciccarelli",
  title =        "Forecasting and turning point predictions in a
                 {Bayesian} panel {VAR} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "327--359",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(03)00216-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002161",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVc,
  author =       "Anonymous",
  title =        "Author index to volume",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "361--361",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00057-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFe,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00054-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000545",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PEEc,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 207--362 ({June 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "120",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marsh:2004:EHE,
  author =       "Lawrence C. Marsh",
  title =        "The econometrics of higher education: editor's view",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "1--18",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ehrenberg:2004:ESH,
  author =       "Ronald G. Ehrenberg",
  title =        "Econometric studies of higher education",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "19--37",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2004:ESA,
  author =       "Karsten T. Hansen and James J. Heckman and Kathleen J.
                 Mullen",
  title =        "The effect of schooling and ability on achievement
                 test scores",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "39--98",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Black:2004:HRE,
  author =       "Dan A. Black and Jeffrey A. Smith",
  title =        "How robust is the evidence on the effects of college
                 quality? {Evidence} from matching",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "99--124",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Groen:2004:ECL,
  author =       "Jeffrey A. Groen",
  title =        "The effect of college location on migration of
                 college-educated labor",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "125--142",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002525",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bound:2004:TUT,
  author =       "John Bound and Jeffrey Groen and G{\'a}bor K{\'e}zdi
                 and Sarah Turner",
  title =        "Trade in university training: cross-state variation in
                 the production and stock of college-educated labor",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "143--173",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moretti:2004:ESR,
  author =       "Enrico Moretti",
  title =        "Estimating the social return to higher education:
                 evidence from longitudinal and repeated cross-sectional
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "175--212",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cappelli:2004:WDE,
  author =       "Peter Cappelli",
  title =        "Why do employers pay for college?",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "213--241",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stinebrickner:2004:TUC,
  author =       "Ralph Stinebrickner and Todd R. Stinebrickner",
  title =        "Time-use and college outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "243--269",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Long:2004:HCD,
  author =       "Bridget Terry Long",
  title =        "How have college decisions changed over time? {An}
                 application of the conditional logistic choice model",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "271--296",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002549",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rothstein:2004:CPP,
  author =       "Jesse M. Rothstein",
  title =        "{College} performance predictions and the {SAT}",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "297--317",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002537",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Long:2004:CAE,
  author =       "Mark C. Long",
  title =        "{College} applications and the effect of affirmative
                 action",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "319--342",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002513",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arcidiacono:2004:ASR,
  author =       "Peter Arcidiacono",
  title =        "Ability sorting and the returns to college major",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "343--375",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300263X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Reback:2004:ICC,
  author =       "Randall Reback",
  title =        "The impact of college course offerings on the supply
                 of academically talented public school teachers",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "377--404",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marsh:2004:BSG,
  author =       "Lawrence C. Marsh and Arnold Zellner",
  title =        "{Bayesian} solutions to graduate admissions and
                 related selection problems",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "405--426",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002550",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVd,
  author =       "Anonymous",
  title =        "Author index to volume 121",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "427--427",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00068-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000685",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFf,
  author =       "Anonymous",
  title =        "{IFC}: Inside Front Cover Editorial Board",
  journal =      j-J-ECONOMETRICS,
  volume =       "121",
  number =       "1--2",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00062-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000624",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2004:TEA,
  author =       "Gordon Anderson",
  title =        "Toward an empirical analysis of polarization",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "1--26",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002677",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Danilov:2004:HIP,
  author =       "Dmitry Danilov and Jan R. Magnus",
  title =        "On the harm that ignoring pretesting can cause",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "27--46",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2004:OFC,
  author =       "Graham Elliott and Allan Timmermann",
  title =        "Optimal forecast combinations under general loss
                 functions and forecast error distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "47--79",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002690",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2004:TUR,
  author =       "Hyungsik Roger Moon and Beno{\^\i}t Perron",
  title =        "Testing for a unit root in panels with dynamic
                 factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "81--126",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2004:MSM,
  author =       "Chang-Jin Kim",
  title =        "{Markov}-switching models with endogenous explanatory
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "127--136",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002719",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2004:ECS,
  author =       "Jushan Bai",
  title =        "Estimating cross-section common stochastic trends in
                 nonstationary panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "137--183",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002720",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacquier:2004:BAS,
  author =       "Eric Jacquier and Nicholas G. Polson and Peter E.
