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%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.02",
%%%     date            = "31 August 2019",
%%%     time            = "09:01:01 MDT",
%%%     filename        = "jeconometrics2010.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        = "47154 35822 127880 1447176",
%%%     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 2010--2019.
%%%
%%%                        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 1.02, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1988 (   1)    1999 (   0)    2010 ( 166)
%%%                             1989 (   1)    2000 (   0)    2011 ( 166)
%%%                             1990 (   0)    2001 (   0)    2012 ( 197)
%%%                             1991 (   1)    2002 (   0)    2013 ( 123)
%%%                             1992 (   0)    2003 (   0)    2014 ( 179)
%%%                             1993 (   0)    2004 (   0)    2015 ( 219)
%%%                             1994 (   0)    2005 (   0)    2016 ( 173)
%%%                             1995 (   0)    2006 (   1)    2017 ( 151)
%%%                             1996 (   1)    2007 (   0)    2018 ( 150)
%%%                             1997 (   0)    2008 (   1)    2019 ( 104)
%%%
%%%                             Article:       1634
%%%
%%%                             Total entries: 1634
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
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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{Xie:1988:SWC,
  author =       "Wen Zhi Xie",
  title =        "A simple way of computing the inverse moments of a
                 non-central chi-square random variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "389--393",
  month =        mar,
  year =         "1988",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(88)90013-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:30 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Xie:2011:CSW}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407688900139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Villasenor:1989:ELC,
  author =       "Jos{\'e} A. Villase{\~n}or and Barry C. Arnold",
  title =        "Elliptical {Lorenz} curves",
  journal =      j-J-ECONOMETRICS,
  volume =       "40",
  number =       "2",
  pages =        "327--338",
  month =        feb,
  year =         "1989",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(89)90089-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:34 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Krause:2013:CEL}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407689900894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:1991:CML,
  author =       "Robert F. Phillips",
  title =        "A constrained maximum-likelihood approach to
                 estimating switching regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "48",
  number =       "1--2",
  pages =        "241--262",
  month =        apr # "\slash " # may,
  year =         "1991",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(91)90040-K",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See note \cite{Xu:2010:NPC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/030440769190040K",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:1996:BRR,
  author =       "John Geweke",
  title =        "{Bayesian} reduced rank regression in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "75",
  number =       "1",
  pages =        "121--146",
  month =        nov,
  year =         "1996",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(95)01773-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:10 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Karlsson:2017:CBR}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407695017739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2006:MTC,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Modified tests for a change in persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "134",
  number =       "2",
  pages =        "441--469",
  month =        oct,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:12 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Harvey:2012:CMT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001521",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2008:MLE,
  author =       "Hugo Kruiniger",
  title =        "Maximum likelihood estimation and inference methods
                 for the covariance stationary panel {$ {\rm AR}(1)
                 $}\slash unit root model",
  journal =      j-J-ECONOMETRICS,
  volume =       "144",
  number =       "2",
  pages =        "447--464",
  month =        jun,
  year =         "2008",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2008.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:24 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Kruiniger:2014:CML}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407608000390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2010:NIM,
  author =       "Xavier D'Haultf{\oe}uille",
  title =        "A new instrumental method for dealing with endogenous
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "1--15",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001468",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2010:CMV,
  author =       "Dante Amengual and Enrique Sentana",
  title =        "A comparison of mean-variance efficiency tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "16--34",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900147X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2010:NPC,
  author =       "Jianjun Xu and Xianming Tan and Runchu Zhang",
  title =        "A note on {Phillips} (1991): {``A constrained maximum
                 likelihood approach to estimating switching
                 regressions''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "35--41",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Phillips:1991:CML}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001481",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2010:SLR,
  author =       "Jean-Marie Dufour and Abderrahim Taamouti",
  title =        "Short and long run causality measures: Theory and
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "42--58",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001493",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Comte:2010:AED,
  author =       "F. Comte and C. Lacour and Y. Rozenholc",
  title =        "Adaptive estimation of the dynamics of a discrete time
                 stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "59--73",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900150X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2010:TSC,
  author =       "Kyungchul Song",
  title =        "Testing semiparametric conditional moment restrictions
                 using conditional martingale transforms",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "74--84",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001511",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fruhwirth-Schnatter:2010:SMS,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner",
  title =        "Stochastic model specification search for {Gaussian}
                 and partial non-{Gaussian} state space models",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "85--100",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(09)00240-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002401",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PJa,
  author =       "Anonymous",
  title =        "Pages 1--100 ({January 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kan:2010:DSA,
  author =       "Raymond Kan and Xiaolu Wang",
  title =        "On the distribution of the sample autocorrelation
                 coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "101--121",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001638",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2010:THS,
  author =       "Badi H. Baltagi and Byoung Cheol Jung and Seuck Heun
                 Song",
  title =        "Testing for heteroskedasticity and serial correlation
                 in a random effects panel data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "122--124",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900164X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2010:ASF,
  author =       "Viktor Todorov and George Tauchen",
  title =        "Activity signature functions for high-frequency data
                 analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "125--138",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Magnus:2010:CTM,
  author =       "Jan R. Magnus and Owen Powell and Patricia
                 Pr{\"u}fer",
  title =        "A comparison of two model averaging techniques with an
                 application to growth empirics",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "139--153",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001663",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2010:ECT,
  author =       "Roger Klein and Francis Vella",
  title =        "Estimating a class of triangular simultaneous
                 equations models without exclusion restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "154--164",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001675",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2010:ESA,
  author =       "Lung-fei Lee and Jihai Yu",
  title =        "Estimation of spatial autoregressive panel data models
                 with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "165--185",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900178X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2010:IBT,
  author =       "Oliver Linton and Kyungchul Song and Yoon-Jae Whang",
  title =        "An improved bootstrap test of stochastic dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "186--202",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(09)00249-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PF,
  author =       "Anonymous",
  title =        "Pages 101--202 ({February 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2010:MVM,
  author =       "Lorenzo Trapani and Giovanni Urga",
  title =        "Micro versus macro cointegration in heterogeneous
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "1--18",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001626",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2010:TRB,
  author =       "Siddhartha Chib and Srikanth Ramamurthy",
  title =        "Tailored randomized block {MCMC} methods with
                 application to {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "19--38",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:ETM,
  author =       "Jiawei Chen and Matthew Shum",
  title =        "Estimating a tournament model of intra-firm wage
                 differentials",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "39--55",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rothe:2010:NED,
  author =       "Christoph Rothe",
  title =        "Nonparametric estimation of distributional policy
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "56--70",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2010:DEN,
  author =       "Zhibiao Zhao",
  title =        "Density estimation for nonlinear parametric models
                 with conditional heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "71--82",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002127",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2010:NNT,
  author =       "J. Isaac Miller and Joon Y. Park",
  title =        "Nonlinearity, nonstationarity, and thick tails: How
                 they interact to generate persistence in memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "83--89",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:IMS,
  author =       "Songnian Chen",
  title =        "An integrated maximum score estimator for a
                 generalized censored quantile regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "90--98",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00017-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PM,
  author =       "Anonymous",
  title =        "Pages 1--98 ({March 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2010:HTE,
  author =       "Tobias J. Klein",
  title =        "Heterogeneous treatment effects: Instrumental
                 variables without monotonicity?",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "99--116",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900219X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liesenfeld:2010:DIM,
  author =       "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
  title =        "The dynamic invariant multinomial probit model:
                 Identification, pretesting and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "117--127",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2010:DFT,
  author =       "Miguel A. Delgado and Carlos Velasco",
  title =        "Distribution-free tests for time series models
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "128--137",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002358",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2010:ESE,
  author =       "Matias D. Cattaneo",
  title =        "Efficient semiparametric estimation of multi-valued
                 treatment effects under ignorability",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "138--154",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900236X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:NTD,
  author =       "Xiaohong Chen and Lars Peter Hansen and Marine
                 Carrasco",
  title =        "Nonlinearity and temporal dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "155--169",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002371",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nielsen:2010:NCA,
  author =       "Morten {\O}rregaard Nielsen",
  title =        "Nonparametric cointegration analysis of fractional
                 systems with unknown integration orders",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "170--187",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002383",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Weissbach:2010:LRT,
  author =       "Rafael Wei{\ss}bach and Ronja Walter",
  title =        "A likelihood ratio test for stationarity of rating
                 transitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "188--194",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002693",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00032-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000321",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PAa,
  author =       "Anonymous",
  title =        "Pages 99--194 ({April 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilleskie:2010:SMO,
  author =       "Donna B. Gilleskie and Ahmed Khwaja",
  title =        "Structural models of optimization behavior in labor,
                 aging and health",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "1--2",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2010:SVA,
  author =       "Michael P. Keane",
  title =        "Structural vs. atheoretic approaches to econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "3--20",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See comments \cite{Rust:2010:CSV,Blundell:2010:CMP}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rust:2010:CSV,
  author =       "John Rust",
  title =        "Comments on: {``Structural vs. atheoretic approaches
                 to econometrics'' by Michael Keane}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "21--24",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Keane:2010:SVA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900195X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blundell:2010:CMP,
  author =       "Richard Blundell",
  title =        "Comments on: {Michael P. Keane `Structural vs.
                 atheoretic approaches to econometrics'}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "25--26",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Keane:2010:SVA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001961",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2010:CIS,
  author =       "James J. Heckman and Sergio Urz{\'u}a",
  title =        "Comparing {IV} with structural models: What simple
                 {IV} can and cannot identify",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "27--37",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001973",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguirregabiria:2010:DDC,
  author =       "Victor Aguirregabiria and Pedro Mira",
  title =        "Dynamic discrete choice structural models: a survey",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "38--67",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001985",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2010:AWE,
  author =       "Donghoon Lee and Kenneth I. Wolpin",
  title =        "Accounting for wage and employment changes in the {US}
                 from 1968--2000: a dynamic model of labor market
                 equilibrium",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "68--85",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002073",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cohen-Goldner:2010:ERT,
  author =       "Sarit Cohen-Goldner and Zvi Eckstein",
  title =        "Estimating the return to training and occupational
                 experience: The case of female immigrants",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "86--105",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002085",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bound:2010:HER,
  author =       "John Bound and Todd Stinebrickner and Timothy
                 Waidmann",
  title =        "Health, economic resources and the work decisions of
                 older men",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "106--129",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002097",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khwaja:2010:EWP,
  author =       "Ahmed Khwaja",
  title =        "Estimating willingness to pay for {Medicare} using a
                 dynamic life-cycle model of demand for health
                 insurance",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "130--147",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002103",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilleskie:2010:WAD,
  author =       "Donna Gilleskie",
  title =        "Work absences and doctor visits during an illness
                 episode: The differential role of preferences,
                 production, and policies among men and women",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "148--163",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002115",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bernal:2010:QSE,
  author =       "Raquel Bernal and Michael P. Keane",
  title =        "Quasi-structural estimation of a model of childcare
                 choices and child cognitive ability production",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "164--189",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Flabbi:2010:PGD,
  author =       "Luca Flabbi",
  title =        "Prejudice and gender differentials in the {US} labor
                 market in the last twenty years",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "190--200",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2010:ECR,
  author =       "Tom Ahn and Peter Arcidiacono and Alvin Murphy and
                 Omari Swinton",
  title =        "Explaining cross-racial differences in teenage labor
                 force participation: Results from a two-sided matching
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "201--211",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002164",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:MEM,
  author =       "Haiyong Liu and Thomas A. Mroz and Wilbert van der
                 Klaauw",
  title =        "Maternal employment, migration, and child
                 development",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "212--228",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002176",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kennan:2010:WWB,
  author =       "John Kennan and James R. Walker",
  title =        "Wages, welfare benefits and migration",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "229--238",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002188",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00087-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000874",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2010:PML,
  author =       "Dennis Kristensen",
  title =        "Pseudo-maximum likelihood estimation in two classes of
                 semiparametric diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "239--259",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900270X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zamarro:2010:AHR,
  author =       "Gema Zamarro",
  title =        "Accounting for heterogeneous returns in sequential
                 schooling decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "260--276",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2010:LSM,
  author =       "Alan T. K. Wan and Xinyu Zhang and Guohua Zou",
  title =        "Least squares model averaging by {Mallows} criterion",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "277--283",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002838",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2010:SSW,
  author =       "Ivan A. Canay",
  title =        "Simultaneous selection and weighting of moments in
                 {GMM} using a trapezoidal kernel",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "284--303",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002899",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leeper:2010:DFF,
  author =       "Eric M. Leeper and Michael Plante and Nora Traum",
  title =        "Dynamics of fiscal financing in the {United States}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "304--321",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2010:ACS,
  author =       "Siddhartha Chib and Edward Greenberg",
  title =        "Additive cubic spline regression with {Dirichlet}
                 process mixture errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "322--336",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guggenberger:2010:IHP,
  author =       "Patrik Guggenberger",
  title =        "The impact of a {Hausman} pretest on the size of a
                 hypothesis test: The panel data case",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "337--343",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fattore:2010:APG,
  author =       "Marco Fattore",
  title =        "Axiomatic properties of geo-logarithmic price
                 indices",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "344--353",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002930",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2010:ESE,
  author =       "Ximing Wu",
  title =        "Exponential Series Estimator of multivariate
                 densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "354--366",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002942",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liesenfeld:2010:EEP,
  author =       "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
  title =        "Efficient estimation of probit models with correlated
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "367--376",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2010:TSI,
  author =       "Juan Carlos Escanciano and Kyungchul Song",
  title =        "Testing single-index restrictions with a focus on
                 average derivatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "377--391",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacho-Chavez:2010:INE,
  author =       "David Jacho-Ch{\'a}vez and Arthur Lewbel and Oliver
                 Linton",
  title =        "Identification and nonparametric estimation of a
                 transformed additively separable model",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "392--407",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2010:IPI,
  author =       "Ivan A. Canay",
  title =        "{EL} inference for partially identified models: Large
                 deviations optimality and bootstrap validity",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "408--425",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900298X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00100-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001004",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PJb,
  author =       "Anonymous",
  title =        "Pages 239--426 ({June 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:AJE,
  author =       "Songnian Chen and Qi Li",
  title =        "Annals Journal of Econometrics: Nonlinear and
                 Nonparametric Methods in Econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "3--5",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002760",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2010:EES,
  author =       "P. M. Robinson",
  title =        "Efficient estimation of the semiparametric spatial
                 autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "6--17",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900284X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2010:PQM,
  author =       "Liangjun Su and Sainan Jin",
  title =        "Profile quasi-maximum likelihood estimation of
                 partially linear spatial autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "18--33",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002863",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2010:GES,
  author =       "Xu Lin and Lung-fei Lee",
  title =        "{GMM} estimation of spatial autoregressive models with
                 unknown heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "34--52",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002887",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kelejian:2010:SES,
  author =       "Harry H. Kelejian and Ingmar R. Prucha",
  title =        "Specification and estimation of spatial autoregressive
                 models with autoregressive and heteroskedastic
                 disturbances",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "53--67",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002784",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2010:IID,
  author =       "Christian Gouri{\'e}roux and Peter C. B. Phillips and
                 Jun Yu",
  title =        "Indirect inference for dynamic panel models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "68--77",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002772",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2010:CBM,
  author =       "Jushan Bai",
  title =        "Common breaks in means and variances for panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "78--92",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002735",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2010:ARC,
