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@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-ECONOMETRICS = "Journal of Econometrics"}
@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 = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See corrigendum \cite{Pettenuzzo:2022:CPS}.",
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{Carriero:2019:LBV,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Large {Bayesian} vector autoregressions with
stochastic volatility and non-conjugate priors",
journal = j-J-ECONOMETRICS,
volume = "212",
number = "1",
pages = "137--154",
month = sep,
year = "2019",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:38:59 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See comment \cite{Bognanni:2022:CLB} and corrigendum
\cite{Carriero:2022:CLB}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930079X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "ii--ii",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillebrand:2020:EMC,
author = "Eric Hillebrand and Felix Pretis and Tommaso
Proietti",
title = "Econometric models of climate change: Introduction by
the guest editors",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "1--5",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2020:EEE,
author = "Peter C. B. Phillips and Thomas Leirvik and Trude
Storelvmo",
title = "Econometric estimates of {Earth}'s transient climate
sensitivity",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "6--32",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2020:MTS,
author = "Andrew Harvey and Ryoko Ito",
title = "Modeling time series when some observations are zero",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "33--45",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930106X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:LTF,
author = "Mengheng Li and Siem Jan Koopman and Rutger Lit and
Desislava Petrova",
title = "Long-term forecasting of {El Ni{\~n}o} events via
dynamic factor simulations",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "46--66",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miftakhova:2020:SAH,
author = "Alena Miftakhova and Kenneth L. Judd and Thomas S.
Lontzek and Karl Schmedders",
title = "Statistical approximation of high-dimensional climate
models",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "67--80",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Friedrich:2020:AWB,
author = "Marina Friedrich and Stephan Smeekes and Jean-Pierre
Urbain",
title = "Autoregressive wild bootstrap inference for
nonparametric trends",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "81--109",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ikefuji:2020:EUC,
author = "Masako Ikefuji and Roger J. A. Laeven and Jan R.
Magnus and Chris Muris",
title = "Expected utility and catastrophic risk in a stochastic
economy-climate model",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "110--129",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301101",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2020:IRC,
author = "Dukpa Kim and Tatsushi Oka and Francisco Estrada and
Pierre Perron",
title = "Inference related to common breaks in a multivariate
system with joined segmented trends with applications
to global and hemispheric temperatures",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "130--152",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rivas:2020:TDC,
author = "Mar{\'\i}a Dolores {Gadea Rivas} and Jes{\'u}s
Gonzalo",
title = "Trends in distributional characteristics: Existence of
global warming",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "153--174",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruns:2020:MMG,
author = "Stephan B. Bruns and Zsuzsanna Csereklyei and David I.
Stern",
title = "A multicointegration model of global climate change",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "175--197",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holt:2020:GHT,
author = "Matthew T. Holt and Timo Ter{\"a}svirta",
title = "Global hemispheric temperatures and co-shifting: a
vector shifting-mean autoregressive analysis",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "198--215",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wagner:2020:FMO,
author = "Martin Wagner and Peter Grabarczyk and Seung Hyun
Hong",
title = "Fully modified {OLS} estimation and inference for
seemingly unrelated cointegrating polynomial
regressions and the environmental {Kuznets} curve for
carbon dioxide emissions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "216--255",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301150",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pretis:2020:EMC,
author = "Felix Pretis",
title = "Econometric modelling of climate systems: the
equivalence of energy balance models and cointegrated
vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "256--273",
month = jan,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301162",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2020:ETT,
author = "Yoosoon Chang and Robert K. Kaufmann and Chang Sik Kim
and J. Isaac Miller and Joon Y. Park and Sungkeun
Park",
title = "Evaluating trends in time series of distributions: a
spatial fingerprint of human effects on climate",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "274--294",
month = jan,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301216",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PFa,
author = "Anonymous",
title = "Pages 295--540 ({February 2020})",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "??--??",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "ii--ii",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302659",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:AAA,
author = "Anonymous",
title = "Annual Award Announcement",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "iii--iii",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302684",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalderop:2020:NFC,
author = "Jeroen Dalderop",
title = "Nonparametric filtering of conditional state-price
densities",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "295--325",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930168X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2020:VDM,
author = "Yang-Ho Park",
title = "Variance disparity and market frictions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "326--348",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301654",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2020:NAH,
author = "Caio Almeida and Kym Ardison and Ren{\'e} Garcia",
title = "Nonparametric assessment of hedge fund performance",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "349--378",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301617",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:REI,
author = "Yanqin Fan and Fang Han and Wei Li and Xiao-Hua Zhou",
title = "On rank estimators in increasing dimensions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "379--412",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301678",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chalak:2020:MEM,
author = "Karim Chalak and Daniel Kim",
title = "Measurement error in multiple equations: {Tobin}'s $q$
and corporate investment, saving, and debt",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "413--432",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{She:2020:IHT,
author = "Rui She and Shiqing Ling",
title = "Inference in heavy-tailed vector error correction
models",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "433--450",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301691",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2020:PTR,
author = "Ke Miao and Liangjun Su and Wendun Wang",
title = "Panel threshold regressions with latent group
structures",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "451--481",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2020:HDM,
author = "T. Tony Cai and Jianchang Hu and Yingying Li and
Xinghua Zheng",