                 Rossi",
  title =        "{Bayesian} analysis of stochastic volatility models
                 with fat-tails and correlated errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "185--212",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002732",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFg,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00086-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000867",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PS,
  author =       "Anonymous",
  title =        "Pages 1--212 ({September 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Coscelli:2004:EML,
  author =       "Andrea Coscelli and Matthew Shum",
  title =        "An empirical model of learning and patient spillovers
                 in new drug entry",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "213--246",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002744",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shin:2004:FMS,
  author =       "Dong Wan Shin and Man-Suk Oh",
  title =        "Fully modified semiparametric {GLS} estimation for
                 regressions with nonstationary seasonal regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "247--280",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002756",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Biorn:2004:RSU,
  author =       "Erik Bi{\o}rn",
  title =        "Regression systems for unbalanced panel data: a
                 stepwise maximum likelihood procedure",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "281--291",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002768",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Honore:2004:ECS,
  author =       "Bo E. Honor{\'e} and Luojia Hu",
  title =        "Estimation of cross sectional and panel data censored
                 regression models with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "293--316",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300277X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2004:SBF,
  author =       "Jean-Marie Dufour and Lynda Khalaf and Jean-Thomas
                 Bernard and Ian Genest",
  title =        "Simulation-based finite-sample tests for
                 heteroskedasticity and {ARCH} effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "317--347",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002781",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesavento:2004:AEP,
  author =       "Elena Pesavento",
  title =        "Analytical evaluation of the power of tests for the
                 absence of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "349--384",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002793",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2004:MSE,
  author =       "Hyungsik Roger Moon",
  title =        "Maximum score estimation of a nonstationary binary
                 choice model",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "385--403",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.10.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002811",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVe,
  author =       "Anonymous",
  title =        "Author index to volume 122",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "405--405",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00098-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000983",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFh,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00095-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000958",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PO,
  author =       "Anonymous",
  title =        "Pages 213--406 ({October 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "122",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Coppejans:2004:KRF,
  author =       "Mark Coppejans",
  title =        "On {Kolmogorov}'s representation of functions of
                 several variables by functions of one variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "1--31",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440760300280X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Busetti:2004:TSA,
  author =       "Fabio Busetti and A. M. Robert Taylor",
  title =        "Tests of stationarity against a change in
                 persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "33--66",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407603002823",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Burridge:2004:BHS,
  author =       "Peter Burridge and A. M. Robert Taylor",
  title =        "Bootstrapping the {HEGY} seasonal unit root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "67--87",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407603002835",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2004:BAC,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Lutz Kilian",
  title =        "Bootstrapping autoregressions with conditional
                 heteroskedasticity of unknown form",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "89--120",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407603002847",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffin:2004:SBI,
  author =       "J. E. Griffin and M. F. J. Steel",
  title =        "Semiparametric {Bayesian} inference for stochastic
                 frontier models",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "121--152",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407603002859",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Villaverde:2004:CDE,
  author =       "Jes{\'u}s Fern{\'a}ndez-Villaverde and Juan Francisco
                 Rubio-Ram{\'\i}rez",
  title =        "Comparing dynamic equilibrium models to data: a
                 {Bayesian} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "153--187",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407603002860",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boero:2004:DPC,
  author =       "Gianna Boero and Jeremy Smith and Kenneth F. Wallis",
  title =        "Decompositions of {Pearson}'s chi-squared test",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "189--193",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407604000235",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFi,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407604001034",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:PEE,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 1--194 ({November 2004})",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2004",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 19:21:23 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:TC,
  author =       "Anonymous",
  title =        "Table of contents",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "195--195",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2004:RAB,
  author =       "Luc Bauwens and Michel Lubrano and Herman K. van
                 Dijk",
  title =        "Recent advances in {Bayesian} econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "197--199",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002872",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2004:ARB,
  author =       "Luc Bauwens and Charles S. Bos and Herman K. van Dijk
                 and Rutger D. van Oest",
  title =        "Adaptive radial-based direction sampling: some
                 flexible and robust {Monte Carlo} integration methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "201--225",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002884",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleibergen:2004:IBI,
  author =       "Frank Kleibergen",
  title =        "Invariant {Bayesian} inference in regression models
                 that is robust against the {Jeffreys--Lindley}'s
                 paradox",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "227--258",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002902",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2004:BVS,
  author =       "Gary Koop and Dale J. Poirier",
  title =        "{Bayesian} variants of some classical semiparametric
                 regression techniques",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "259--282",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002914",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mouchart:2004:BEN,
  author =       "Michel Mouchart and Eliana Scheihing",
  title =        "{Bayesian} evaluation of non-admissible conditioning",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "283--306",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002938",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Strachan:2004:BAE,
  author =       "Rodney W. Strachan and Brett Inder",
  title =        "{Bayesian} analysis of the error correction model",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "307--325",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002951",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chopin:2004:BIS,
  author =       "Nicolas Chopin and Florian Pelgrin",
  title =        "{Bayesian} inference and state number determination
                 for hidden {Markov} models: an application to the
                 information content of the yield curve about
                 inflation",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "327--344",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002896",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lubrano:2004:DIR,
  author =       "Michel Lubrano and Camelia Protopopescu",
  title =        "Density inference for ranking {European} research
                 systems in the field of economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "345--369",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407603002926",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Osiewalski:2004:BCB,
  author =       "Jacek Osiewalski and Mateusz Pipie{\'n}",
  title =        "{Bayesian} comparison of bivariate {ARCH}-type models
                 for the main exchange rates in {Poland}",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "371--391",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760300294X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:AIVf,