  author =       "Chunrong Ai and Li Gan",
  title =        "An alternative root-$n$ consistent estimator for panel
                 data binary choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "93--100",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002723",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2010:GNI,
  author =       "Shaoping Wang and Peng Wang and Jisheng Yang and Zinai
                 Li",
  title =        "A generalized nonlinear {IV} unit root test for panel
                 data with cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "101--109",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002875",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lieli:2010:CEC,
  author =       "Robert P. Lieli and Halbert White",
  title =        "The construction of empirical credit scoring rules
                 based on maximization principles",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "110--119",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2010:IIS,
  author =       "Tong Li",
  title =        "Indirect inference in structural econometric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "120--128",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002802",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:EMS,
  author =       "Xiaohong Chen and Yanqin Fan and Demian Pouzo and
                 Zhiliang Ying",
  title =        "Estimation and model selection of semiparametric
                 multivariate survival functions under general
                 censorship",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "129--142",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002747",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:SNE,
  author =       "Songnian Chen and Yahong Zhou",
  title =        "Semiparametric and nonparametric estimation of sample
                 selection models under symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "143--150",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002759",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:NTF,
  author =       "Jun M. Liu and Rong Chen and Qiwei Yao",
  title =        "Nonparametric transfer function models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "151--164",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002826",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2010:SCR,
  author =       "Joon Y. Park and Kwanho Shin and Yoon-Jae Whang",
  title =        "A semiparametric cointegrating regression:
                 Investigating the effects of age distributions on
                 consumption and saving",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "165--178",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002851",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2010:NSE,
  author =       "Dong Li and Qi Li",
  title =        "Nonparametric/semiparametric estimation and testing of
                 econometric models with data dependent smoothing
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "179--190",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00116-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001168",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2010:AOL,
  author =       "T. W. Anderson and Naoto Kunitomo and Yukitoshi
                 Matsushita",
  title =        "On the asymptotic optimality of the {LIML} estimator
                 with possibly many instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "191--204",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002991",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2010:EMT,
  author =       "Hui Jin and Dale W. Jorgenson",
  title =        "Econometric modeling of technical change",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "205--219",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2010:JBN,
  author =       "Viktor Todorov and Tim Bollerslev",
  title =        "Jumps and betas: a new framework for disentangling and
                 estimating systematic risks",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "220--235",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003017",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mikusheva:2010:RCS,
  author =       "Anna Mikusheva",
  title =        "Robust confidence sets in the presence of weak
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "236--247",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otsu:2010:BEE,
  author =       "Taisuke Otsu",
  title =        "On {Bahadur} efficiency of empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "248--256",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:NEC,
  author =       "Song X. Chen and Aurore Delaigle and Peter Hall",
  title =        "Nonparametric estimation for a class of {L{\'e}vy}
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "257--271",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komunjer:2010:EED,
  author =       "Ivana Komunjer and Quang Vuong",
  title =        "Efficient estimation in dynamic conditional quantile
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "272--285",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2010:EFE,
  author =       "Hung-Jen Wang and Chia-Wen Ho",
  title =        "Estimating fixed-effect panel stochastic frontier
                 models by model transformation",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "286--296",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2010:GAS,
  author =       "Dongming Zhu and John W. Galbraith",
  title =        "A generalized asymmetric {Student}-$t$ distribution
                 with application to financial econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "297--305",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000266",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2010:BSS,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "{Bayesian} semiparametric stochastic volatility
                 modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "306--316",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000278",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bolduc:2010:IRC,
  author =       "Denis Bolduc and Lynda Khalaf and Cl{\'e}ment
                 Y{\'e}lou",
  title =        "Identification robust confidence set methods for
                 inference on parameter ratios with application to
                 discrete choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "317--327",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000028X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2010:EFP,
  author =       "Yonghong An and Yingyao Hu and Matthew Shum",
  title =        "Estimating first-price auctions with an unknown number
                 of bidders: a misclassification approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "328--341",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000308",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2010:RMD,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Robust methods for detecting multiple level breaks in
                 autocorrelated time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "342--358",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000424",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2010:LEF,
  author =       "T. W. Anderson",
  title =        "The {LIML} estimator has finite moments!",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "359--361",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000801",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2010:NLS,
  author =       "Peter Hall and Adonis Yatchew",
  title =        "Nonparametric least squares estimation in derivative
                 families",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "362--374",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000813",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Semykina:2010:EPD,
  author =       "Anastasia Semykina and Jeffrey M. Wooldridge",
  title =        "Estimating panel data models in the presence of
                 endogeneity and selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "375--380",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000825",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Macaro:2010:BNP,
  author =       "Christian Macaro",
  title =        "{Bayesian} non-parametric signal extraction for
                 {Gaussian} time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "381--395",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000849",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamarche:2010:RPQ,
  author =       "Carlos Lamarche",
  title =        "Robust penalized quantile regression estimation for
                 panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "396--408",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000850",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2010:SES,
  author =       "Andres Aradillas-Lopez",
  title =        "Semiparametric estimation of a simultaneous game with
                 incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "409--431",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000953",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2010:SME,
  author =       "Stefan Hoderlein and Joachim Winter",
  title =        "Structural measurement errors in nonseparable models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "432--440",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000965",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conrad:2010:NNC,
  author =       "Christian Conrad",
  title =        "Non-negativity conditions for the hyperbolic {GARCH}
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "441--457",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000977",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2010:TUH,
  author =       "Jin Seo Cho and Halbert White",
  title =        "Testing for unobserved heterogeneity in exponential
                 and {Weibull} duration models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "458--480",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000989",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lengwiler:2010:IFY,
  author =       "Yvan Lengwiler and Carlos Lenz",
  title =        "Intelligible factors for the yield curve",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "481--491",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001077",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hualde:2010:SIM,
  author =       "J. Hualde and P. M. Robinson",
  title =        "Semiparametric inference in multivariate fractionally
                 cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "492--511",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001089",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00132-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PAb,
  author =       "Anonymous",
  title =        "Pages 191--512 ({August 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2010:TYC,
  author =       "H. Peter Boswijk and Philip Hans Franses and Dick van
                 Dijk",
  title =        "Twenty years of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000436",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2010:STD,
  author =       "Clive W. J. Granger",
  title =        "Some thoughts on the development of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "3--6",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000448",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2010:TCI,
  author =       "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert
                 Taylor",
  title =        "Testing for co-integration in vector autoregressions
                 with non-stationary volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "7--24",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000045X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2010:FEC,
  author =       "Jennifer L. Castle and Nicholas W. P. Fawcett and
                 David F. Hendry",
  title =        "Forecasting with equilibrium-correction models during
                 structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "25--36",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Georgiev:2010:MBA,
  author =       "Iliyan Georgiev",
  title =        "Model-based asymptotic inference on the effect of
                 infrequent large shocks on cointegrated variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "37--50",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:LIN,
  author =       "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
  title =        "Likelihood inference for a nonstationary fractional
                 autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "51--66",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000485",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lasak:2010:LBT,
  author =       "Katarzyna Lasak",
  title =        "Likelihood based testing for no fractional
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "67--77",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000503",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2010:LBI,
  author =       "Dennis Kristensen and Anders Rahbek",
  title =        "Likelihood-based inference for cointegration with
                 nonlinear error-correction",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "78--94",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000527",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Figuerola-Ferretti:2010:MMP,
  author =       "Isabel Figuerola-Ferretti and Jes{\'u}s Gonzalo",
  title =        "Modelling and measuring price discovery in commodity
                 markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "95--107",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000552",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobs:2010:CLR,
  author =       "Jan P. A. M. Jacobs and Kenneth F. Wallis",
  title =        "Cointegration, long-run structural modelling and weak
                 exogeneity: Two models of the {UK} economy",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "108--116",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000059X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:THM,
  author =       "S{\o}ren Johansen and Katarina Juselius and Roman
                 Frydman and Michael Goldberg",
  title =        "Testing hypotheses in an {$ {\rm I}(2) $} model with
                 piecewise linear trends. {An} analysis of the
                 persistent long swings in the {Dmk}\slash \$ rate",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "117--129",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000606",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fanelli:2010:SAC,
  author =       "Luca Fanelli and Paolo Paruolo",
  title =        "Speed of adjustment in cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "130--141",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000062X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2010:AEA,
  author =       "Bruce E. Hansen",
  title =        "Averaging estimators for autoregressions with a near
                 unit root",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "142--155",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000643",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2010:CHP,
  author =       "H. Peter Boswijk and Philip Hans Franses and Dick van
                 Dijk",
  title =        "Cointegration in a historical perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "156--159",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Holly:2010:STM,
  author =       "Sean Holly and M. Hashem Pesaran and Takashi
                 Yamagata",
  title =        "A spatio-temporal model of house prices in the {USA}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "160--173",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000837",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00149-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001491",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Durlauf:2010:EI,
  author =       "Steven Durlauf and Aris Spanos",
  title =        "Editorial introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "175--176",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2010:TCR,
  author =       "James J. Heckman and Daniel Schmierer and Sergio
                 Urzua",
  title =        "Testing the correlated random coefficient model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "177--203",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000084",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Spanos:2010:ATC,
  author =       "Aris Spanos",
  title =        "{Akaike}-type criteria and the reliability of
                 inference: Model selection versus statistical model
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "204--220",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000014X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasparis:2010:BTC,
  author =       "Ioannis Kasparis",
  title =        "The Bierens test for certain nonstationary models",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "221--230",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000114",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2010:LDP,
  author =       "Jennifer L. Castle and David F. Hendry",
  title =        "A low-dimension portmanteau test for non-linearity",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "231--245",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000096",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreou:2010:RMM,
  author =       "Elena Andreou and Eric Ghysels and Andros Kourtellos",
  title =        "Regression models with mixed sampling frequencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "246--261",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000072",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:SIP,
  author =       "S{\o}ren Johansen",
  title =        "Some identification problems in the cointegrated
                 vector autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "262--273",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000102",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2010:SLM,
  author =       "Peter C. B. Phillips and Tassos Magdalinos and Liudas
                 Giraitis",
  title =        "Smoothing local-to-moderate unit root theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "274--279",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000126",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2010:BD,
  author =       "Peter C. B. Phillips",
  title =        "Bootstrapping {$ I(1) $} data",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "280--284",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000138",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2010:ASH,
  author =       "Donald W. K. Andrews and Patrik Guggenberger",
  title =        "Applications of subsampling, hybrid, and
                 size-correction methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "285--305",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000059",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Durlauf:2010:UAC,
  author =       "Steven N. Durlauf and Salvador Navarro and David A.
                 Rivers",
  title =        "Understanding aggregate crime regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "306--317",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00162-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001624",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nicoletti:2010:MSD,
  author =       "Cheti Nicoletti and Concetta Rondinelli",
  title =        "The (mis)specification of discrete duration models
                 with unobserved heterogeneity: a {Monte Carlo} study",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "1--13",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001090",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blazsek:2010:KSU,
  author =       "Szabolcs Blazsek and Alvaro Escribano",
  title =        "Knowledge spillovers in {US} patents: a dynamic patent
                 intensity model with secret common innovation factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "14--32",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001107",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2010:DMC,
  author =       "Arnold Zellner and Tomohiro Ando",
  title =        "A direct {Monte Carlo} approach for {Bayesian}
                 analysis of the seemingly unrelated regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "33--45",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001119",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2010:CNT,
  author =       "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
  title =        "A consistent nonparametric test of affiliation in
                 auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "46--54",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001120",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hafner:2010:EEM,
  author =       "Christian M. Hafner and Oliver Linton",
  title =        "Efficient estimation of a multivariate multiplicative
                 volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "55--73",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001132",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2010:RQB,
  author =       "Kim Christensen and Roel Oomen and Mark Podolskij",
  title =        "Realised quantile-based estimation of the integrated
                 variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "74--98",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001144",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:GES,
  author =       "Xiaodong Liu and Lung-fei Lee",
  title =        "{GMM} estimation of social interaction models with
                 centrality",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "99--115",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001259",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2010:PAE,
  author =       "Kim Christensen and Silja Kinnebrock and Mark
                 Podolskij",
  title =        "Pre-averaging estimators of the ex-post covariance
                 matrix in noisy diffusion models with non-synchronous
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "116--133",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001260",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2010:FAP,
  author =       "Gary Koop and Simon Potter",
  title =        "A flexible approach to parametric inference in
                 nonlinear and time varying time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "134--150",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001272",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2010:IMI,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "Inconsistency of the {MLE} and inference based on
                 weighted {LS} for {LARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "151--165",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001284",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bikbov:2010:NAM,
  author =       "Ruslan Bikbov and Mikhail Chernov",
  title =        "No-arbitrage macroeconomic determinants of the yield
                 curve",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "166--182",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001296",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhou:2010:WAC,
  author =       "Yong Zhou and Alan T. K. Wan and Shangyu Xie and
                 Xiaojing Wang",
  title =        "Wavelet analysis of change-points in a non-parametric
                 regression with heteroscedastic variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "183--201",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001405",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hayakawa:2010:EDF,
  author =       "Kazuhiko Hayakawa",
  title =        "The effects of dynamic feedbacks on {LS} and {MM}
                 estimator accuracy in panel data models: Some
                 additional results",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "202--208",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001417",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2010:STP,
  author =       "Juan Carlos Escanciano and Carlos Velasco",
  title =        "Specification tests of parametric dynamic conditional
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "209--221",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001429",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:RCE,
  author =       "Songnian Chen",
  title =        "Root-{$N$}-consistent estimation of fixed-effect panel
                 data transformation models with censoring",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "222--234",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001430",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiu:2010:QML,
  author =       "Dacheng Xiu",
  title =        "Quasi-maximum likelihood estimation of volatility with
                 high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "235--250",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001454",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00174-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PNa,
  author =       "Anonymous",
  title =        "Pages 1--250 ({November 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PNb,
  author =       "Anonymous",
  title =        "{Publisher}'s note",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "251--251",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001442",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ichimura:2010:CAD,
  author =       "Hidehiko Ichimura and Sokbae Lee",
  title =        "Characterization of the asymptotic distribution of
                 semiparametric {$M$}-estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "252--266",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Ichimura:2018:CCA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001302",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiburis:2010:SBT,
  author =       "Richard C. Chiburis",
  title =        "Semiparametric bounds on treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "267--275",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001582",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corsi:2010:TBV,
  author =       "Fulvio Corsi and Davide Pirino and Roberto Ren{\`o}",
  title =        "Threshold bipower variation and the impact of jumps on
                 volatility forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "276--288",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001600",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frahm:2010:DEM,
  author =       "Gabriel Frahm and Christoph Memmel",
  title =        "Dominating estimators for minimum-variance
                 portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "289--302",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001594",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:EGE,
  author =       "Xiaodong Liu and Lung-fei Lee and Christopher R.