title = "High-dimensional minimum variance portfolio estimation
based on high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "482--494",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301630",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Solvsten:2020:REM,
author = "Mikkel S{\o}lvsten",
title = "Robust estimation with many instruments",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "495--512",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301721",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2020:MRP,
author = "Nadja Klein and Helmut Herwartz and Thomas Kneib",
title = "Modelling regional patterns of inefficiency: a
{Bayesian} approach to geoadditive panel stochastic
frontier analysis with an application to cereal
production in {England} and {Wales}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "513--539",
month = feb,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Jan 28 06:39:00 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301587",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PM,
author = "Anonymous",
title = "Pages 1--304 ({March 2020})",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "??--??",
month = mar,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "ii--ii",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30031-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hounyo:2020:ILD,
author = "Ulrich Hounyo and Rasmus T. Varneskov",
title = "Inference for local distributions at high sampling
frequencies: a bootstrap approach",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "1--34",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301836",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boot:2020:DMS,
author = "Tom Boot and Andreas Pick",
title = "Does modeling a structural break improve forecast
accuracy?",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "35--59",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301824",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2020:DIT,
author = "Xun Lu and Liangjun Su",
title = "Determining individual or time effects in panel data
models",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "60--83",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301861",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2020:GFT,
author = "Xiaohui Lu and Xu Zheng",
title = "A goodness-of-fit test for copulas based on martingale
transformation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "84--117",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930185X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2020:UDP,
author = "Luheng Wang and Zhao Chen and Christina Dan Wang and
Runze Li",
title = "Ultrahigh dimensional precision matrix estimation via
refitted cross validation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "118--130",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930171X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adusumilli:2020:IDF,
author = "Karun Adusumilli and Daisuke Kurisu and Taisuke Otsu
and Yoon-Jae Whang",
title = "Inference on distribution functions under measurement
error",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "131--164",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930199X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2020:NSI,
author = "Feiyu Jiang and Dong Li and Ke Zhu",
title = "Non-standard inference for augmented double
autoregressive models with null volatility
coefficients",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "165--183",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301885",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ishihara:2020:IET,
author = "Takuya Ishihara",
title = "Identification and estimation of time-varying
nonseparable panel data models without stayers",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "184--208",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301873",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2020:SMC,
author = "Lajos Horv{\'a}th and Zhenya Liu and Gregory Rice and
Shixuan Wang",
title = "Sequential monitoring for changes from stationarity to
mild non-stationarity",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "209--238",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301964",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:SEC,
author = "Songnian Chen and Qian Wang",
title = "Semiparametric estimation of a censored regression
model with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "239--256",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301848",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2020:HSL,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Hybrid stochastic local unit roots",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "257--285",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301897",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Williams:2020:NID,
author = "Benjamin Williams",
title = "Nonparametric identification of discrete choice models
with lagged dependent variables",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "286--304",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301812",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PA,
author = "Anonymous",
title = "Pages 305--632 ({April 2020})",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "??--??",
month = apr,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "ii--ii",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30049-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:PGH,
author = "Songnian Chen and Hanghui Zhang",
title = "$n$-prediction of generalized heteroscedastic
transformation regression models",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "305--340",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302003",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2020:TSH,
author = "Bibo Jiang and Ye Lu and Joon Y. Park",
title = "Testing for Stationarity at High Frequency",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "341--374",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2020:EPF,
author = "Yingyao Hu and Guofang Huang and Yuya Sasaki",
title = "Estimating production functions with robustness
against errors in the proxy variables",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "375--398",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:NII,
author = "Wayne Yuan Gao",
title = "Nonparametric identification in index models of link
formation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "399--413",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Philip:2020:EPP,
author = "R. Philip",
title = "Estimating permanent price impact via machine
learning",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "414--449",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302052",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2020:UVI,
author = "Atsushi Inoue and Lutz Kilian",
title = "The uniform validity of impulse response inference in
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "450--472",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302040",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arcidiacono:2020:IDD,
author = "Peter Arcidiacono and Robert A. Miller",
title = "Identifying dynamic discrete choice models off short
panels",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "473--485",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.12.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2020:TIR,
author = "Xiye Yang",
title = "Time-invariant restrictions of volatility functionals:
Efficient estimation and specification tests",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "486--516",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302088",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hollstein:2020:VRB,
author = "Fabian Hollstein and Chardin Wese Simen",
title = "Variance risk: a bird's eye view",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "517--535",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302076",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Li:2020:DMN,
author = "Z. Merrick Li and Roger J. A. Laeven and Michel H.