  author =       "Anonymous",
  title =        "Author index to volume 123",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "393--393",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00128-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001289",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2004:IIFj,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "123",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2004",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00125-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001253",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clark:2005:PTP,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "The power of tests of predictive ability in the
                 presence of structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "1--31",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000247",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Taylor:2005:VRT,
  author =       "A. M. Robert Taylor",
  title =        "Variance ratio tests of the seasonal unit root
                 hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "33--54",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000259",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2005:SVA,
  author =       "In Choi",
  title =        "Subsampling vector autoregressive tests of linear
                 constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "55--89",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2003.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000260",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2005:PAN,
  author =       "Jean-Pierre Florens and L{\'e}opold Simar",
  title =        "Parametric approximations of nonparametric frontiers",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "91--116",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000272",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2005:BST,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "Bootstrap specification tests for diffusion
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "117--148",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000284",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bontemps:2005:TNG,
  author =       "Christian Bontemps and Nour Meddahi",
  title =        "Testing normality: a {GMM} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "149--186",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000296",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jansson:2005:POT,
  author =       "Michael Jansson",
  title =        "Point optimal tests of the null hypothesis of
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "187--201",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000302",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rilstone:2005:CSO,
  author =       "Paul Rilstone and Aman Ullah",
  title =        "Corrigendum to {``The second-order bias and mean
                 squared error of nonlinear estimators'': [Journal of
                 Econometrics {\bf 75}(2) (1996) 369--395]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "203--204",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Rilstone:1996:SOB}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000521",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFa,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00176-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001769",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PJa,
  author =       "Anonymous",
  title =        "Pages 1--204 ({January 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kongsted:2005:TNR,
  author =       "Hans Christian Kongsted",
  title =        "Testing the nominal-to-real transformation",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "205--225",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000314",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2005:AFS,
  author =       "Karim M. Abadir and Gabriel Talmain",
  title =        "Autocovariance functions of series and of their
                 transforms",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "227--252",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forchini:2005:OWA,
  author =       "Giovanni Forchini",
  title =        "Optimal weighted average power similar tests for the
                 covariance structure in the linear regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "253--267",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000338",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrade:2005:TCR,
  author =       "Philippe Andrade and Catherine Bruneau and
                 St{\'e}phane Gregoir",
  title =        "Testing for the cointegration rank when some
                 cointegrating directions are changing",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "269--310",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400034X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Imai:2005:BAM,
  author =       "Kosuke Imai and David A. van Dyk",
  title =        "A {Bayesian} analysis of the multinomial probit model
                 using marginal data augmentation",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "311--334",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000351",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Das:2005:IVE,
  author =       "M. Das",
  title =        "Instrumental variables estimators of nonparametric
                 models with discrete endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "335--361",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000363",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juhl:2005:TCU,
  author =       "Ted Juhl and Zhijie Xiao",
  title =        "Testing for cointegration using partially linear
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "363--394",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000405",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVa,
  author =       "Anonymous",
  title =        "Author index to volume 124",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "395--395",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00190-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001903",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFb,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00187-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001873",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PEE,
  author =       "Anonymous",
  title =        "Pages {EX1--EX2}, 205--396 ({February 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "124",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ham:2005:SIE,
  author =       "John C. Ham and Robert J. LaLonde",
  title =        "Special issue on Experimental and non-experimental
                 evaluation of economic policy and models",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "1--13",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000727",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aakvik:2005:ETE,
  author =       "Arild Aakvik and James J. Heckman and Edward J.
                 Vytlacil",
  title =        "Estimating treatment effects for discrete outcomes
                 when responses to treatment vary: an application to
                 {Norwegian} vocational rehabilitation programs",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "15--51",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ashenfelter:2005:DUI,
  author =       "Orley Ashenfelter and David Ashmore and Olivier
                 Desch{\^e}nes",
  title =        "Do unemployment insurance recipients actively seek
                 work? {Evidence} from randomized trials in four {U.S.}
                 states",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "53--75",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bijwaard:2005:CSC,
  author =       "Govert E. Bijwaard and Geert Ridder",
  title =        "Correcting for selective compliance in a re-employment
                 bonus experiment",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "77--111",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000752",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Card:2005:HIE,
  author =       "David Card and Philip K. Robins",
  title =        "How important are ``entry effects'' in financial
                 incentive programs for welfare recipients?
                 {Experimental} evidence from the {Self-Sufficiency
                 Project}",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "113--139",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000764",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dehejia:2005:PED,
  author =       "Rajeev H. Dehejia",
  title =        "Program evaluation as a decision problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "141--173",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000776",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ham:2005:REL,
  author =       "John C. Ham and John H. Kagel and Steven F. Lehrer",
  title =        "Randomization, endogeneity and laboratory experiments:
                 the role of cash balances in private value auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "175--205",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400079X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Evans:2005:BPC,
  author =       "William N. Evans and Diana S. Lien",
  title =        "The benefits of prenatal care: evidence from the {PAT}
                 bus strike",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "207--239",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000788",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hotz:2005:PEF,
  author =       "V. Joseph Hotz and Guido W. Imbens and Julie H.
                 Mortimer",
  title =        "Predicting the efficacy of future training programs
                 using past experiences at other locations",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "241--270",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000806",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobson:2005:ERC,
  author =       "Louis Jacobson and Robert LaLonde and Daniel G.