                 Bollinger",
  title =        "An efficient {GMM} estimator of spatial autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "303--319",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001715",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2010:PDT,
  author =       "Guohua Feng and Apostolos Serletis",
  title =        "A primal Divisia technical change index based on the
                 output distance function",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "320--330",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001867",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00195-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001958",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PD,
  author =       "Anonymous",
  title =        "Pages 251--330 ({December 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meddahi:2011:RV,
  author =       "Nour Meddahi and Per Mykland and Neil Shephard",
  title =        "Realized Volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "1--1",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Large:2011:EQV,
  author =       "Jeremy Large",
  title =        "Estimating quadratic variation when quoted prices
                 change by a constant increment",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "2--11",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2011:EAJ,
  author =       "Viktor Todorov",
  title =        "Econometric analysis of jump-driven stochastic
                 volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "12--21",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000515",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2011:EOR,
  author =       "Ren{\'e} Garcia and Marc-Andr{\'e} Lewis and Sergio
                 Pastorello and {\'E}ric Renault",
  title =        "Estimation of objective and risk-neutral distributions
                 based on moments of integrated volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "22--32",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000539",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2011:ECE,
  author =       "Lan Zhang",
  title =        "Estimating covariation: Epps effect, microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "33--47",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000540",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Busch:2011:RIV,
  author =       "Thomas Busch and Bent Jesper Christensen and Morten
                 {\O}rregaard Nielsen",
  title =        "The role of implied volatility in forecasting future
                 realized volatility and jumps in foreign exchange,
                 stock, and bond markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "48--57",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000564",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffin:2011:CMP,
  author =       "Jim E. Griffin and Roel C. A. Oomen",
  title =        "Covariance measurement in the presence of
                 non-synchronous trading and market microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "58--68",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000576",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maheu:2011:DHF,
  author =       "John M. Maheu and Thomas H. McCurdy",
  title =        "Do high-frequency measures of volatility improve
                 forecasts of return distributions?",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "69--76",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000588",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mancini:2011:TEM,
  author =       "Cecilia Mancini and Roberto Ren{\`o}",
  title =        "Threshold estimation of {Markov} models with jumps and
                 interest rate modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "77--92",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauer:2011:FMR,
  author =       "Gregory H. Bauer and Keith Vorkink",
  title =        "Forecasting multivariate realized stock market
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "93--101",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000631",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tauchen:2011:RJF,
  author =       "George Tauchen and Hao Zhou",
  title =        "Realized jumps on financial markets and predicting
                 credit spreads",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "102--118",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000655",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fleming:2011:HFR,
  author =       "Jeff Fleming and Bradley S. Paye",
  title =        "High-frequency returns, jumps and the mixture of
                 normals hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "119--128",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2011:BCT,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi",
  title =        "{Box--Cox} transforms for realized volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "129--144",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000680",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2011:MMN,
  author =       "Federico M. Bandi and Jeffrey R. Russell",
  title =        "Market microstructure noise, integrated variance
                 estimators, and the accuracy of asymptotic
                 approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "145--159",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000692",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2011:UHF,
  author =       "Yacine A{\"\i}t-Sahalia and Per A. Mykland and Lan
                 Zhang",
  title =        "Ultra high frequency volatility estimation with
                 dependent microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "160--175",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000709",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2011:RFF,
  author =       "Torben G. Andersen and Tim Bollerslev and Xin Huang",
  title =        "A reduced form framework for modeling volatility of
                 speculative prices based on realized variation
                 measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "176--189",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000710",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2011:EER,
  author =       "Lan Zhang and Per A. Mykland and Yacine
                 A{\"\i}t-Sahalia",
  title =        "{Edgeworth} expansions for realized volatility and
                 related estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "190--203",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000722",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barndorff-Nielsen:2011:SRK,
  author =       "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
                 Asger Lunde and Neil Shephard",
  title =        "Subsampling realised kernels",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "204--219",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000734",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2011:RVF,
  author =       "Torben G. Andersen and Tim Bollerslev and Nour
                 Meddahi",
  title =        "Realized volatility forecasting and market
                 microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "220--234",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000746",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2011:DEV,
  author =       "Tim Bollerslev and Michael Gibson and Hao Zhou",
  title =        "Dynamic estimation of volatility risk premia and
                 investor risk aversion from option-implied and realized
                 volatilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "235--245",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000758",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patton:2011:VFC,
  author =       "Andrew J. Patton",
  title =        "Volatility forecast comparison using imperfect
                 volatility proxies",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "246--256",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000076X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2011:VFM,
  author =       "Eric Ghysels and Arthur Sinko",
  title =        "Volatility forecasting and microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "257--271",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000771",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Renault:2011:CER,
  author =       "Eric Renault and Bas J. M. Werker",
  title =        "Causality effects in return volatility measures with
                 random times",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "272--279",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000783",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2011:VDJ,
  author =       "Liuren Wu",
  title =        "Variance dynamics: Joint evidence from options and
                 high-frequency returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "280--287",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000795",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00217-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002174",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:M,
  author =       "Anonymous",
  title =        "In Memorium",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "iv--v",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00242-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002423",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2011:HTW,
  author =       "Jinyong Hahn and John C. Ham and Hyungsik Roger Moon",
  title =        "The {Hausman} test and weak instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "289--299",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001892",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Montes-Rojas:2011:RTH,
  author =       "Gabriel Montes-Rojas and Walter Sosa-Escudero",
  title =        "Robust tests for heteroskedasticity in the one-way
                 error components model",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "300--310",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001909",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dueker:2011:MCT,
  author =       "Michael J. Dueker and Zacharias Psaradakis and Martin
                 Sola and Fabio Spagnolo",
  title =        "Multivariate contemporaneous-threshold autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "311--325",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001910",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2011:PNS,
  author =       "G. Kapetanios and M. Hashem Pesaran and T. Yamagata",
  title =        "Panels with non-stationary multifactor error
                 structures",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "326--348",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002022",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2011:SHA,
  author =       "Min Seong Kim and Yixiao Sun",
  title =        "Spatial heteroskedasticity and autocorrelation
                 consistent estimation of covariance matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "349--371",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002034",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00236-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002368",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PF,
  author =       "Anonymous",
  title =        "Pages 289--372 ({February 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2011:IMT,
  author =       "William A. Barnett and W. Erwin Diewert and Arnold
                 Zellner",
  title =        "Introduction to measurement with theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "1--5",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001818",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2011:HBM,
  author =       "William A. Barnett and Marcelle Chauvet",
  title =        "How better monetary statistics could have signaled the
                 financial crisis",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "6--23",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000182X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ivancic:2011:SDT,
  author =       "Lorraine Ivancic and W. Erwin Diewert and Kevin J.
                 Fox",
  title =        "Scanner data, time aggregation and the construction of
                 price indexes",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "24--35",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001831",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deHaan:2011:ECD,
  author =       "Jan de Haan and Heymerik A. van der Grient",
  title =        "Eliminating chain drift in price indexes based on
                 scanner data",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "36--46",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001843",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nakamura:2011:PDR,
  author =       "Alice O. Nakamura and Emi Nakamura and Leonard I.
                 Nakamura",
  title =        "Price dynamics, retail chains and inflation
                 measurement",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "47--55",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001855",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pawasutipaisit:2011:WAF,
  author =       "Anan Pawasutipaisit and Robert M. Townsend",
  title =        "Wealth accumulation and factors accounting for
                 success",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "56--81",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001879",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abowd:2011:NEG,
  author =       "John M. Abowd and Lars Vilhuber",
  title =        "National estimates of gross employment and job flows
                 from the {Quarterly Workforce Indicators} with
                 demographic and industry detail",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "82--99",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001880",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00013-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000133",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobs:2011:MDR,
  author =       "Jan P. A. M. Jacobs and Simon van Norden",
  title =        "Modeling data revisions: Measurement error and
                 dynamics of ``true'' values",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "101--109",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002526",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Allen:2011:ELB,
  author =       "Jason Allen and Allan W. Gregory and Katsumi
                 Shimotsu",
  title =        "Empirical likelihood block bootstrapping",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "110--121",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002046",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2011:TBT,
  author =       "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
  title =        "Tighter bounds in triangular systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "122--128",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002265",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Santos:2011:IVM,
  author =       "Andres Santos",
  title =        "Instrumental variable methods for recovering
                 continuous linear functionals",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "129--146",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002253",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2011:RIN,
  author =       "Abdelaati Daouia and Ir{\`e}ne Gijbels",
  title =        "Robustness and inference in nonparametric partial
                 frontier modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "147--165",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002447",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shively:2011:NFE,
  author =       "Thomas S. Shively and Stephen G. Walker and Paul
                 Damien",
  title =        "Nonparametric function estimation subject to
                 monotonicity, convexity and other shape constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "166--181",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002435",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2011:LPC,
  author =       "M. Hashem Pesaran and Elisa Tosetti",
  title =        "Large panels with common factors and spatial
                 correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "182--202",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002459",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Papay:2011:ERD,
  author =       "John P. Papay and John B. Willett and Richard J.
                 Murnane",
  title =        "Extending the regression-discontinuity approach to
                 multiple assignment variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "203--207",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002538",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ham:2011:MSP,
  author =       "John C. Ham and Xianghong Li and Patricia B. Reagan",
  title =        "Matching and semi-parametric {IV} estimation, a
                 distance-based measure of migration, and the wages of
                 young men",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "208--227",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002460",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2011:BEM,
  author =       "Xiaohu Wang and Peter C. B. Phillips and Jun Yu",
  title =        "Bias in estimating multivariate and univariate
                 diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "228--245",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002484",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2011:TWI,
  author =       "Atsushi Inoue and Barbara Rossi",
  title =        "Testing for weak identification in possibly nonlinear
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "246--261",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002575",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalnina:2011:SHF,
  author =       "Ilze Kalnina",
  title =        "Subsampling high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "262--283",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002563",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patton:2011:DBR,
  author =       "Andrew J. Patton",
  title =        "Data-based ranking of realised volatility estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "284--303",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002551",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2011:PDC,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "Predictive density construction and accuracy testing
                 with multiple possibly misspecified diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "304--324",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000254X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2011:ESD,
  author =       "Ren{\'e} Garcia and Eric Renault and David Veredas",
  title =        "Estimation of stable distributions by indirect
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "325--337",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002514",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xie:2011:CSW,
  author =       "Wen Zhi Xie",
  title =        "Corrigendum to {``A simple way of computing the
                 inverse moments of a non-central chi-square random
                 variable'' [J. Econom. {\bf 37} (1988) 389--393]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "338--338",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Xie:1988:SWC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002241",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "ifc--ifc",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00016-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000169",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PAa,
  author =       "Anonymous",
  title =        "Pages 101--338 ({1 April 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "??--??",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2011:EER,
  author =       "Arnold Zellner and David Zilberman",
  title =        "The economics and econometrics of risk: an
                 introduction to the special issue",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "1--5",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Just:2011:GIR,
  author =       "Richard E. Just and David R. Just",
  title =        "Global identification of risk preferences with
                 revealed preference data",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "6--17",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Serra:2011:RBP,
  author =       "Teresa Serra and Barry K. Goodwin and Allen M.
                 Featherstone",
  title =        "Risk behavior in the presence of government programs",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "18--24",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Just:2011:CWE,
  author =       "David R. Just",
  title =        "Calibrating the wealth effects of decoupled payments:
                 Does decreasing absolute risk aversion matter?",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "25--34",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pope:2011:AAR,
  author =       "Rulon D. Pope and Jeffrey T. LaFrance and Richard E.
                 Just",
  title =        "Agricultural arbitrage and risk preferences",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "35--43",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cafiero:2011:ERC,
  author =       "Carlo Cafiero and Eugenio S. A. Bobenrieth H. and Juan
                 R. A. Bobenrieth H. and Brian D. Wright",
  title =        "The empirical relevance of the competitive storage
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "44--54",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002619",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Egorov:2011:TTY,
  author =       "Alexei V. Egorov and Haitao Li and David Ng",
  title =        "A tale of two yield curves: Modeling the joint term
                 structure of dollar and euro interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "55--70",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002632",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schumann:2011:SNT,
  author =       "Keith D. Schumann",
  title =        "Semi-nonparametric test of second degree stochastic
                 dominance with respect to a function",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "71--78",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conte:2011:MMC,
  author =       "Anna Conte and John D. Hey and Peter G. Moffatt",
  title =        "Mixture models of choice under risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "79--88",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002644",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wilcox:2011:SMR,
  author =       "Nathaniel T. Wilcox",
  title =        "`Stochastically more risk averse:' A contextual theory
                 of stochastic discrete choice under risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "89--104",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002656",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Buschena:2011:ESM,
  author =       "David E. Buschena and Joseph A. Atwood",
  title =        "Evaluation of similarity models for expected utility
                 violations",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "105--113",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002668",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{List:2011:CEU,
  author =       "John A. List and Charles F. Mason",
  title =        "Are {CEOs} expected utility maximizers?",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "114--123",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900267X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilboa:2011:SBA,
  author =       "Itzhak Gilboa and Offer Lieberman and David
                 Schmeidler",
  title =        "A similarity-based approach to prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "124--131",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002681",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Russo:2011:DIS,
  author =       "J. E. Russo and Kevyn Yong",
  title =        "The distortion of information to support an emerging
                 evaluation of risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "132--139",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001478",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiman:2011:EIA,
  author =       "Amir Heiman and Oded Lowengart",
  title =        "The effects of information about health hazards in
                 food on consumers' choice process",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "140--147",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001466",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00052-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000522",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barndorff-Nielsen:2011:MRK,
  author =       "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
                 Asger Lunde and Neil Shephard",
  title =        "Multivariate realised kernels: Consistent positive
                 semi-definite estimators of the covariation of equity
                 prices with noise and non-synchronous trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "149--169",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2011:EFD,
  author =       "Arthur Lewbel and Daniel McFadden and Oliver Linton",
  title =        "Estimating features of a distribution from binomial
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "170--188",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002101",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2011:MAT,
  author =       "Zhaogang Song",
  title =        "A martingale approach for testing diffusion models
                 based on infinitesimal operator",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "189--212",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002472",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shao:2011:BAS,
  author =       "Xiaofeng Shao",
  title =        "A bootstrap-assisted spectral test of white noise
                 under unknown dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "213--224",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2011:NMV,
  author =       "Zhibiao Zhao",
  title =        "Nonparametric model validations for hidden {Markov}
                 models with applications in financial econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "225--239",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000042",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hassler:2011:EFI,
  author =       "Uwe Hassler",
  title =        "Estimation of fractional integration under temporal
                 aggregation",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "240--247",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000145",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oka:2011:ESC,
  author =       "Tatsushi Oka and Zhongjun Qu",
  title =        "Estimating structural changes in regression
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "248--267",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2011:NCA,
  author =       "Yanqin Fan and Matthew Gentry and Tong Li",
  title =        "A new class of asymptotically efficient estimators for
                 moment condition models",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "268--277",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Holly:2011:FOP,
  author =       "Alberto Holly and Alain Monfort and Michael
                 Rockinger",
  title =        "Fourth order pseudo maximum likelihood methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "278--293",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100025X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sizova:2011:IVF,
  author =       "Natalia Sizova",
  title =        "Integrated variance forecasting: Model based vs.
                 reduced form",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "294--311",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koopman:2011:MFC,
  author =       "Siem Jan Koopman and Andr{\'e} Lucas and Bernd
                 Schwaab",
  title =        "Modeling frailty-correlated defaults using many
                 macroeconomic covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "312--325",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2011:GRT,
  author =       "Jin Seo Cho and Halbert White",
  title =        "Generalized runs tests for the {IID} hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "326--344",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2011:BIC,
  author =       "Mingliang Li and Justin L. Tobias",
  title =        "{Bayesian} inference in a correlated random
                 coefficients model: Modeling causal effect
                 heterogeneity with an application to heterogeneous
                 returns to schooling",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "345--361",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dardanoni:2011:RIC,
  author =       "Valentino Dardanoni and Salvatore Modica and Franco
                 Peracchi",
  title =        "Regression with imputed covariates: a generalized
                 missing-indicator approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "362--368",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deschamps:2011:BEE,
  author =       "Philippe J. Deschamps",
  title =        "{Bayesian} estimation of an extended local scale
                 stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "369--382",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000509",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffin:2011:SBA,
  author =       "J. E. Griffin and M. F. J. Steel",
  title =        "Stick-breaking autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "383--396",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000613",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00071-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000716",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PJ,
  author =       "Anonymous",
  title =        "Pages 149--396 ({June 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Palm:2011:FSP,
  author =       "Franz C. Palm and Jean-Pierre Urbain",
  title =        "Factor structures for panel and multivariate time
                 series data",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "1--3",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002058",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chudik:2011:IDV,
  author =       "Alexander Chudik and M. Hashem Pesaran",
  title =        "Infinite-dimensional {VARs} and factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "4--22",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000206X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forni:2011:GDF,
  author =       "Mario Forni and Marco Lippi",
  title =        "The general dynamic factor model: One-sided
                 representation results",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "23--28",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002071",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:DFP,
  author =       "Marc Hallin and Roman Liska",
  title =        "Dynamic factors in the presence of blocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "29--41",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002083",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:MLD,
  author =       "Marc Hallin and Charles Mathias and Hugues Pirotte and
                 David Veredas",
  title =        "Market liquidity as dynamic factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "42--50",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002095",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eichler:2011:FDF,
  author =       "Michael Eichler and Giovanni Motta and Rainer von
                 Sachs",
  title =        "Fitting dynamic factor models to non-stationary time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "51--70",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002113",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2011:TSB,
  author =       "J{\"o}rg Breitung and Sandra Eickmeier",
  title =        "Testing for structural breaks in dynamic factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "71--84",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002125",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Palm:2011:CSD,
  author =       "Franz C. Palm and Stephan Smeekes and Jean-Pierre
                 Urbain",
  title =        "Cross-sectional dependence robust block bootstrap
                 panel unit root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "85--104",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002149",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Franchi:2011:CVA,
  author =       "Massimo Franchi and Paolo Paruolo",
  title =        "A characterization of vector autoregressive processes
                 with common cyclical features",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "105--117",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002137",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2011:MME,
  author =       "H. Peter Boswijk and Roy van der Weide",
  title =        "Method of moments estimation of {GO-GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "118--126",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002150",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00084-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000844",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cao:2011:ADI,
  author =       "Bolong Cao and Yixiao Sun",
  title =        "Asymptotic distributions of impulse response functions
                 in short panel vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "127--143",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000662",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Val:2011:BCT,
  author =       "Iv{\'a}n Fern{\'a}ndez-Val and Francis Vella",
  title =        "Bias corrections for two-step fixed effects panel data
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "144--162",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000649",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2011:NIB,
  author =       "Yingying Dong and Arthur Lewbel",
  title =        "Nonparametric identification of a binary random factor
                 in cross section data",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "163--171",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000650",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2011:IPM,
  author =       "John Geweke and Yu Jiang",
  title =        "Inference and prediction in a
                 multiple-structural-break model",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "172--185",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000674",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2011:DMT,
  author =       "Karim M. Abadir and Walter Distaso and Liudas
                 Giraitis",
  title =        "An I( d ) model with trend and cycles",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "186--199",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000686",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:CSD,
  author =       "Marc Hallin and Ramon van den Akker and Bas J. M.