                 Sullivan",
  title =        "Estimating the returns to community college schooling
                 for displaced workers",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "271--304",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000818",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2005:DMO,
  author =       "Jeffrey A. Smith and Petra E. Todd",
  title =        "Does matching overcome {LaLonde}'s critique of
                 nonexperimental estimators?",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "305--353",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400082X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dehejia:2005:PPS,
  author =       "Rajeev Dehejia",
  title =        "Practical propensity score matching: a reply to
                 {Smith} and {Todd}",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "355--364",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000831",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2005:R,
  author =       "Jeffrey Smith and Petra Todd",
  title =        "Rejoinder",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "365--375",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000843",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVb,
  author =       "Anonymous",
  title =        "Author index to volume 125",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "377--377",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00201-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604002015",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFc,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "125",
  number =       "1--2",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00195-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001952",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogelsang:2005:TCD,
  author =       "Timothy J. Vogelsang and Philip Hans Franses",
  title =        "Testing for common deterministic trend slopes",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "1--24",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000375",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Windmeijer:2005:FSC,
  author =       "Frank Windmeijer",
  title =        "A finite sample correction for the variance of linear
                 efficient two-step {GMM} estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "25--51",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000387",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Orbe:2005:NET,
  author =       "Susan Orbe and Eva Ferreira and Juan Rodriguez-Poo",
  title =        "Nonparametric estimation of time varying parameters
                 under shape restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "53--77",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000399",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2005:NES,
  author =       "Gongmeng Chen and Yoon K. Choi and Yong Zhou",
  title =        "Nonparametric estimation of structural change points
                 in volatility models for time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "79--114",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000417",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2005:BCT,
  author =       "J. Hidalgo",
  title =        "A bootstrap causality test for covariance stationary
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "115--143",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604000429",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2005:AIM,
  author =       "Debopam Bhattacharya",
  title =        "Asymptotic inference from multi-stage samples",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "145--171",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001332",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2005:EFP,
  author =       "Tong Li",
  title =        "Econometrics of first-price auctions with entry and
                 binding reservation prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "173--200",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001344",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Driessen:2005:TAT,
  author =       "Joost Driessen and Bertrand Melenberg and Theo
                 Nijman",
  title =        "Testing affine term structure models in case of
                 transaction costs",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "201--232",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001368",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFd,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(04)00206-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604002064",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PM,
  author =       "Anonymous",
  title =        "Pages 1--232 ({May 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dorfman:2005:CDP,
  author =       "Jeffrey H. Dorfman and Gary Koop",
  title =        "Current developments in productivity and efficiency
                 measurement",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "233--240",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001113",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2005:EPD,
  author =       "Chirok Han and Luis Orea and Peter Schmidt",
  title =        "Estimation of a panel data model with parametric
                 temporal variation in individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "241--267",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001125",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Greene:2005:RHP,
  author =       "William Greene",
  title =        "Reconsidering heterogeneity in panel data estimators
                 of the stochastic frontier model",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "269--303",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001137",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sickles:2005:PEI,
  author =       "Robin C. Sickles",
  title =        "Panel estimators and the identification of
                 firm-specific efficiency levels in parametric,
                 semiparametric and nonparametric settings",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "305--334",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001149",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horrace:2005:RSI,
  author =       "William C. Horrace",
  title =        "On ranking and selection from independent truncated
                 normal distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "335--354",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001150",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2005:MTA,
  author =       "Subal C. Kumbhakar and Efthymios G. Tsionas",
  title =        "Measuring technical and allocative inefficiency in the
                 translog cost system: a {Bayesian} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "355--384",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001162",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffiths:2005:EVR,
  author =       "William E. Griffiths and Christopher J. O'Donnell",
  title =        "Estimating variable returns to scale production
                 frontiers with alternative stochastic assumptions",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "385--409",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001174",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez:2005:AEM,
  author =       "Carmen Fern{\'a}ndez and Gary Koop and Mark F. J.
                 Steel",
  title =        "Alternative efficiency measures for multiple-output
                 production",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "411--444",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001186",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atkinson:2005:BMP,
  author =       "Scott E. Atkinson and Jeffrey H. Dorfman",
  title =        "{Bayesian} measurement of productivity and efficiency
                 in the presence of undesirable outputs: crediting
                 electric utilities for reducing air pollution",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "445--468",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001198",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fare:2005:CPT,
  author =       "Rolf F{\"a}re and Shawna Grosskopf and Dong-Woon Noh
                 and William Weber",
  title =        "Characteristics of a polluting technology: theory and
                 practice",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "469--492",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001204",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{ODonnell:2005:BAI,
  author =       "Christopher J. O'Donnell and Timothy J. Coelli",
  title =        "A {Bayesian} approach to imposing curvature on
                 distance functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "493--523",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001216",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paul:2005:PDP,
  author =       "Catherine J. Morrison Paul and Richard Nehring",
  title =        "Product diversification, production systems, and
                 economic performance in {U.S.} agricultural
                 production",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "525--548",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001228",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2005:SBT,
  author =       "Badi H. Baltagi and Daniel P. Rich",
  title =        "Skill-biased technical change in {US} manufacturing: a
                 general index approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "549--570",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400123X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2005:CRV,
  author =       "Liudas Giraitis and Piotr Kokoszka and Remigijus
                 Leipus and Gilles Teyssi{\`e}re",
  title =        "Corrigendum to {``Rescaled variance and related tests
                 for long memory in volatility and levels'': [J. Econom.
                 {\bf 112} (2003) 265--294]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "571--572",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  note =         "See \cite{Giraitis:2003:RVR}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001423",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AZA,
  author =       "Anonymous",
  title =        "The {Arnold} Zellner award",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "573--573",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604002143",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:FJE,
  author =       "Anonymous",
  title =        "{Fellows} of the {{\booktitle{Journal of
                 Econometrics}}} as of 2005",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "575--586",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604002155",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVc,
  author =       "Anonymous",
  title =        "Author index to volume 126",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "587--588",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00028-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500028X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFe,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "126",
  number =       "2",
  pages =        "CO2",
  month =        jun,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00024-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000242",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2005:OLI,
  author =       "T. W. Anderson",
  title =        "Origins of the limited information maximum likelihood
                 and two-stage least squares estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "1--16",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001745",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fraser:2005:HAL,
  author =       "D. A. S. Fraser and M. Rekkas and A. Wong",
  title =        "Highly accurate likelihood analysis for the seemingly
                 unrelated regression problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "17--33",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001356",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandes:2005:NST,
  author =       "Marcelo Fernandes and Joachim Grammig",
  title =        "Nonparametric specification tests for conditional
                 duration models",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "35--68",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400137X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Saikkonen:2005:SRN,
  author =       "Pentti Saikkonen",
  title =        "Stability results for nonlinear error correction
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "69--81",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001381",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Verbeek:2005:EDM,
  author =       "Marno Verbeek and Francis Vella",
  title =        "Estimating dynamic models from repeated
                 cross-sections",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "83--102",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001393",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Haldrup:2005:MEO,
  author =       "Niels Haldrup and Antonio Montan{\'e}s and Andreu
                 Sanso",
  title =        "Measurement errors and outliers in seasonal unit root
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "103--128",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400140X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:DJA,
  author =       "Anonymous",
  title =        "The {Dennis J. Aigner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "129--129",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFf,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "CO2",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00068-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000680",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PJb,
  author =       "Anonymous",
  title =        "Pages 1--130 ({July 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stoker:2005:PDA,
  author =       "Thomas M. Stoker and Ernst R. Berndt and A. Denny
                 Ellerman and Susanne M. Schennach",
  title =        "Panel data analysis of {U.S.} coal productivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "131--164",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001411",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2005:LSV,
  author =       "Jun Yu",
  title =        "On leverage in a stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "165--178",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001435",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juhl:2005:NTC,
  author =       "Ted Juhl and Zhijie Xiao",
  title =        "A nonparametric test for changing trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "179--199",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001459",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gonzalo:2005:SIT,
  author =       "Jes{\'u}s Gonzalo and Michael Wolf",
  title =        "Subsampling inference in threshold autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "201--224",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001460",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2005:UAT,
  author =       "Peter Hall and Adonis Yatchew",
  title =        "Unified approach to testing functional hypotheses in
                 semiparametric contexts",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "225--252",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001472",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVd,
  author =       "Anonymous",
  title =        "Author index to volume 127",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "253--253",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00100-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001004",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFg,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "CO2",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00097-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000977",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PA,
  author =       "Anonymous",
  title =        "Pages 131--254 ({August 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "127",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:E,
  author =       "Anonymous",
  title =        "Erratum",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "i--i",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00119-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001193",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mittelhammer:2005:CEI,
  author =       "Ron C. Mittelhammer and George G. Judge",
  title =        "Combining estimators to improve structural model
                 estimation and inference under quadratic loss",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "1--29",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001484",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Omtzigt:2005:IF,
  author =       "Pieter Omtzigt and Paolo Paruolo",
  title =        "Impact factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "31--68",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001496",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ortelli:2005:REM,
  author =       "Claudio Ortelli and Fabio Trojani",
  title =        "Robust efficient method of moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "69--97",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001502",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schorfheide:2005:VFU,
  author =       "Frank Schorfheide",
  title =        "{VAR} forecasting under misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "99--136",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001514",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komunjer:2005:QML,
  author =       "Ivana Komunjer",
  title =        "Quasi-maximum likelihood estimation for conditional
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "137--164",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001526",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herwartz:2005:BIS,
  author =       "Helmut Herwartz and Michael H. Neumann",
  title =        "Bootstrap inference in systems of single equation
                 error correction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "165--193",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001538",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFh,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "CO2",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00111-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001119",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PS,
  author =       "Anonymous",
  title =        "Pages 1--194 ({September 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:06 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2005:SPT,
  author =       "Ulrich K. M{\"u}ller",
  title =        "Size and power of tests of stationarity in highly
                 autocorrelated time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "195--213",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400154X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2005:STL,
  author =       "Miguel A. Delgado and Carlos Velasco",
  title =        "Sign tests for long-memory time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "215--251",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001551",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2005:GSL,
  author =       "James Davidson and Philipp Sibbertsen",
  title =        "Generating schemes for long memory processes: regimes,
                 aggregation and linearity",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "253--282",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001563",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2005:DBR,
  author =       "P. M. Robinson",
  title =        "The distance between rival nonstationary fractional
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "283--300",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001575",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rabe-Hesketh:2005:MLE,
  author =       "Sophia Rabe-Hesketh and Anders Skrondal and Andrew
                 Pickles",
  title =        "Maximum likelihood estimation of limited and discrete
                 dependent variable models with nested random effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "301--323",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001599",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVe,
  author =       "Anonymous",
  title =        "Author index to volume 128",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "325--325",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00185-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001855",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFi,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "CO2",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00182-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500182X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:PO,