                 Werker",
  title =        "A class of simple distribution-free rank-based unit
                 root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "200--214",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000698",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diks:2011:LBS,
  author =       "Cees Diks and Valentyn Panchenko and Dick van Dijk",
  title =        "Likelihood-based scoring rules for comparing density
                 forecasts in tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "215--230",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000807",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00106-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PAb,
  author =       "Anonymous",
  title =        "Pages 127--230 ({August 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Issler:2011:AIF,
  author =       "Jo{\~a}o Victor Issler and Oliver Linton and Allan
                 Timmermann",
  title =        "Annals issue on forecasting --- {Guest Editors}'
                 introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "1--3",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100042X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2011:AAF,
  author =       "Jens H. E. Christensen and Francis X. Diebold and
                 Glenn D. Rudebusch",
  title =        "The affine arbitrage-free class of {Nelson--Siegel}
                 term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "4--20",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000388",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2011:HUN,
  author =       "Andrea Carriero and Raffaella Giacomini",
  title =        "How useful are no-arbitrage restrictions for
                 forecasting the term structure of interest rates?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "21--34",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Almeida:2011:DIR,
  author =       "Caio Almeida and Jeremy J. Graveline and Scott
                 Joslin",
  title =        "Do interest rate options contain information about
                 excess returns?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "35--44",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Colacito:2011:CMD,
  author =       "Riccardo Colacito and Robert F. Engle and Eric
                 Ghysels",
  title =        "A component model for dynamic correlations",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "45--59",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000406",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2011:PSR,
  author =       "Davide Pettenuzzo and Allan Timmermann",
  title =        "Predictability of stock returns and asset allocation
                 under structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "60--78",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000479",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2011:CFA,
  author =       "Graham Elliott",
  title =        "A control function approach for testing the usefulness
                 of trending variables in forecast models and linear
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "79--91",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000418",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atak:2011:SPM,
  author =       "Alev Atak and Oliver Linton and Zhijie Xiao",
  title =        "A semiparametric panel model for unbalanced data with
                 application to climate change in the {United Kingdom}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "92--115",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Athanasopoulos:2011:MSE,
  author =       "George Athanasopoulos and Osmani Teixeira de Carvalho
                 Guill{\'e}n and Jo{\~a}o Victor Issler and Farshid
                 Vahid",
  title =        "Model selection, estimation and forecasting in {VAR}
                 models with short-run and long-run restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "116--129",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000364",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2011:OPP,
  author =       "John Geweke and Gianni Amisano",
  title =        "Optimal prediction pools",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "130--141",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000455",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galvao:2011:QRD,
  author =       "Antonio F. Galvao",
  title =        "Quantile regression for dynamic panel data with fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "142--157",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000443",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2011:UMF,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Understanding models' forecasting performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "158--172",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000480",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2011:VSE,
  author =       "M. Hashem Pesaran and Andreas Pick and Allan
                 Timmermann",
  title =        "Variable selection, estimation and inference for
                 multi-period forecasting problems",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "173--187",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000467",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Doz:2011:TSE,
  author =       "Catherine Doz and Domenico Giannone and Lucrezia
                 Reichlin",
  title =        "A two-step estimator for large approximate dynamic
                 factor models based on {Kalman} filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "188--205",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100039X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00133-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001333",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mittelhammer:2011:FEL,
  author =       "Ron C. Mittelhammer and George Judge",
  title =        "A family of empirical likelihood functions and
                 estimators for the binary response model",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "207--217",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000819",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kurozumi:2011:MSC,
  author =       "Eiji Kurozumi and Purevdorj Tuvaandorj",
  title =        "Model selection criteria in multivariate models with
                 multiple structural changes",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "218--238",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000820",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaudhuri:2011:NMP,
  author =       "Saraswata Chaudhuri and Eric Zivot",
  title =        "A new method of projection-based inference in {GMM}
                 with weakly identified nuisance parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "239--251",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2011:MCI,
  author =       "Yiguo Sun and Cheng Hsiao and Qi Li",
  title =        "Measuring correlations of integrated but not
                 cointegrated variables: a semiparametric approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "252--267",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001138",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2011:GST,
  author =       "Bin Chen and Yongmiao Hong",
  title =        "Generalized spectral testing for multivariate
                 continuous-time models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "268--293",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100114X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2011:HMC,
  author =       "Stefan Hoderlein",
  title =        "How many consumers are rational?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "294--309",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100128X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2011:ECD,
  author =       "Dukpa Kim",
  title =        "Estimating a common deterministic time trend break in
                 large panels with cross sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "310--330",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100131X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2011:TDJ,
  author =       "Yingying Fan and Jianqing Fan",
  title =        "Testing and detecting jumps based on a discretely
                 observed process",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "331--344",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001278",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2011:RTI,
  author =       "Yixiao Sun",
  title =        "Robust trend inference with series variance estimator
                 and testing-optimal smoothing parameter",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "345--366",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001308",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2011:RLT,
  author =       "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
  title =        "Realized {Laplace} transforms for estimation of jump
                 diffusive volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "367--381",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001291",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2011:SNE,
  author =       "Dennis Kristensen",
  title =        "Semi-nonparametric estimation and misspecification
                 testing of diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "382--403",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001412",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "ifc--ifc",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00149-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PO,
  author =       "Anonymous",
  title =        "Pages 207--404 ({1 October 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "??--??",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kunitomo:2011:MRB,
  author =       "Naoto Kunitomo and Michael McAleer and Yoshihiko
                 Nishiyama",
  title =        "Moment Restriction-Based Econometric Methods: an
                 overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "1--4",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000935",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2011:ATN,
  author =       "P. M. Robinson",
  title =        "Asymptotic theory for nonparametric regression with
                 spatial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "5--19",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000947",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amano:2011:CVM,
  author =       "Tomoyuki Amano and Masanobu Taniguchi",
  title =        "Control variate method for stationary processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "20--29",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000959",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2011:MME,
  author =       "Liqun Wang and Cheng Hsiao",
  title =        "Method of moments estimation and identifiability of
                 semiparametric nonlinear errors-in-variables models",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "30--44",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000960",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2011:PCE,
  author =       "Jerry Hausman and Randall Lewis and Konrad Menzel and
                 Whitney Newey",
  title =        "Properties of the {CUE} estimator and a modification
                 with moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "45--57",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000972",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2011:FSP,
  author =       "T. W. Anderson and Naoto Kunitomo and Yukitoshi
                 Matsushita",
  title =        "On finite sample properties of alternative estimators
                 of coefficients in a structural equation with many
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "58--69",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000984",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okui:2011:IVE,
  author =       "Ryo Okui",
  title =        "Instrumental variable estimation in the presence of
                 many moment conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "70--86",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000996",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsu:2011:ECM,
  author =       "Shih-Hsun Hsu and Chung-Ming Kuan",
  title =        "Estimation of conditional moment restrictions without
                 assuming parameter identifiability in the implied
                 unconditional moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "87--99",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100100X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Areosa:2011:MBE,
  author =       "Waldyr Dutra Areosa and Michael McAleer and Marcelo C.
                 Medeiros",
  title =        "Moment-based estimation of smooth transition
                 regression models with endogenous variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "100--111",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001011",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nishiyama:2011:CNT,
  author =       "Yoshihiko Nishiyama and Kohtaro Hitomi and Yoshinori
                 Kawasaki and Kiho Jeong",
  title =        "A consistent nonparametric test for nonlinear
                 causality --- Specification in time series regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "112--127",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Preve:2011:LPB,
  author =       "Daniel Preve and Marcelo C. Medeiros",
  title =        "Linear programming-based estimators in simple linear
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "128--136",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00188-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001886",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bester:2011:IDD,
  author =       "C. Alan Bester and Timothy G. Conley and Christian B.
                 Hansen",
  title =        "Inference with dependent data using cluster covariance
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "137--151",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000431",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Swensen:2011:BAT,
  author =       "Anders Rygh Swensen",
  title =        "A bootstrap algorithm for testing cointegration rank
                 in {VAR} models in the presence of stationary
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "152--162",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001436",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calhoun:2011:HTL,
  author =       "Gray Calhoun",
  title =        "Hypothesis testing in linear regression when k/n is
                 large",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "163--174",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001448",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiang:2011:VCR,
  author =       "Min-Hsien Chiang and Li-Min Wang",
  title =        "Volatility contagion: a range-based volatility
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "175--189",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100145X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Malik:2011:PFC,
  author =       "Sheheryar Malik and Michael K. Pitt",
  title =        "Particle filters for continuous likelihood evaluation
                 and maximisation",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "190--209",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2011:BIT,
  author =       "Gary Koop and Roberto Leon-Gonzalez and Rodney W.
                 Strachan",
  title =        "{Bayesian} inference in a time varying cointegration
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "210--220",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001588",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanHasselt:2011:BIS,
  author =       "Martijn van Hasselt",
  title =        "{Bayesian} inference in a sample selection model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "221--232",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2011:FDA,
  author =       "Hans-Georg M{\"u}ller and Rituparna Sen and Ulrich
                 Stadtm{\"u}ller",
  title =        "Functional data analysis for volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "233--245",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001606",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2011:TSN,
  author =       "Christian Francq and Guillaume Lepage and Jean-Michel
                 Zako{\"\i}an",
  title =        "Two-stage non {Gaussian} {QML} estimation of {GARCH}
                 models and testing the efficiency of the {Gaussian}
                 {QMLE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "246--257",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100159X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tripathi:2011:GMM,
  author =       "Gautam Tripathi",
  title =        "Generalized method of moments {(GMM)} based inference
                 with stratified samples when the aggregate shares are
                 known",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "258--265",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100162X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2011:SEB,
  author =       "Songnian Chen and Xianbo Zhou",
  title =        "Semiparametric estimation of a bivariate {Tobit}
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "266--274",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00224-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002247",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PD,
  author =       "Anonymous",
  title =        "Pages 137--274 ({December 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Molinari:2012:AII,
  author =       "Francesca Molinari and Elie Tamer",
  title =        "Annals Issue on Identification and Decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "1--2",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002545",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arcidiacono:2012:MCM,
  author =       "Peter Arcidiacono and V. Joseph Hotz and Songman
                 Kang",
  title =        "Modeling college major choices using elicited measures
                 of expectations and counterfactuals",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "3--16",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beresteanu:2012:PIU,
  author =       "Arie Beresteanu and Ilya Molchanov and Francesca
                 Molinari",
  title =        "Partial identification using random set theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "17--32",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001163",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chesher:2012:IMO,
  author =       "Andrew Chesher and Konrad Smolinski",
  title =        "{IV} models of ordered choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "33--48",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DelBoca:2012:EHI,
  author =       "Daniela {Del Boca} and Christopher Flinn",
  title =        "Endogenous household interaction",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "49--65",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001187",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brock:2012:OIT,
  author =       "William A. Brock and Jane Cooley and Steven N. Durlauf
                 and Salvador Navarro",
  title =        "On the observational implications of taste-based
                 discrimination in racial profiling",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "66--78",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001199",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gundersen:2012:INS,
  author =       "Craig Gundersen and Brent Kreider and John Pepper",
  title =        "The impact of the National School Lunch Program on
                 child health: a nonparametric bounds analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "79--91",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001205",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2012:BBR,
  author =       "Brendan Kline and Elie Tamer",
  title =        "Bounds for best response functions in binary games",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "92--105",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001217",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Matzkin:2012:INL,
  author =       "Rosa L. Matzkin",
  title =        "Identification in nonparametric limited dependent
                 variable models with simultaneity and unobserved
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "106--115",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001229",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McFadden:2012:EJP,
  author =       "Daniel McFadden",
  title =        "Economic juries and public project provision",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "116--126",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001230",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rosen:2012:SIQ,
  author =       "Adam M. Rosen",
  title =        "Set identification via quantile restrictions in short
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "127--137",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001242",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stoye:2012:MRT,
  author =       "J{\"o}rg Stoye",
  title =        "Minimax regret treatment choice with covariates or
                 with limited validity of experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "138--156",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001254",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tetenov:2012:STC,
  author =       "Aleksey Tetenov",
  title =        "Statistical treatment choice based on asymmetric
                 minimax regret criteria",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "157--165",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001266",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00246-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002466",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Akashi:2012:SPL,
  author =       "Kentaro Akashi and Naoto Kunitomo",
  title =        "Some properties of the {LIML} estimator in a dynamic
                 panel structural equation",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "167--183",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001631",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Burda:2012:PMM,
  author =       "Martin Burda and Matthew Harding and Jerry Hausman",
  title =        "A {Poisson} mixture model of discrete choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "184--203",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001643",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fox:2012:RCL,
  author =       "Jeremy T. Fox and Kyoo il Kim and Stephen P. Ryan and
                 Patrick Bajari",
  title =        "The random coefficients logit model is identified",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "204--212",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001655",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jing:2012:JAI,
  author =       "Bing-Yi Jing and Xin-Bing Kong and Zhi Liu and Per
                 Mykland",
  title =        "On the jump activity index for semimartingales",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "213--223",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100217X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wei:2012:RFC,
  author =       "Xiaoqiao Wei and Yuhong Yang",
  title =        "Robust forecast combinations",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "224--236",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002168",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:BHT,
  author =       "Yong Li and Jun Yu",
  title =        "{Bayesian} hypothesis testing in latent variable
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "237--246",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002211",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hagemann:2012:STR,
  author =       "Andreas Hagemann",
  title =        "A simple test for regression specification with
                 non-nested alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "247--254",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002181",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berkowitz:2012:VIR,
  author =       "Daniel Berkowitz and Mehmet Caner and Ying Fang",
  title =        "The validity of instruments revisited",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "255--266",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002193",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2012:SPG,
  author =       "Yixiao Sun and Min Seong Kim",
  title =        "Simple and powerful {GMM} over-identification tests
                 with accurate size",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "267--281",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100220X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schennach:2012:LIL,
  author =       "Susanne Schennach and Halbert White and Karim Chalak",
  title =        "Local indirect least squares and average marginal
                 effects in nonseparable structural systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "282--302",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002223",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogelsang:2012:HAS,
  author =       "Timothy J. Vogelsang",
  title =        "Heteroskedasticity, autocorrelation, and spatial
                 correlation robust inference in linear panel models
                 with fixed-effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "303--319",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Srisuma:2012:SEM,
  author =       "Sorawoot Srisuma and Oliver Linton",
  title =        "Semiparametric estimation of {Markov} decision
                 processes with continuous state space",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "320--341",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100234X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Simar:2012:PCD,
  author =       "L{\'e}opold Simar and Anne Vanhems",
  title =        "Probabilistic characterization of directional
                 distances and their robust versions",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "342--354",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002338",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00261-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002612",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PF,
  author =       "Anonymous",
  title =        "Pages 167--354 ({February 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2012:OII,
  author =       "Matias D. Cattaneo and Richard K. Crump and Michael
                 Jansson",
  title =        "Optimal inference for instrumental variables
                 regression with non-{Gaussian} errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "1--15",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002429",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:ESD,
  author =       "Jihai Yu and Robert de Jong and Lung-fei Lee",
  title =        "Estimation for spatial dynamic panel data with fixed
                 effects: The case of spatial cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "16--37",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002417",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2012:JMA,
  author =       "Bruce E. Hansen and Jeffrey S. Racine",
  title =        "Jackknife model averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "38--46",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002405",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canova:2012:DUI,
  author =       "Fabio Canova and Filippo Ferroni",
  title =        "The dynamics of {US} inflation: Can monetary policy
                 explain the changes?",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "47--60",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002399",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2012:TRN,
  author =       "Patrick Gagliardini and Olivier Scaillet",
  title =        "{Tikhonov} regularization for nonparametric
                 instrumental variable estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "61--75",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002375",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2012:EDM,
  author =       "Dennis Kristensen and Yongseok Shin",
  title =        "Estimation of dynamic models with nonparametric