  author =       "Anonymous",
  title =        "Pages 195--326 ({October 2005})",
  journal =      j-J-ECONOMETRICS,
  volume =       "128",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Banerjee:2005:MSB,
  author =       "Anindya Banerjee and Giovanni Urga",
  title =        "Modelling structural breaks, long memory and stock
                 market volatility: an overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "1--34",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001630",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2005:PFE,
  author =       "Clive W. J. Granger",
  title =        "The past and future of empirical finance: some
                 personal comments",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "35--40",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001642",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Montanes:2005:SBP,
  author =       "Antonio Monta{\~n}{\'e}s and Irene Olloqui and Elena
                 Calvo",
  title =        "Selection of the break in the {Perron}-type tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "41--64",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001654",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perron:2005:SBD,
  author =       "Pierre Perron and Xiaokang Zhu",
  title =        "Structural breaks with deterministic and stochastic
                 trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "65--119",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001666",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hillebrand:2005:NPC,
  author =       "Eric Hillebrand",
  title =        "Neglecting parameter changes in {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "121--138",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001678",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2005:RGT,
  author =       "Patrick Gagliardini and Fabio Trojani and Giovanni
                 Urga",
  title =        "Robust {GMM} tests for structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "139--182",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400168X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2005:SSP,
  author =       "M. Hashem Pesaran and Allan Timmermann",
  title =        "Small sample properties of forecasts from
                 autoregressive models under structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "183--217",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001691",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dalla:2005:PBT,
  author =       "Violetta Dalla and Javier Hidalgo",
  title =        "A parametric bootstrap test for cycles",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "219--261",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001708",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2005:CFS,
  author =       "P. M. Robinson and F. Iacone",
  title =        "Cointegration in fractional systems with deterministic
                 trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "263--298",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760400171X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leipus:2005:RRS,
  author =       "Remigijus Leipus and Vygantas Paulauskas and Donatas
                 Surgailis",
  title =        "Renewal regime switching and stable limit laws",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "299--327",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001721",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lazarova:2005:TSC,
  author =       "Step{\'a}na Lazarov{\'a}",
  title =        "Testing for structural change in regression with long
                 memory processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "329--372",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001733",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:AIVf,
  author =       "Anonymous",
  title =        "Author index to volume 129",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "373--373",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00196-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500196X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:IIFj,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "CO2",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00190-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001909",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2005:MSB,
  author =       "Anonymous",
  title =        "Modelling structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "129",
  number =       "1--2",
  pages =        "??--??",
  month =        nov,
  year =         "2005",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:07 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandes:2006:FAC,
  author =       "Marcelo Fernandes and Joachim Grammig",
  title =        "A family of autoregressive conditional duration
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "1--23",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001587",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2006:SIN,
  author =       "Robert J. Hill",
  title =        "Superlative index numbers: not all of them are super",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "25--43",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001605",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gregoir:2006:ETP,
  author =       "St{\'e}phane Gregoir",
  title =        "Efficient tests for the presence of a pair of complex
                 conjugate unit roots in real time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "45--100",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001617",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sriananthakumar:2006:NAP,
  author =       "Sivagowry Sriananthakumar and Maxwell L. King",
  title =        "A new approximate point optimal test of a composite
                 null hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "101--122",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.08.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407604001629",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2006:DFB,
  author =       "Jean-Marie Dufour and Abdeljelil Farhat and Marc
                 Hallin",
  title =        "Distribution-free bounds for serial correlation
                 coefficients in heteroskedastic symmetric time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "123--142",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000503",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2006:IP,
  author =       "Clive W. J. Granger and Namwon Hyung",
  title =        "Introduction to $m$--$m$ processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "143--164",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000515",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hassler:2006:RLP,
  author =       "U. Hassler and F. Marmol and C. Velasco",
  title =        "Residual log-periodogram inference for long-run
                 relationships",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "165--207",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:IIF,
  author =       "Anonymous",
  title =        "{IFC} --- Inside Front Cover --- {Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "CO2",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(05)00208-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605002083",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:PJa,
  author =       "Anonymous",
  title =        "Pages 1--208 ({January 2006})",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2006",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shimotsu:2006:LWE,
  author =       "Katsumi Shimotsu and Peter C. B. Phillips",
  title =        "Local {Whittle} estimation of fractional integration
                 and some of its variants",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "209--233",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000527",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2006:SPE,
  author =       "Myoung-jae Lee and Francis Vella",
  title =        "A semi-parametric estimator for censored selection
                 models with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "235--252",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000539",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mullin:2006:IEC,
  author =       "Charles H. Mullin",
  title =        "Identification and estimation with contaminated data:
                 When do covariate data sharpen inference?",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "253--272",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2004.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000540",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2006:SFM,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "On the selection of forecasting models",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "273--306",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000771",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2006:ECB,
  author =       "Xiaohong Chen and Yanqin Fan",
  title =        "Estimation of copula-based semiparametric time series
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "307--335",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000783",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2006:FTS,
  author =       "Francis X. Diebold and Canlin Li",
  title =        "Forecasting the term structure of government bond
                 yields",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "337--364",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000795",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2006:SGM,
  author =       "Lijian Yang",
  title =        "A semiparametric {GARCH} model for foreign exchange
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "365--384",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000801",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:AIVa,
  author =       "Anonymous",
  title =        "Author index to volume 130",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "385--385",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00006-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606000066",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "CO2",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00003-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606000030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:PF,
  author =       "Anonymous",
  title =        "Pages 209--386 ({February 2006})",
  journal =      j-J-ECONOMETRICS,
  volume =       "130",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2006",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:08 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2006:EMF,
  author =       "F. X. Diebold and R. F. Engle and C. Favero and G. M.