                 simulated maximum likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "76--94",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002363",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2012:AGP,
  author =       "Heejoon Han and Joon Y. Park",
  title =        "{ARCH/GARCH} with persistent covariate: Asymptotic
                 theory of {MLE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "95--112",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002351",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamy:2012:EAA,
  author =       "Laurent Lamy",
  title =        "The econometrics of auctions with asymmetric anonymous
                 bidders",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "113--132",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002703",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:HHT,
  author =       "Yoonseok Lee and Ryo Okui",
  title =        "{Hahn}-Hausman test as a specification test",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "133--139",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002430",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:URT,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Unit root testing under a local break in trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "140--167",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002569",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2012:IWM,
  author =       "Debopam Bhattacharya and Pascaline Dupas",
  title =        "Inferring welfare maximizing treatment assignment
                 under budget constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "168--196",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002697",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Camponovo:2012:RS,
  author =       "Lorenzo Camponovo and Olivier Scaillet and Fabio
                 Trojani",
  title =        "Robust subsampling",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "197--210",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002594",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golosnoy:2012:CAW,
  author =       "Vasyl Golosnoy and Bastian Gribisch and Roman
                 Liesenfeld",
  title =        "The conditional autoregressive {Wishart} model for
                 multivariate stock market volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "211--223",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002582",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jenish:2012:NSR,
  author =       "Nazgul Jenish",
  title =        "Nonparametric spatial regression under near-epoch
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "224--239",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002715",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:LSE,
  author =       "Dong Li and Shiqing Ling",
  title =        "On the least squares estimation of multiple-regime
                 threshold autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "240--253",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002685",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2012:TUR,
  author =       "Joakim Westerlund and Rolf Larsson",
  title =        "Testing for a unit root in a random coefficient panel
                 data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "254--273",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002727",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:LEI,
  author =       "Ping Yu",
  title =        "Likelihood estimation and inference in threshold
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "274--294",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00017-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000176",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PM,
  author =       "Anonymous",
  title =        "Pages 1--294 ({March 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:EI,
  author =       "Han Hong and Chung-Ming Kuan and Yoon-Jae Whang",
  title =        "{Editors}' Introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "295--296",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001965",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2012:SET,
  author =       "Songnian Chen and Xianbo Zhou",
  title =        "Semiparametric estimation of a truncated regression
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "297--304",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001977",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2012:UCD,
  author =       "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez",
  title =        "$n$-uniformly consistent density estimation in
                 nonparametric regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "305--316",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001989",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:TES,
  author =       "Myoung-jae Lee",
  title =        "Treatment effects in sample selection models and their
                 nonparametric estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "317--329",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001990",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2012:CIQ,
  author =       "Yanqin Fan and Sang Soo Park",
  title =        "Confidence intervals for the quantile of treatment
                 effects in randomized experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "330--344",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002004",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2012:QBN,
  author =       "Vadim Marmer and Artyom Shneyerov",
  title =        "Quantile-based nonparametric inference for first-price
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "345--357",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002016",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:BAP,
  author =       "Han Hong and Bruce Preston",
  title =        "{Bayesian} averaging, prediction and nonnested model
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "358--369",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002028",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otsu:2012:TNN,
  author =       "Taisuke Otsu and Myung Hwan Seo and Yoon-Jae Whang",
  title =        "Testing for non-nested conditional moment restrictions
                 using unconditional empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "370--382",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100203X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2012:STN,
  author =       "Joel L. Horowitz",
  title =        "Specification testing in nonparametric instrumental
                 variable estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "383--396",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002041",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2012:FRC,
  author =       "Joon Y. Park and Junhui Qian",
  title =        "Functional regression of continuous state
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "397--412",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002053",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2012:SQR,
  author =       "Zongwu Cai and Zhijie Xiao",
  title =        "Semiparametric quantile regression estimation in
                 dynamic models with partially varying coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "413--425",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002065",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frederiksen:2012:LPW,
  author =       "Per Frederiksen and Frank S. Nielsen and Morten
                 {\O}rregaard Nielsen",
  title =        "Local polynomial {Whittle} estimation of perturbed
                 fractional processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "426--447",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002077",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:PPE,
  author =       "Chang Sik Kim and In-Moo Kim",
  title =        "Partial parametric estimation for nonstationary
                 nonlinear regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "448--457",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002089",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2012:SIG,
  author =       "Bent Jesper Christensen and Christian M. Dahl and Emma
                 M. Iglesias",
  title =        "Semiparametric inference in a {GARCH}-in-mean model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "458--472",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002090",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:SSV,
  author =       "Jun Yu",
  title =        "A semiparametric stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "473--482",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002107",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qian:2012:ESP,
  author =       "Junhui Qian and Le Wang",
  title =        "Estimating semiparametric panel data models by
                 marginal integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "483--493",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002119",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:LUP,
  author =       "Seung-Hyun Hong and Leonardo Rezende",
  title =        "Lock-in and unobserved preferences in server operating
                 systems: a case of {Linux} vs. {Windows}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "494--503",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002120",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2012:RBT,
  author =       "Yoosoon Chang and Chi Mai Nguyen",
  title =        "Residual based tests for cointegration in dependent
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "504--520",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002132",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2012:SIR,
  author =       "Peter M. Robinson and Supachoke Thawornkaiwong",
  title =        "Statistical inference on regression with spatial
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "521--542",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002144",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2012:SGE,
  author =       "Liangjun Su",
  title =        "Semiparametric {GMM} estimation of spatial
                 autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "543--560",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002156",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00049-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2012:EI,
  author =       "Subal C. Kumbhakar and Robin C. Sickles",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "1--3",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001771",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hubbard:2012:SEM,
  author =       "Timothy P. Hubbard and Tong Li and Harry J. Paarsch",
  title =        "Semiparametric estimation in models of first-price,
                 sealed-bid auctions with affiliation",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "4--16",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001692",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Henderson:2012:EIN,
  author =       "Daniel J. Henderson and John A. List and Daniel L.
                 Millimet and Christopher F. Parmeter and Michael K.
                 Price",
  title =        "Empirical implementation of nonparametric first-price
                 auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "17--28",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001710",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:IAB,
  author =       "Tong Li and Xiaoyong Zheng",
  title =        "Information acquisition and/or bid preparation: a
                 structural analysis of entry and bidding in timber sale
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "29--46",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2012:BEA,
  author =       "Subal C. Kumbhakar and Christopher F. Parmeter and
                 Efthymios G. Tsionas",
  title =        "{Bayesian} estimation approaches to first-price
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "47--59",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001680",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:ELI,
  author =       "Han Hong and Denis Nekipelov",
  title =        "Efficient local {IV} estimation of an empirical
                 auction model",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "60--69",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001722",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hicks:2012:SSC,
  author =       "Robert L. Hicks and William C. Horrace and Kurt E.
                 Schnier",
  title =        "Strategic substitutes or complements? {The} game of
                 where to fish",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "70--80",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001709",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Flabbi:2012:EJF,
  author =       "Luca Flabbi and Andrea Moro",
  title =        "The effect of job flexibility on female labor market
                 outcomes: Estimates from a search and bargaining
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "81--95",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Campo:2012:RAA,
  author =       "Sandra Campo",
  title =        "Risk aversion and asymmetry in procurement auctions:
                 Identification, estimation and application to
                 construction procurements",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "96--107",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001746",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bierens:2012:SNE,
  author =       "Herman J. Bierens and Hosin Song",
  title =        "Semi-nonparametric estimation of independently and
                 identically repeated first-price auctions via an
                 integrated simulated moments method",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "108--119",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001758",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2012:PDE,
  author =       "Andres Aradillas-Lopez",
  title =        "Pairwise-difference estimation of incomplete
                 information games",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "120--140",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001734",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kutlu:2012:EMP,
  author =       "Levent Kutlu and Robin C. Sickles",
  title =        "Estimation of market power in the presence of firm
                 level inefficiencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "141--155",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002442",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguirregabiria:2012:DOG,
  author =       "Victor Aguirregabiria and Chun-Yu Ho",
  title =        "A dynamic oligopoly game of the {US} airline industry:
                 Estimation and policy experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "156--173",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100176X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00062-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:DJA,
  author =       "Anonymous",
  title =        "{2011 Dennis J. Aigner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "v--v",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00090-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:JE,
  author =       "Anonymous",
  title =        "2011 {{\booktitle{Journal of Econometrics}}}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "vi--vi",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00091-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:LJF,
  author =       "Anonymous",
  title =        "List of the {JE Fellows} as of {January 2011}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "vii--xix",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00092-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2012:UCB,
  author =       "Joel L. Horowitz and Sokbae Lee",
  title =        "Uniform confidence bands for functions estimated
                 nonparametrically with instrumental variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "175--188",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCausland:2012:HMH,
  author =       "William J. McCausland",
  title =        "The {HESSIAN} method: Highly efficient simulation
                 smoothing, in a nutshell",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "189--206",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002752",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2012:TJN,
  author =       "Yacine A{\"\i}t-Sahalia and Jean Jacod and Jia Li",
  title =        "Testing for jumps in noisy high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "207--222",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002764",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2012:TEB,
  author =       "Jay Bhattacharya and Azeem M. Shaikh and Edward
                 Vytlacil",
  title =        "Treatment effect bounds: an application to
                 {Swan--Ganz} catheterization",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "223--243",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000024",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Onatski:2012:APC,
  author =       "Alexei Onatski",
  title =        "Asymptotics of the principal components estimator of
                 large factor models with weakly influential factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "244--258",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000449",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2012:WPM,
  author =       "Yonghong An and Yingyao Hu",
  title =        "Well-posedness of measurement error models for
                 self-reported data",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "259--269",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000462",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasparis:2012:DMN,
  author =       "Ioannis Kasparis and Peter C. B. Phillips",
  title =        "Dynamic misspecification in nonparametric
                 cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "270--284",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2012:RNF,
  author =       "Abdelaati Daouia and Jean-Pierre Florens and
                 L{\'e}opold Simar",
  title =        "Regularization of nonparametric frontier estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "285--299",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000425",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2012:NIN,
  author =       "Stefan Hoderlein and Halbert White",
  title =        "Nonparametric identification in nonseparable panel
                 data models with generalized fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "300--314",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000437",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hamilton:2012:IEG,
  author =       "James D. Hamilton and Jing Cynthia Wu",
  title =        "Identification and estimation of {Gaussian} affine
                 term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "315--331",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000450",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norets:2012:BMJ,
  author =       "Andriy Norets and Justinas Pelenis",
  title =        "{Bayesian} modeling of joint and conditional
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "332--346",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cizek:2012:SRE,
  author =       "Pavel C{\'\i}zek",
  title =        "Semiparametric robust estimation of truncated and
                 censored regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "347--366",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aue:2012:SMN,
  author =       "Alexander Aue and Lajos Horv{\'a}th and Marie
                 Huskov{\'a}",
  title =        "Segmenting mean-nonstationary time series via trending
                 regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "367--381",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frandsen:2012:QTE,
  author =       "Brigham R. Frandsen and Markus Fr{\"o}lich and Blaise
                 Melly",
  title =        "Quantile treatment effects in the regression
                 discontinuity design",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "382--395",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:JEP,
  author =       "Suzanne S. Lee and Per A. Mykland",
  title =        "Jumps in equilibrium prices and market microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "396--406",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:CMT,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Corrigendum to {``Modified tests for a change in
                 persistence'' [J. Econom. {\bf 134} (2006) 441--469]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "407--407",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Harvey:2006:MTC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00081-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PJ,
  author =       "Anonymous",
  title =        "Pages 175--408 ({June 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:RAP,
  author =       "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
  title =        "Recent advances in panel data, nonlinear and
                 nonparametric models: a festschrift in honor of {Peter
                 C. B. Phillips}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "1--3",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000036",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2012:NTR,
  author =       "Peter M. Robinson",
  title =        "Nonparametric trending regression with cross-sectional
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "4--14",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000061",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2012:TNC,
  author =       "Yoosoon Chang",
  title =        "Taking a new contour: a novel approach to panel unit
                 root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "15--28",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2012:BPU,
  author =       "H. R. Moon and B. Perron",
  title =        "Beyond panel unit root tests: Using multiple testing
                 to determine the nonstationarity properties of
                 individual series in a panel",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "29--33",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000097",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2012:SEP,
  author =       "Liangjun Su and Sainan Jin",
  title =        "Sieve estimation of panel data models with cross
                 section dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "34--47",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000073",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Greenaway-McGrevy:2012:ADF,
  author =       "Ryan Greenaway-McGrevy and Chirok Han and Donggyu
                 Sul",
  title =        "Asymptotic distribution of factor augmented estimators
                 for panel regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "48--53",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000048",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:BDP,
  author =       "Yoonseok Lee",
  title =        "Bias in dynamic panel models under time series
                 misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "54--60",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000103",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2012:RWC,
  author =       "Joon Y. Park and Yoon-Jae Whang",
  title =        "Random walk or chaos: a formal test on the {Lyapunov}
                 exponent",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "61--74",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2012:JRV,
  author =       "Torben G. Andersen and Dobrislav Dobrev and Ernst
                 Schaumburg",
  title =        "Jump-robust volatility estimation using nearest
                 neighbor truncation",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "75--93",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000127",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2012:TVL,
  author =       "Federico M. Bandi and Roberto Ren{\`o}",
  title =        "Time-varying leverage effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "94--113",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000115",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:BEM,
  author =       "Jun Yu",
  title =        "Bias in the estimation of the mean reversion parameter
                 in continuous time models",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "114--122",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200005X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:STM,
  author =       "Roberto S. Mariano and Daniel Preve",
  title =        "Statistical tests for multiple forecast comparison",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "123--130",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hnatkovska:2012:CMC,
  author =       "Viktoria Hnatkovska and Vadim Marmer and Yao Tang",
  title =        "Comparison of misspecified calibrated models: The
                 minimum distance approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "131--138",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000085",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00100-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:RAN,
  author =       "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
  title =        "Recent advances in nonstationary time series: a
                 festschrift in honor of {Peter C. B. Phillips}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "139--141",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000255",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2012:UCS,
  author =       "Clive W. J. Granger",
  title =        "Useful conclusions from surprising results",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "142--146",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000413",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2012:RMT,
  author =       "Ke-Li Xu",
  title =        "Robustifying multivariate trend tests to nonstationary
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "147--154",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000267",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2012:CRS,
  author =       "Xu Cheng and Peter C. B. Phillips",
  title =        "Cointegrating rank selection in models with
                 time-varying variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "155--165",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2012:MAF,
  author =       "Liudas Giraitis and Peter C. B. Phillips",
  title =        "Mean and autocovariance function estimation near the
                 boundary of stationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "166--178",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000309",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Magdalinos:2012:MEA,
  author =       "Tassos Magdalinos",
  title =        "Mildly explosive autoregression under weak and strong
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "179--187",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:TUR,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for unit roots in the presence of uncertainty
                 over both the trend and initial condition",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "188--195",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000280",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2012:ALG,
  author =       "Donald W. K. Andrews and Patrik Guggenberger",
  title =        "Asymptotics for {LS}, {GLS}, and feasible {GLS}
                 statistics in an {AR(1)} model with conditional
                 heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "196--210",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000279",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2012:RIN,
  author =       "Zhijie Xiao",
  title =        "Robust inference in nonstationary time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "211--223",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000371",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2012:MSC,
  author =       "In Choi and Eiji Kurozumi",
  title =        "Model selection criteria for the leads-and-lags
                 cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "224--238",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000310",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2012:MSW,
  author =       "Jennifer L. Castle and Jurgen A. Doornik and David F.
                 Hendry",
  title =        "Model selection when there are multiple breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "239--246",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200036X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:MSP,
  author =       "Jae-Young Kim",
  title =        "Model selection in the presence of nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "247--257",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000395",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ploberger:2012:OEU,
  author =       "Werner Ploberger and Peter C. B. Phillips",
  title =        "Optimal estimation under nonstandard conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "258--265",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000358",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shimotsu:2012:ELW,
  author =       "Katsumi Shimotsu",
  title =        "Exact local {Whittle} estimation of fractionally
                 cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "266--278",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000383",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2012:SBS,
  author =       "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
  title =        "Stationarity-based specification tests for diffusions
                 when the process is nonstationary",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "279--292",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000401",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauer:2012:PRS,
  author =       "Dietmar Bauer and Alex Maynard",
  title =        "Persistence-robust surplus-lag {Granger} causality
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "293--300",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000334",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shintani:2012:SRT,
  author =       "Mototsugu Shintani and Tomoyoshi Yabu and Daisuke
                 Nagakura",
  title =        "Spurious regressions in technical trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "301--309",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000292",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00137-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:LRJ,
  author =       "Anonymous",
  title =        "List of Referees From {January 1, 2011 to December 31,
                 2011}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "I--V",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00170-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001704",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clark:2012:STP,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "In-sample tests of predictive ability: a new
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "1--14",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200111X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liang:2012:FCR,
  author =       "Zhongwen Liang and Qi Li",
  title =        "Functional coefficient regression models with time
                 trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "15--31",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000784",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:TSM,
  author =       "Don H. Kim and Kenneth J. Singleton",
  title =        "Term structure models and the zero bound: an empirical
                 investigation of {Japanese} yields",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "32--49",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bennala:2012:PGR,
  author =       "Nezar Bennala and Marc Hallin and Davy Paindaveine",
  title =        "Pseudo-{Gaussian} and rank-based optimal tests for
                 random individual effects in large n small T panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "50--67",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000772",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2012:DFT,
  author =       "Miguel A. Delgado and Juan Carlos Escanciano",
  title =        "Distribution-free tests of stochastic monotonicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "68--75",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000723",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kato:2012:APQ,
  author =       "Kengo Kato and Antonio F. Galvao and Gabriel V.
                 Montes-Rojas",
  title =        "Asymptotics for panel quantile regression models with
                 individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "76--91",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000760",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kemp:2012:RTM,
  author =       "Gordon C. R. Kemp and J. M. C. Santos Silva",
  title =        "Regression towards the mode",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "92--101",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000735",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bartolucci:2012:PCM,
  author =       "Francesco Bartolucci and Valentina Nigro",
  title =        "Pseudo conditional maximum likelihood estimation of
                 the dynamic logit model for binary panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "102--116",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2012:IML,
  author =       "Valentina Corradi and Walter Distaso and Marcelo
                 Fernandes",
  title =        "International market links and volatility
                 transmission",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "117--141",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000759",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2012:TEE,
  author =       "Richard A. Davis and Thomas Mikosch and Ivor Cribben",
  title =        "Towards estimating extremal serial dependence via the
                 bootstrapped extremogram",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "142--152",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fanelli:2012:DID,
  author =       "Luca Fanelli",
  title =        "Determinacy, indeterminacy and dynamic
                 misspecification in linear rational expectations
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "153--163",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2012:LMT,
  author =       "Badi H. Baltagi and Qu Feng and Chihwa Kao",
  title =        "A {Lagrange} Multiplier test for cross-sectional
                 dependence in a fixed effects panel data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "164--177",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200098X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jenish:2012:SPA,
  author =       "Nazgul Jenish and Ingmar R. Prucha",
  title =        "On spatial processes and asymptotic inference under
                 near-epoch dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "178--190",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Duan:2012:MCD,
  author =       "Jin-Chuan Duan and Jie Sun and Tao Wang",
  title =        "Multiperiod corporate default prediction --- a forward
                 intensity approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "191--209",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001145",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koo:2012:ESL,
  author =       "Bonsoo Koo and Oliver Linton",
  title =        "Estimation of semiparametric locally stationary
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "210--233",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001157",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tsionas:2012:MLE,
  author =       "Efthymios G. Tsionas",
  title =        "Maximum likelihood estimation of stochastic frontier
                 models by the {Fourier} transform",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "234--248",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poirier:2012:WSY,
  author =       "Dale J. Poirier",
  title =        "What is sensible for your agents should be sensible
                 for yourself",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "249--250",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000747",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00163-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001637",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PS,
  author =       "Anonymous",
  title =        "Pages 1--250 ({September 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2012:EI,
  author =       "Marine Carrasco and Mehmet Caner and Yuichi Kitamura
                 and Eric Renault",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "251--255",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001169",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arellano:2012:U,
  author =       "Manuel Arellano and Lars Peter Hansen and Enrique
                 Sentana",
  title =        "Underidentification?",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "256--280",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001170",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2012:IRM,
  author =       "Alastair R. Hall and Sanggohn Han and Otilia Boldea",
  title =        "Inference regarding multiple structural changes in
                 linear models with endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "281--302",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001182",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Penaranda:2012:STR,
  author =       "Francisco Pe{\~n}aranda and Enrique Sentana",
  title =        "Spanning tests in return and stochastic discount
                 factor mean-variance frontiers: a unifying approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "303--324",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001194",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2012:PLS,
  author =       "Lars Peter Hansen",
  title =        "Proofs for large sample properties of generalized
                 method of moments estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "325--330",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001200",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guggenberger:2012:GSU,
  author =       "Patrik Guggenberger and Joaquim J. S. Ramalho and
                 Richard J. Smith",
  title =        "{GEL} statistics under weak identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "331--349",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001212",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2012:EMD,
  author =       "Bertille Antoine and Eric Renault",
  title =        "Efficient minimum distance estimation with multiple
                 rates of convergence",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "350--367",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001224",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anatolyev:2012:IRM,
  author =       "Stanislav Anatolyev",
  title =        "Inference in regression models with many regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "368--382",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001236",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2012:RAM,
  author =       "Marine Carrasco",
  title =        "A regularization approach to the many instruments
                 problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "383--398",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001248",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2012:KWG,
  author =       "Guido M. Kuersteiner",
  title =        "Kernel-weighted {GMM} estimators for linear time
                 series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "399--421",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200125X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2012:CMW,
  author =       "Mehmet Caner and Nese Yildiz",
  title =        "{CUE} with many weak instruments and nearly singular
                 design",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "422--441",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2012:SEB,
  author =       "Chunrong Ai and Xiaohong Chen",
  title =        "The semiparametric efficiency bound for models of
                 sequential moment restrictions containing unknown
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "442--457",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2012:NEI,
  author =       "Jean-Pierre Florens and Anna Simoni",
  title =        "Nonparametric estimation of an instrumental
                 regression: a quasi-{Bayesian} approach based on
                 regularized posterior",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "458--475",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2012:LGE,
  author =       "Nikolay Gospodinov and Taisuke Otsu",
  title =        "Local {GMM} estimation of time series models with
                 conditional moment restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "476--490",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001297",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Severini:2012:EBE,
  author =       "Thomas A. Severini and Gautam Tripathi",
  title =        "Efficiency bounds for estimating linear functionals of
                 nonparametric regression models with endogenous
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "491--498",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2012:ICI,
  author =       "Alastair R. Hall and Atsushi Inoue and James M. Nason
                 and Barbara Rossi",
  title =        "Information criteria for impulse response function
                 matching estimation of {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "499--518",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Hall:2014:CT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Almeida:2012:AMA,
  author =       "Caio Almeida and Ren{\'e} Garcia",
  title =        "Assessing misspecified asset pricing models with
                 empirical likelihood estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "519--537",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2012:OCM,
  author =       "Vadim Marmer and Taisuke Otsu",
  title =        "Optimal comparison of misspecified moment restriction
                 models under a chosen measure of fit",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "538--550",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00179-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001790",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2012:NEI,
  author =       "Gordon Anderson and Oliver Linton and Yoon-Jae Whang",
  title =        "Nonparametric estimation and inference about the
                 overlap of two distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "1--23",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001108",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Halunga:2012:RBE,
  author =       "Andreea G. Halunga and Denise R. Osborn",
  title =        "Ratio-based estimators for a change point in
                 persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "24--31",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001716",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2012:NID,
  author =       "Yingyao Hu and Matthew Shum",
  title =        "Nonparametric identification of dynamic models with
                 unobserved state variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "32--44",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001479",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2012:HLO,
  author =       "Ivan A. Canay and Taisuke Otsu",
  title =        "Hodges-{Lehmann} optimality for testing moment
                 conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "45--53",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001728",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2012:HOP,
  author =       "Patrick Kline and Andres Santos",
  title =        "Higher order properties of the wild bootstrap under
                 misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "54--70",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001480",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2012:STP,
  author =       "Jia Chen and Jiti Gao and Degui Li",
  title =        "Semiparametric trending panel data models with
                 cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "71--85",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001613",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{West:2012:EAP,
  author =       "Kenneth D. West",
  title =        "Econometric analysis of present value models when the
                 discount factor is near one",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "86--97",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200173X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00206-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PN,
  author =       "Anonymous",
  title =        "Pages 1--98 ({November 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2012:IAI,
  author =       "John Geweke and Gary Koop and Richard Paap",
  title =        "Introduction for the annals issue of the Journal of
                 Econometrics on ``Bayesian Models, Methods and
                 Applications''",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "99--100",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001492",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoogerheide:2012:CAI,
  author =       "Lennart Hoogerheide and Anne Opschoor and Herman K.
                 van Dijk",
  title =        "A class of adaptive importance sampling weighted {EM}
                 algorithms for efficient and robust posterior and
                 predictive simulation",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "101--120",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001583",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Villani:2012:GSF,
  author =       "Mattias Villani and Robert Kohn and David J. Nott",
  title =        "Generalized smooth finite mixtures",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "121--133",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001595",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pitt:2012:SPM,
  author =       "Michael K. Pitt and Ralph dos Santos Silva and Paolo
                 Giordani and Robert Kohn",
  title =        "On some properties of {Markov} chain {Monte Carlo}
                 simulation methods based on the particle filter",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "134--151",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001510",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herbst:2012:EDM,
  author =       "Edward Herbst and Frank Schorfheide",
  title =        "Evaluating {DSGE} model forecasts of comovements",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "152--166",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001558",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Waggoner:2012:CMM,
  author =       "Daniel F. Waggoner and Tao Zha",
  title =        "Confronting model misspecification in macroeconomics",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "167--184",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001601",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2012:NBM,
  author =       "John Geweke",
  title =        "Nonparametric {Bayesian} modelling of monotone
                 preferences for discrete choice experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "185--204",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001509",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:BAP,
  author =       "Mingliang Li and Kevin J. Mumford and Justin L.
                 Tobias",
  title =        "A {Bayesian} analysis of payday loans and their
                 regulation",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "205--216",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001571",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maneesoonthorn:2012:PFV,
  author =       "Worapree Maneesoonthorn and Gael M. Martin and
                 Catherine S. Forbes and Simone D. Grose",
  title =        "Probabilistic forecasts of volatility and its risk
                 premia",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "217--236",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001534",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2012:BMA,
  author =       "Gary Koop and Roberto Leon-Gonzalez and Rodney
                 Strachan",
  title =        "{Bayesian} model averaging in the instrumental
                 variable regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "237--250",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001522",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ley:2012:MPB,
  author =       "Eduardo Ley and Mark F. J. Steel",
  title =        "Mixtures of $g$-priors for {Bayesian} model averaging
                 with economic applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "251--266",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200156X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Salimans:2012:VSF,
  author =       "Tim Salimans",
  title =        "Variable selection and functional form uncertainty in
                 cross-country growth regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "267--280",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001546",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00223-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002230",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2013:ETA,
  author =       "Jiti Gao and Dag Tj{\o}stheim and Jiying Yin",
  title =        "Estimation in threshold autoregressive models with a
                 stationary and a unit root regime",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "1--13",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2013:TFI,
  author =       "Sokbae Lee and Kyungchul Song and Yoon-Jae Whang",
  title =        "Testing functional inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "14--32",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200190X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tjostheim:2013:LGC,
  author =       "Dag Tj{\o}stheim and Karl Ove Hufthammer",
  title =        "Local {Gaussian} correlation: a new measure of
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "33--48",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001741",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2013:BRM,
  author =       "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves and
                 Nour Meddahi",
  title =        "Bootstrapping realized multivariate volatility
                 measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "49--65",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001765",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2013:ZIS,
  author =       "Subal C. Kumbhakar and Christopher F. Parmeter and
                 Efthymios G. Tsionas",
  title =        "A zero inefficiency stochastic frontier model",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "66--76",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002163",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2013:PML,
  author =       "Honglin Wang and Emma M. Iglesias and Jeffrey M.