                 Gallo and F. Schorfheide",
  title =        "The econometrics of macroeconomics, finance, and the
                 interface",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "1--2",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engle:2006:MIM,
  author =       "Robert F. Engle and Giampiero M. Gallo",
  title =        "A multiple indicators model for volatility using
                 intra-daily data",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "3--27",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deo:2006:FRV,
  author =       "Rohit Deo and Clifford Hurvich and Yi Lu",
  title =        "Forecasting realized volatility using a long-memory
                 stochastic volatility model: estimation, prediction and
                 seasonal adjustment",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "29--58",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000059",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2006:PVG,
  author =       "Eric Ghysels and Pedro Santa-Clara and Rossen
                 Valkanov",
  title =        "Predicting volatility: getting the most out of return
                 data sampled at different frequencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "59--95",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2006:CRV,
  author =       "Peter Reinhard Hansen and Asger Lunde",
  title =        "Consistent ranking of volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "97--121",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000072",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2006:VPS,
  author =       "Tim Bollerslev and Hao Zhou",
  title =        "Volatility puzzles: a simple framework for gauging
                 return-volatility regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "123--150",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000084",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beltratti:2006:BPM,
  author =       "A. Beltratti and C. Morana",
  title =        "Breaks and persistency: macroeconomic causes of stock
                 market volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "151--177",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000096",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calvet:2006:VCM,
  author =       "Laurent E. Calvet and Adlai J. Fisher and Samuel B.
                 Thompson",
  title =        "Volatility comovement: a multifrequency approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "179--215",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000102",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barndorff-Nielsen:2006:IJR,
  author =       "Ole E. Barndorff-Nielsen and Neil Shephard",
  title =        "Impact of jumps on returns and realised variances:
                 econometric analysis of time-deformed {L{\'e}vy}
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "217--252",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000114",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christoffersen:2006:OVC,
  author =       "Peter Christoffersen and Steve Heston and Kris
                 Jacobs",
  title =        "Option valuation with conditional skewness",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "253--284",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000126",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guidolin:2006:TSR,
  author =       "Massimo Guidolin and Allan Timmermann",
  title =        "Term structure of risk under alternative econometric
                 specifications",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "285--308",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000138",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2006:MYC,
  author =       "Francis X. Diebold and Glenn D. Rudebusch and S.
                 Bora{\u{g}}an Aruoba",
  title =        "The macroeconomy and the yield curve: a dynamic latent
                 factor approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "309--338",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500014X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2006:FFM,
  author =       "Andrea Carriero and Carlo A. Favero and Iryna
                 Kaminska",
  title =        "Financial factors, macroeconomic information and the
                 Expectations Theory of the term structure of interest
                 rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "339--358",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ang:2006:WDY,
  author =       "Andrew Ang and Monika Piazzesi and Min Wei",
  title =        "What does the yield curve tell us about {GDP}
                 growth?",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "359--403",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000163",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hordahl:2006:JEM,
  author =       "Peter H{\"o}rdahl and Oreste Tristani and David
                 Vestin",
  title =        "A joint econometric model of macroeconomic and
                 term-structure dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "405--444",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelletier:2006:RSD,
  author =       "Denis Pelletier",
  title =        "Regime switching for dynamic correlations",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "445--473",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000187",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2006:MJP,
  author =       "Christian Gourieroux and Joann Jasiak",
  title =        "Multivariate {Jacobi} process with application to
                 smooth transitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "475--505",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000199",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2006:ELO,
  author =       "Jushan Bai and Serena Ng",
  title =        "Evaluating latent and observed factors in
                 macroeconomics and finance",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "507--537",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000205",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhardwaj:2006:EIU,
  author =       "Geetesh Bhardwaj and Norman R. Swanson",
  title =        "An empirical investigation of the usefulness of
                 {ARFIMA} models for predicting macroeconomic and
                 financial time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "539--578",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000217",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lundbergh:2006:TSM,
  author =       "Stefan Lundbergh and Timo Ter{\"a}svirta",
  title =        "A time series model for an exchange rate in a target
                 zone with applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "579--609",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000229",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:AIVb,
  author =       "Anonymous",
  title =        "Author index to volume 131",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "611--612",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00025-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760600025X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "CO2",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00019-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606000194",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:PMA,
  author =       "Anonymous",
  title =        "Pages 1--612 ({March--April 2006})",
  journal =      j-J-ECONOMETRICS,
  volume =       "131",
  number =       "1--2",
  pages =        "??--??",
  month =        mar # "\slash " # apr,
  year =         "2006",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:09 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2006:CF,
  author =       "Heather M. Anderson and Jo{\~a}o Victor Issler and
                 Farshid Vahid",
  title =        "Common features",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "1--5",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000382",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engle:2006:LRP,
  author =       "Robert F. Engle and Juri Marcucci",
  title =        "A long-run {Pure Variance Common Features} model for
                 the common volatilities of the {Dow Jones}",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "7--42",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000394",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2006:CFC,
  author =       "Clive W. J. Granger and Timo Ter{\"a}svirta and Andrew
                 J. Patton",
  title =        "Common factors in conditional distributions for