                 Wooldridge",
  title =        "Partial maximum likelihood estimation of spatial
                 probit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "77--89",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001893",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelagatti:2013:RTS,
  author =       "Matteo M. Pelagatti and Pranab K. Sen",
  title =        "Rank tests for short memory stationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "90--105",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hurn:2013:QML,
  author =       "A. S. Hurn and K. A. Lindsay and A. J. McClelland",
  title =        "A quasi-maximum likelihood method for estimating the
                 parameters of multivariate diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "106--126",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002187",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2013:BPF,
  author =       "Lorenzo Trapani",
  title =        "On bootstrapping panel factor series",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "127--141",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2013:JES,
  author =       "Marcus J. Chambers",
  title =        "Jackknife estimation of stationary autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "142--157",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002199",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boldea:2013:EIU,
  author =       "Otilia Boldea and Alastair R. Hall",
  title =        "Estimation and inference in unstable nonlinear least
                 squares models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "158--167",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002205",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2013:DFE,
  author =       "Shakeeb Khan",
  title =        "Distribution free estimation of heteroskedastic binary
                 response models using {Probit\slash Logit} criterion
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "168--182",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001753",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00237-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002370",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJa,
  author =       "Anonymous",
  title =        "Pages 1--182 ({January 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paolella:2013:LDH,
  author =       "Marc Paolella and Eric Renault and Gennady
                 Samorodnitsky and David Veredas",
  title =        "Latest developments on heavy-tailed distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "183--185",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001911",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nolan:2013:LNR,
  author =       "John P. Nolan and Diana Ojeda-Revah",
  title =        "Linear and nonlinear regression with stable errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "186--194",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001923",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2013:OSE,
  author =       "Marc Hallin and Yvik Swan and Thomas Verdebout and
                 David Veredas",
  title =        "One-step {$R$}-estimation in linear models with stable
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "195--204",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200200X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mikosch:2013:HTO,
  author =       "Thomas Mikosch and Casper G. de Vries",
  title =        "Heavy tails of {OLS}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "205--221",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001996",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2013:MII,
  author =       "Beth Andrews and Richard A. Davis",
  title =        "Model identification for infinite variance
                 autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "222--234",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001935",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dominicy:2013:MSQ,
  author =       "Yves Dominicy and David Veredas",
  title =        "The method of simulated quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "235--247",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001947",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ogata:2013:EMS,
  author =       "Hiroaki Ogata",
  title =        "Estimation for multivariate stable distributions with
                 generalized empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "248--254",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002011",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2013:MCT,
  author =       "Jonathan B. Hill and Mike Aguilar",
  title =        "Moment condition tests for heavy tailed time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "255--274",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001972",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCulloch:2013:ENS,
  author =       "J. Huston McCulloch and E. Richard Percy",
  title =        "Extended {Neyman} smooth goodness-of-fit tests,
                 applied to competing heavy-tailed distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "275--282",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Danielsson:2013:FTV,
  author =       "J{\'o}n Dan{\'\i}elsson and Bj{\o}rn N. Jorgensen and
                 Gennady Samorodnitsky and Mandira Sarma and Casper G.
                 de Vries",
  title =        "Fat tails, {VaR} and subadditivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "283--291",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001959",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Broda:2013:SMG,
  author =       "Simon A. Broda and Markus Haas and Jochen Krause and
                 Marc S. Paolella and Sven C. Steude",
  title =        "Stable mixture {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "292--306",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001960",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2013:JTE,
  author =       "Tim Bollerslev and Viktor Todorov and Sophia Zhengzi
                 Li",
  title =        "Jump tails, extreme dependencies, and the distribution
                 of stock returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "307--324",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001984",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fasen:2013:SEM,
  author =       "Vicky Fasen",
  title =        "Statistical estimation of multivariate
                 {Ornstein--Uhlenbeck} processes and applications to
                 co-integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "325--337",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00251-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002515",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:AZA,
  author =       "Anonymous",
  title =        "{2012 Arnold Zellner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "v--v",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00012-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000122",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:JE,
  author =       "Anonymous",
  title =        "2012 {{\booktitle{Journal of Econometrics}}}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "vi--vi",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00013-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000134",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:LJF,
  author =       "Anonymous",
  title =        "List of the {JE Fellows} as of {January 2012}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "vii--xx",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00014-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000146",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Laurent:2013:LFR,
  author =       "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
                 Francesco Violante",
  title =        "On loss functions and ranking forecasting performances
                 of multivariate volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "1--10",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001777",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2013:GQR,
  author =       "Robert Chambers and Rolf F{\"a}re and Shawna Grosskopf
                 and Michael Vardanyan",
  title =        "Generalized quadratic revenue functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "11--21",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002217",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Saijo:2013:EDM,
  author =       "Hikaru Saijo",
  title =        "Estimating {DSGE} models using seasonally adjusted and
                 unadjusted data",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "22--35",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2013:MLE,
  author =       "Donald W. K. Andrews and Xu Cheng",
  title =        "Maximum likelihood estimation and uniform inference
                 with sporadic identification failure",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "36--56",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002357",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2013:SPE,
  author =       "Patrick Gagliardini and Diego Ronchetti",
  title =        "Semi-parametric estimation of {American} option
                 prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "57--82",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002345",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2013:TWU,
  author =       "Bin Chen and Zhaogang Song",
  title =        "Testing whether the underlying continuous-time process
                 follows a diffusion: an infinitesimal operator-based
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "83--107",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002333",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2013:CST,
  author =       "Nikolay Gospodinov and Raymond Kan and Cesare
                 Robotti",
  title =        "Chi-squared tests for evaluation and comparison of
                 asset pricing models",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "108--125",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002485",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2013:PTS,
  author =       "Ke-Li Xu",
  title =        "Powerful tests for structural changes in volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "126--142",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00019-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000195",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PMa,
  author =       "Anonymous",
  title =        "Pages 1--142 ({March 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2013:TDB,
  author =       "Seongman Moon and Carlos Velasco",
  title =        "Tests for $m$-dependence based on sample splitting
                 methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "143--159",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2013:ETP,
  author =       "Debopam Bhattacharya",
  title =        "Evaluating treatment protocols using data
                 combination",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "160--174",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2013:QME,
  author =       "Hugo Kruiniger",
  title =        "Quasi {ML} estimation of the panel {AR(1)} model with
                 arbitrary initial conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "175--188",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okhrin:2013:SEH,
  author =       "Ostap Okhrin and Yarema Okhrin and Wolfgang Schmid",
  title =        "On the structure and estimation of hierarchical
                 {Archimedean} copulas",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "189--204",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00023-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000237",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PAa,
  author =       "Anonymous",
  title =        "Pages 143--204 ({April 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2013:PDM,
  author =       "Seung C. Ahn and Young H. Lee and Peter Schmidt",
  title =        "Panel data models with multiple time-varying
                 individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "1--14",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300002X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2013:PBO,
  author =       "Graham Elliott and Robert P. Lieli",
  title =        "Predicting binary outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "15--26",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000171",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bikbov:2013:MPR,
  author =       "Ruslan Bikbov and Mikhail Chernov",
  title =        "Monetary policy regimes and the term structure of
                 interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "27--43",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300016X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krause:2013:CEL,
  author =       "Melanie Krause",
  title =        "Corrigendum to {``Elliptical Lorenz Curves'' [J.
                 Econom. {\bf 40} (1989) 327--338]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "44--44",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Villasenor:1989:ELC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000158",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00044-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000444",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PMb,
  author =       "Anonymous",
  title =        "Pages 1--44 ({May 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2013:CFL,
  author =       "Seungmoon Choi",
  title =        "Closed-form likelihood expansions for multivariate
                 time-inhomogeneous diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "45--65",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000341",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2013:LFR,
  author =       "Ulrich K. M{\"u}ller and Mark W. Watson",
  title =        "Low-frequency robust cointegration testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "66--81",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300033X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2013:MAJ,
  author =       "Xinyu Zhang and Alan T. K. Wan and Guohua Zou",
  title =        "Model averaging by jackknife criterion in models with
                 dependent data",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "82--94",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000183",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2013:IER,
  author =       "Xavier D'Haultf{\oe}uille and Arnaud Maurel",
  title =        "Inference on an extended {Roy} model, with an
                 application to schooling decisions in {France}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "95--106",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000328",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2013:LTP,
  author =       "Guido M. Kuersteiner and Ingmar R. Prucha",
  title =        "Limit theory for panel data models with cross
                 sectional dependence and sequential exogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "107--126",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000389",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2013:OCR,
  author =       "Matias D. Cattaneo and Max H. Farrell",
  title =        "Optimal convergence rates, {Bahadur} representation,
                 and asymptotic normality of partitioning estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "127--143",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000365",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2013:TCV,
  author =       "Jonathan B. Hill and Artyom Shneyerov",
  title =        "Are there common values in first-price auctions? {A}
                 tail-index nonparametric test",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "144--164",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000377",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Handel:2013:RFP,
  author =       "Benjamin R. Handel and Kanishka Misra and James W.
                 Roberts",
  title =        "Robust firm pricing with panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "165--185",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000420",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2013:IFP,
  author =       "Yingyao Hu and David McAdams and Matthew Shum",
  title =        "Identification of first-price auctions with
                 non-separable unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "186--193",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000407",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00071-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000717",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJb,
  author =       "Anonymous",
  title =        "Pages 45--194 ({June 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huber:2013:PEB,
  author =       "Martin Huber and Michael Lechner and Conny Wunsch",
  title =        "The performance of estimators based on the propensity
                 score",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "1--21",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2013:NPR,
  author =       "Karim M. Abadir and Giovanni Caggiano and Gabriel
                 Talmain",
  title =        "{Nelson}-Plosser revisited: The {ACF} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "22--34",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000419",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2013:FDM,
  author =       "Chirok Han and Peter C. B. Phillips",
  title =        "First difference maximum likelihood and dynamic panel
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "35--45",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000572",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gayle:2013:ENP,
  author =       "Wayne-Roy Gayle and Soiliou Daw Namoro",
  title =        "Estimation of a nonlinear panel data model with
                 semiparametric individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "46--59",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00097-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000973",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJc,
  author =       "Anonymous",
  title =        "Pages 1--60 ({July 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arbues:2013:DMO,
  author =       "Ignacio Arbu{\'e}s",
  title =        "Determining the {MSE}-optimal cross section to
                 forecast",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "61--70",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000602",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gayle:2013:ICE,
  author =       "Wayne-Roy Gayle",
  title =        "Identification and {$N$}-consistent estimation of a
                 nonlinear panel data model with correlated unobserved
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "71--83",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000584",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2013:TSS,
  author =       "Javier Hidalgo and Myung Hwan Seo",
  title =        "Testing for structural stability in the whole sample",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "84--93",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000626",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2013:PUR,
  author =       "M. Hashem Pesaran and L. Vanessa Smith and Takashi
                 Yamagata",
  title =        "Panel unit root tests in the presence of a multifactor
                 error structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "94--115",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000353",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shiu:2013:IEN,
  author =       "Ji-Liang Shiu and Yingyao Hu",
  title =        "Identification and estimation of nonlinear dynamic
                 panel data models with unobserved covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "116--131",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000559",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fuentes-Albero:2013:MCM,
  author =       "Cristina Fuentes-Albero and Leonardo Melosi",
  title =        "Methods for computing marginal data densities from the
                 {Gibbs} output",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "132--141",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000560",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amado:2013:MVV,
  author =       "Cristina Amado and Timo Ter{\"a}svirta",
  title =        "Modelling volatility by variance decomposition",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "142--153",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300064X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00106-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001061",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PAb,
  author =       "Anonymous",
  title =        "Pages 61--154 ({August 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Judge:2013:FOC,
  author =       "George Judge",
  title =        "{Fellow}'s opinion corner: Econometric information
                 recovery",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000638",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2013:BSM,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "{Bayesian} semiparametric multivariate {GARCH}
                 modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "3--17",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000808",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2013:PCE,
  author =       "Jushan Bai and Serena Ng",
  title =        "Principal components estimation and identification of
                 static factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "18--29",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Iacone:2013:TBT,
  author =       "Fabrizio Iacone and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for a break in trend when the order of
                 integration is unknown",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "30--45",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000663",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2013:WME,
  author =       "Vadim Marmer and Artyom Shneyerov and Pai Xu",
  title =        "What model for entry in first-price auctions? {A}
                 nonparametric approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "46--58",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000821",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2013:SET,
  author =       "Jiti Gao and Peter C. B. Phillips",
  title =        "Semiparametric estimation in triangular system
                 equations with nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "59--79",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300095X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2013:ACF,
  author =       "Xinyu Zhang and Zudi Lu and Guohua Zou",
  title =        "Adaptively combined forecasting for discrete response
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "80--91",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001048",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00118-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001188",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PS,
  author =       "Anonymous",
  title =        "Pages 1--92 ({September 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Filipovic:2013:DAM,
  author =       "Damir Filipovi{\'c} and Eberhard Mayerhofer and Paul
                 Schneider",
  title =        "Density approximations for multivariate affine
                 jump-diffusion processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "93--111",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000596",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2013:NDP,
  author =       "Liangjun Su and Xun Lu",
  title =        "Nonparametric dynamic panel data models: Kernel
                 estimation and specification testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "112--133",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guay:2013:RAR,
  author =       "Alain Guay and Emmanuel Guerre and Step{\'a}na
                 Lazarov{\'a}",
  title =        "Robust adaptive rate-optimal testing for the white
                 noise hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "134--145",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fulop:2013:ELS,
  author =       "Andras Fulop and Junye Li",
  title =        "Efficient learning via simulation: a marginalized
                 resample-move approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "146--161",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001164",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2013:MAS,
  author =       "Joshua C. C. Chan",
  title =        "Moving average stochastic volatility models with
                 application to inflation forecast",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "162--172",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001255",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00136-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300136X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PO,
  author =       "Anonymous",
  title =        "Pages 93--172 ({October 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2013:IIR,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "Inference on impulse response functions in structural
                 {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "1--13",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Inoue:2019:CII}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001310",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komarova:2013:BCM,
  author =       "Tatiana Komarova",
  title =        "Binary choice models with discrete regressors:
                 Identification and misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "14--33",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001279",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2013:GMP,
  author =       "Christian Francq and Olivier Wintenberger and
                 Jean-Michel Zako{\"\i}an",
  title =        "{GARCH} models without positivity constraints:
                 Exponential or log {GARCH}?",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "34--46",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001267",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavergne:2013:SMD,
  author =       "Pascal Lavergne and Valentin Patilea",
  title =        "Smooth minimum distance estimation and testing with
                 conditional estimating equations: Uniform in bandwidth
                 theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "47--59",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001280",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McElroy:2013:DTS,
  author =       "Tucker McElroy and Dimitris N. Politis",
  title =        "Distribution theory for the {Studentized} mean for
                 long, short, and negative memory time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "60--74",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001334",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gossner:2013:FSE,
  author =       "Olivier Gossner and Karl H. Schlag",
  title =        "Finite-sample exact tests for linear regressions with
                 bounded dependent variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "75--84",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2013:HSD,
  author =       "Min Seong Kim and Yixiao Sun",
  title =        "Heteroskedasticity and spatiotemporal dependence
                 robust inference for linear panel models with fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "85--108",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001309",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galichon:2013:DB,
  author =       "Alfred Galichon and Marc Henry",
  title =        "Dilation bootstrap",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "109--115",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001292",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cosslett:2013:ESE,
  author =       "Stephen R. Cosslett",
  title =        "Efficient semiparametric estimation for endogenously
                 stratified regression via smoothed likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "116--129",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00171-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PN,
  author =       "Anonymous",
  title =        "Pages 1--130 ({November 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Timmermann:2013:DEM,
  author =       "Allan Timmermann and Herman K. van Dijk",
  title =        "Dynamic econometric modeling and forecasting in the
                 presence of instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "131--133",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000675",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2013:OFP,
  author =       "M. Hashem Pesaran and Andreas Pick and Mikhail
                 Pranovich",
  title =        "Optimal forecasts in the presence of structural
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "134--152",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000687",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2013:AFP,
  author =       "Liudas Giraitis and George Kapetanios and Simon
                 Price",
  title =        "Adaptive forecasting in the presence of recent and
                 ongoing structural change",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "153--170",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000699",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2013:FLM,
  author =       "Cindy Shin-Huei Wang and Luc Bauwens and Cheng Hsiao",
  title =        "Forecasting a long memory process subject to
                 structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "171--184",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000833",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2013:LTV,
  author =       "Gary Koop and Dimitris Korobilis",
  title =        "Large time-varying parameter {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "185--198",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000845",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2013:CPD,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Conditional predictive density evaluation in the
                 presence of instabilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "199--212",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000857",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Billio:2013:TVC,
  author =       "Monica Billio and Roberto Casarin and Francesco
                 Ravazzolo and Herman K. van Dijk",
  title =        "Time-varying combinations of predictive densities
                 using nonlinear filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "213--232",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000869",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2013:SES,
  author =       "Dante Amengual and Gabriele Fiorentini and Enrique
                 Sentana",
  title =        "Sequential estimation of shape parameters in
                 multivariate dynamic models",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "233--249",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000870",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2013:PRU,
  author =       "Peter C. B. Phillips and Ji Hyung Lee",
  title =        "Predictive regression under various degrees of
                 persistence and robust long-horizon regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "250--264",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2013:TUR,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for unit roots in the possible presence of
                 multiple trend breaks using minimum {Dickey--Fuller}
                 statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "265--284",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2013:LSE,
  author =       "S{\o}ren Johansen and Theis Lange",
  title =        "Least squares estimation in a simple random
                 coefficient autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "285--288",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bates:2013:CFE,
  author =       "Brandon J. Bates and Mikkel Plagborg-M{\o}ller and
                 James H. Stock and Mark W. Watson",
  title =        "Consistent factor estimation in dynamic factor models
                 with structural instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "289--304",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2013:FFV,
  author =       "Jennifer L. Castle and Michael P. Clements and David
                 F. Hendry",
  title =        "Forecasting by factors, by variables, by both or
                 neither?",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "305--319",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2013:MSM,
  author =       "Fei Chen and Francis X. Diebold and Frank
                 Schorfheide",
  title =        "A {Markov}-switching multifractal inter-trade duration
                 model, with application to {US} equities",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "320--342",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Favero:2013:MFG,
  author =       "Carlo A. Favero",
  title =        "Modelling and forecasting government bond spreads in
                 the euro area: a {GVAR} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "343--356",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300081X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2013:CSR,
  author =       "Graham Elliott and Antonio Gargano and Allan
                 Timmermann",
  title =        "Complete subset regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "357--373",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00211-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300211X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2014:MTM,
  author =       "Zongwu Cai and Yongmiao Hong and Qi Li",
  title =        "Misspecification test methods in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "1--3",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001516",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2014:TPR,
  author =       "Zongwu Cai and Yunfei Wang",
  title =        "Testing predictive regression models with
                 nonstationary regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "4--14",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001528",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chao:2014:TOR,
  author =       "John C. Chao and Jerry A. Hausman and Whitney K. Newey
                 and Norman R. Swanson and Tiemen Woutersen",
  title =        "Testing overidentifying restrictions with many
                 instruments and heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "15--21",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300153X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:UAV,
  author =       "Bin Chen and Yongmiao Hong",
  title =        "A unified approach to validating univariate and
                 multivariate conditional distribution models in time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "22--44",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001541",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2014:NIC,
  author =       "Yanqin Fan and Sang Soo Park",
  title =        "Nonparametric inference for counterfactual means:
                 Bias-correction, confidence sets, and weak {IV}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "45--56",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001553",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gu:2014:TCR,
  author =       "Jingping Gu and Zhongwen Liang",
  title =        "Testing cointegration relationship in a semiparametric
                 varying coefficient model",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "57--70",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001565",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsu:2014:CST,
  author =       "Shih-Hsun Hsu and Chung-Ming Kuan",
  title =        "Constructing smooth tests without estimating the
                 eigenpairs of the limiting process",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "71--79",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gan:2014:MST,
  author =       "Li Gan and Cheng Hsiao and Shu Xu",
  title =        "Model specification test with correlated but not
                 cointegrated variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "80--85",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2014:NHM,
  author =       "Jinyong Hahn and Whitney K. Newey and Richard J.
                 Smith",
  title =        "Neglected heterogeneity in moment condition models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "86--100",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harding:2014:ETQ,
  author =       "Matthew Harding and Carlos Lamarche",
  title =        "Estimating and testing a quantile regression model
                 with interactive effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "101--113",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2014:ESP,
  author =       "Jerry A. Hausman and Tiemen Woutersen",
  title =        "Estimating a semi-parametric duration model without
                 specifying heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "114--131",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001619",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2014:AQL,
  author =       "Jae-Young Kim",
  title =        "An alternative quasi likelihood approach, {Bayesian}
                 analysis and data-based inference for model
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "132--145",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:TLD,
  author =       "Yoon-Jin Lee",
  title =        "Testing a linear dynamic panel data model against
                 nonlinear alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "146--166",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001632",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2014:CNT,
  author =       "Zhongjian Lin and Qi Li and Yiguo Sun",
  title =        "A consistent nonparametric test of parametric
                 regression functional form in fixed effects panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "167--179",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001644",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2014:VAS,
  author =       "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
  title =        "Volatility activity: Specification and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "180--193",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001656",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2014:RCR,
  author =       "Xun Lu and Halbert White",
  title =        "Robustness checks and robustness tests in applied
                 economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "194--206",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001668",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2014:AIJ,
  author =       "Graham Elliott and A. M. Robert Taylor",
  title =        "Annals issue of {{\booktitle{Journal of
                 Econometrics}}} ``Recent Advances in Time Series
                 Econometrics'': {Guest Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "207--209",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001851",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2014:OEC,
  author =       "Peter C. B. Phillips",
  title =        "Optimal estimation of cointegrated systems with
                 irrelevant instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "210--224",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001863",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2014:EML,
  author =       "Peter M. Robinson",
  title =        "The estimation of misspecified long memory models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "225--230",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001875",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hamilton:2014:TIA,
  author =       "James D. Hamilton and Jing Cynthia Wu",
  title =        "Testable implications of affine term structure
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "231--242",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001887",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2014:TSU,
  author =       "Marcus J. Chambers and Joanne S. Ercolani and A. M.
                 Robert Taylor",
  title =        "Testing for seasonal unit roots by frequency domain
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "243--258",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001899",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2014:TUR,
  author =       "Giuseppe Cavaliere and Fang Xu",
  title =        "Testing for unit roots in bounded time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "259--272",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2014:ALD,
  author =       "M. Hashem Pesaran and Alexander Chudik",
  title =        "Aggregation in large dynamic panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "273--285",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2014:MSU,
  author =       "Jennifer L. Castle and David F. Hendry",
  title =        "Model selection in under-specified equations facing
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "286--293",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2014:TOF,
  author =       "Cheng Hsiao and Shui Ki Wan",
  title =        "Is there an optimal forecast combination?",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "294--309",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2014:AIP,
  author =       "S{\o}ren Johansen and Katarina Juselius",
  title =        "An asymptotic invariance property of the common trends
                 under linear transformations of the data",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "310--315",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001930",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{White:2014:GCE,
  author =       "Halbert White and Davide Pettenuzzo",
  title =        "Granger causality, exogeneity, cointegration, and
                 economic policy analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "316--330",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001942",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berenguer-Rico:2014:SSP,
  author =       "Vanessa Berenguer-Rico and Jes{\'u}s Gonzalo",
  title =        "Summability of stochastic processes --- a
                 generalization of integration for non-linear
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "331--341",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Thornton:2014:ADR,
  author =       "Michael A. Thornton",
  title =        "The aggregation of dynamic relationships caused by
                 incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "342--351",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2014:FFM,
  author =       "Hyun Hak Kim and Norman R. Swanson",
  title =        "Forecasting financial and macroeconomic variables
                 using data reduction methods: New empirical evidence",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "352--367",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stock:2014:ETP,
  author =       "James H. Stock and Mark W. Watson",
  title =        "Estimating turning points using large data sets",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "368--381",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300198X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002455",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Donald:2014:EID,
  author =       "Stephen G. Donald and Yu-Chin Hsu",
  title =        "Estimation and inference for distribution functions
                 and quantile functions in treatment effect models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "383--397",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001826",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PJa,
  author =       "Anonymous",
  title =        "Pages 383--706 ({January 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "383--706",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:ARM,
  author =       "Seojeong Lee",
  title =        "Asymptotic refinements of a misspecification-robust
                 bootstrap for generalized method of moments
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "398--413",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001838",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavergne:2014:MET,
  author =       "Pascal Lavergne",
  title =        "Model equivalence tests in a parametric framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "414--425",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2014:UCW,
  author =       "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez
                 and Arthur Lewbel",
  title =        "Uniform convergence of weighted sums of non and
                 semiparametric residuals for estimation and testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "426--443",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001462",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dunker:2014:IES,
  author =       "Fabian Dunker and Jean-Pierre Florens and Thorsten
                 Hohage and Jan Johannes and Enno Mammen",
  title =        "Iterative estimation of solutions to noisy nonlinear
                 operator equations in nonparametric instrumental
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "444--455",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2014:FEN,
  author =       "Jean-Pierre Florens and L{\'e}opold Simar and Ingrid
                 {Van Keilegom}",
  title =        "Frontier estimation in nonparametric location-scale
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "456--470",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001504",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2014:SMS,
  author =       "Kyungchul Song",
  title =        "Semiparametric models with single-index nuisance
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "471--483",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001486",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juhl:2014:THF,
  author =       "Ted Juhl and Walter Sosa-Escudero",
  title =        "Testing for heteroskedasticity in fixed effects
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "484--494",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2014:SAL,
  author =       "J. C. Escanciano and S. C. Goh",
  title =        "Specification analysis of linear quantile models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "495--507",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300184X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2014:MLM,
  author =       "Luc Bauwens and Arnaud Dufays and Jeroen V. K.
                 Rombouts",
  title =        "Marginal likelihood for {Markov}-switching and
                 change-point {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "508--522",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300167X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2014:ESA,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "Estimating a semiparametric asymmetric stochastic
                 volatility model with a {Dirichlet} process mixture",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "523--538",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001681",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2014:AAL,
  author =       "Hwan-sik Choi and Minsoo Jeong and Joon Y. Park",
  title =        "An asymptotic analysis of likelihood-based diffusion
                 model selection using high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "539--557",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Al-Sadoon:2014:GLR,
  author =       "Majid M. Al-Sadoon",
  title =        "Geometric and long run aspects of {Granger}
                 causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "558--568",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001693",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2014:MBT,
  author =       "Jianhong Wu and Guodong Li",
  title =        "Moment-based tests for individual and time effects in
                 panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "569--581",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Haan:2014:LLC,
  author =       "Peter Haan and Victoria Prowse",
  title =        "Longevity, life-cycle behavior and pension reform",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "582--601",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002042",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2014:NAB,
  author =       "Yong Li and Tao Zeng and Jun Yu",
  title =        "A new approach to {Bayesian} hypothesis testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "602--612",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001991",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yuan:2014:ELS,
  author =       "Ao Yuan and Jinfeng Xu and Gang Zheng",
  title =        "On empirical likelihood statistical functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "613--623",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002017",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelenis:2014:BRH,
  author =       "Justinas Pelenis",
  title =        "{Bayesian} regression with heteroscedastic error
                 density and parametric mean function",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "624--638",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002194",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:SIP,
  author =       "Xiaohong Chen and Zhipeng Liao and Yixiao Sun",
  title =        "Sieve inference on possibly misspecified
                 semi-nonparametric time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "639--658",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002066",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2014:LFI,
  author =       "Yixiao Sun",
  title =        "Let's fix it: Fixed-$b$ asymptotics versus small-$b$
                 asymptotics in heteroskedasticity and autocorrelation
                 robust inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "659--677",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002054",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:TMI,
  author =       "Le-Yu Chen and Jerzy Szroeter",
  title =        "Testing multiple inequality hypotheses: a smoothed
                 indicator approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "678--693",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300208X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:DET,
  author =       "Yoon Dong Lee and Seongjoo Song and Eun-Kyung Lee",
  title =        "The delta expansion for the transition density of
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "694--705",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002212",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2014:CT,
  author =       "Alastair R. Hall and Atsushi Inoue and James M. Nason
                 and Barbara Rossi",
  title =        "Corrigendum to {``Information criteria for impulse
                 response function matching estimation of DSGE models''
                 [J. Econom. {\bf 170} (2012) 499--518]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "706--706",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Hall:2012:ICI}.",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002558",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Battistin:2014:TEE,
  author =       "Erich Battistin and Andrew Chesher",
  title =        "Treatment effect estimation with covariate measurement
                 error",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "707--715",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300225X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maruyama:2014:EFS,
  author =       "Shiko Maruyama",
  title =        "Estimation of finite sequential games",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "716--726",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2014:MAM,
  author =       "Abdelaati Daouia and St{\'e}phane Girard and Armelle
                 Guillou",
  title =        "A {$ \Gamma $}-moment approach to monotonic boundary
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "727--740",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogelsang:2014:IMO,
  author =       "Timothy J. Vogelsang and Martin Wagner",
  title =        "Integrated modified {OLS} estimation and fixed-$b$
                 inference for cointegrating regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "741--760",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hualde:2014:ELR,
  author =       "Javier Hualde",
  title =        "Estimation of long-run parameters in unbalanced
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "761--778",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002297",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalli:2014:TVS,
  author =       "Maria Kalli and Jim E. Griffin",
  title =        "Time-varying sparsity in dynamic regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "779--793",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2014:ITH,
  author =       "Jushan Bai and Peng Wang",
  title =        "Identification theory for high dimensional static and
                 dynamic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "794--804",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Browning:2014:DBO,
  author =       "Martin Browning and Jesus M. Carro",
  title =        "Dynamic binary outcome models with maximal
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "805--823",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2014:CML,
  author =       "Hugo Kruiniger",
  title =        "Corrigendum to {``Maximum likelihood estimation and
                 inference methods for the covariance stationary panel $
                 {\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf
                 144} (2008) 447--464]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "824--824",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Kruiniger:2008:MLE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:LR,
  author =       "Anonymous",
  title =        "List of Referees for 2013",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "825--828",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002650",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "829--829",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002662",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00269-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002698",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PF,
  author =       "Anonymous",
  title =        "Pages 707--830 ({February 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:IVO,
  author =       "Song Xi Chen and Zheng Xu",
  title =        "On implied volatility for options --- Some reasons to
                 smile and more to correct",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "1--15",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002200",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Noureldin:2014:MRA,
  author =       "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
  title =        "Multivariate rotated {ARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "16--30",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002078",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2014:NIB,
  author =       "Donald W. K. Andrews and Xiaoxia Shi",
  title =        "Nonparametric inference based on conditional moment
                 inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "31--45",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002091",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2014:IST,
  author =       "L. Giraitis and G. Kapetanios and T. Yates",
  title =        "Inference on stochastic time-varying coefficient
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "46--65",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002248",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2014:TSF,
  author =       "Lajos Horv{\'a}th and Piotr Kokoszka and Gregory
                 Rice",
  title =        "Testing stationarity of functional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "66--82",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Reynaert:2014:IPR,
  author =       "Mathias Reynaert and Frank Verboven",
  title =        "Improving the performance of random coefficients
                 demand models: The role of optimal instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "83--98",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002649",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00005-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000050",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PMa,
  author =       "Anonymous",
  title =        "Pages 1--98 ({March 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2014:BIN,
  author =       "Jamie Hall and Michael K. Pitt and Robert Kohn",
  title =        "{Bayesian} inference for nonlinear structural time
                 series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "99--111",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002819",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blundell:2014:BQD,
  author =       "Richard Blundell and Dennis Kristensen and Rosa
                 Matzkin",
  title =        "Bounding quantile demand functions using revealed
                 preference inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "112--127",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000177",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2014:FRM,
  author =       "Timothy B. Armstrong and Marinho Bertanha and Han
                 Hong",
  title =        "A fast resample method for parametric and
                 semiparametric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "128--133",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000025",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2014:NPD,
  author =       "George Kapetanios and James Mitchell and Yongcheol
                 Shin",
  title =        "A nonlinear panel data model of cross-sectional