                 bivariate time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "43--57",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000400",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harding:2006:SC,
  author =       "Don Harding and Adrian Pagan",
  title =        "Synchronization of cycles",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "59--79",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000412",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2006:SAH,
  author =       "S{\o}ren Johansen",
  title =        "Statistical analysis of hypotheses on the
                 cointegrating relations in the I(2) model",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "81--115",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000424",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hecq:2006:CCF,
  author =       "Alain Hecq and Franz C. Palm and Jean-Pierre Urbain",
  title =        "Common cyclical features analysis in {VAR} models with
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "117--141",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000436",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paruolo:2006:CTC,
  author =       "Paolo Paruolo",
  title =        "Common trends and cycles in I(2) {VAR} systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "143--168",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000448",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boivin:2006:MDA,
  author =       "Jean Boivin and Serena Ng",
  title =        "Are more data always better for factor analysis?",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "169--194",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500045X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2006:EDT,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "The effect of data transformation on common cycle,
                 cointegration, and unit root tests: {Monte Carlo}
                 results and a simple test",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "195--229",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Connor:2006:CSC,
  author =       "Gregory Connor and Robert A. Korajczyk and Oliver
                 Linton",
  title =        "The common and specific components of dynamic
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "231--255",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giannone:2006:VCF,
  author =       "Domenico Giannone and Lucrezia Reichlin and Luca
                 Sala",
  title =        "{VARs}, common factors and the empirical validation of
                 equilibrium business cycle models",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "257--279",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000485",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Issler:2006:MLU,
  author =       "Jo{\~a}o Victor Issler and Farshid Vahid",
  title =        "The missing link: using the {NBER} recession indicator
                 to construct coincident and leading indices of economic
                 activity",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "281--303",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.01.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "1",
  pages =        "CO2",
  month =        may,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00057-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606000571",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2006:CEE,
  author =       "Luc Bauwens and H. Peter Boswijk and Jean-Pierre
                 Urbain",
  title =        "Causality and exogeneity in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "305--309",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000564",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCrorie:2006:GCS,
  author =       "J. Roderick McCrorie and Marcus J. Chambers",
  title =        "{Granger} causality and the sampling of economic
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "311--336",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000576",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2006:SRL,
  author =       "Jean-Marie Dufour and Denis Pelletier and {\'E}ric
                 Renault",
  title =        "Short run and long run causality in time series:
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "337--362",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000588",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2006:TSL,
  author =       "J{\"o}rg Breitung and Bertrand Candelon",
  title =        "Testing for short- and long-run causality: A
                 frequency-domain approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "363--378",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500059X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mosconi:2006:NCB,
  author =       "Rocco Mosconi and Raffaello Seri",
  title =        "Non-causality in bivariate binary time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "379--407",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000606",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bun:2006:EDF,
  author =       "Maurice J. G. Bun and Jan F. Kiviet",
  title =        "The effects of dynamic feedbacks on {LS} and {MM}
                 estimator accuracy in panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "409--444",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2006:IES,
  author =       "Joel L. Horowitz and Charles F. Manski",
  title =        "Identification and estimation of statistical
                 functionals using incomplete data",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "445--459",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760500062X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nicoletti:2006:NDP,
  author =       "Cheti Nicoletti",
  title =        "Nonresponse in dynamic panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "461--489",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000631",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2006:IQR,
  author =       "Victor Chernozhukov and Christian Hansen",
  title =        "Instrumental quantile regression inference for
                 structural and treatment effect models",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "491--525",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000643",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deLuna:2006:ESE,
  author =       "Xavier de Luna and Per Johansson",
  title =        "Exogeneity in structural equation models",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "527--543",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000655",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:AIVc,
  author =       "Anonymous",
  title =        "Author index to volume 132",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "545--546",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00115-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606001151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "CO2",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(06)00111-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407606001114",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2006:PJb,
  author =       "Anonymous",
  title =        "Pages 305--546 ({June 2006})",
  journal =      j-J-ECONOMETRICS,
  volume =       "132",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2006",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dhrymes:2006:EMG,
  author =       "Phoebus J. Dhrymes and Adriana Lleras-Muney",
  title =        "Estimation of models with grouped and ungrouped data
                 by means of {``2SLS''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "133",
  number =       "1",
  pages =        "1--29",
  month =        jul,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:11 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000813",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Radchenko:2006:LIB,
  author =       "Stanislav Radchenko and Hiroki Tsurumi",
  title =        "Limited information {Bayesian} analysis of a
                 simultaneous equation with an autocorrelated error term
                 and its application to the {U.S.} gasoline market",
  journal =      j-J-ECONOMETRICS,
  volume =       "133",
  number =       "1",
  pages =        "31--49",
  month =        jul,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:11 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605000825",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2006:BPL,
  author =       "Yingyao Hu",
  title =        "Bounding