Vellekoop",
title = "Dependent microstructure noise and integrated
volatility estimation from high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "536--558",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302106",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martin:2020:IEM,
author = "Gael M. Martin and K. Nadarajah and D. S. Poskitt",
title = "Issues in the estimation of mis-specified models of
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "559--573",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930209X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2020:IEP,
author = "Ruiqi Liu and Zuofeng Shang and Yonghui Zhang and
Qiankun Zhou",
title = "Identification and estimation in panel models with
overspecified number of groups",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "574--590",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2020:MSA,
author = "Xuening Zhu and Danyang Huang and Rui Pan and Hansheng
Wang",
title = "Multivariate spatial autoregressive model for large
scale social networks",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "591--606",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.11.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930212X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:KBI,
author = "Degui Li and Peter C. B. Phillips and Jiti Gao",
title = "Kernel-based Inference in Time-Varying Coefficient
Cointegrating Regression",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "607--632",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "ii--ii",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30069-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:IAI,
author = "Rong Chen and Ruey S. Tsay",
title = "Introduction of the annals issue: Statistical learning
for dependent data --- A celebration of the 85th
birthday of {Professor George C. Tiao}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "1--3",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2020:GDF,
author = "Matteo Barigozzi and Marc Hallin",
title = "Generalized dynamic factor models and volatilities:
Consistency, rates, and prediction intervals",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "4--34",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300087",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Alonso:2020:RPB,
author = "Andr{\'e}s M. Alonso and Pedro Galeano and Daniel
Pe{\~n}a",
title = "A robust procedure to build dynamic factor models with
cluster structure",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "35--52",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2020:TFM,
author = "Xialu Liu and Rong Chen",
title = "Threshold factor models for high-dimensional time
series",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "53--70",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:FAR,
author = "Jianqing Fan and Yuan Ke and Kaizheng Wang",
title = "Factor-adjusted regularized model selection",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "71--85",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300117",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:HFF,
author = "Yacine A{\"\i}t-Sahalia and Ilze Kalnina and Dacheng
Xiu",
title = "High-frequency factor models and regressions",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "86--105",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300129",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsay:2020:TSC,
author = "Ruey S. Tsay",
title = "Testing serial correlations in high-dimensional time
series via extreme value theory",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "106--117",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300130",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiou:2020:VSH,
author = "Hai-Tang Chiou and Meihui Guo and Ching-Kang Ing",
title = "Variable selection for high-dimensional regression
models with time series and heteroscedastic errors",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "118--136",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jarjour:2020:DCA,
author = "Riad Jarjour and Kung-Sik Chan",
title = "Dynamic conditional angular correlation",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "137--150",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2020:TPU,
author = "Lars Peter Hansen and B{\'a}lint Sz{\H{o}}ke and Lloyd
S. Han and Thomas J. Sargent",
title = "Twisted probabilities, uncertainty, and prices",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "151--174",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2020:EDN,
author = "Yingqian Lin and Yundong Tu and Qiwei Yao",
title = "Estimation for double-nonlinear cointegration",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "175--191",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sabzikar:2020:ATN,
author = "Farzad Sabzikar and Qiying Wang and Peter C. B.
Phillips",
title = "Asymptotic theory for near integrated processes driven
by tempered linear processes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "192--202",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030018X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2020:TMN,
author = "Danyang Huang and Feifei Wang and Xuening Zhu and
Hansheng Wang",
title = "Two-mode network autoregressive model for large-scale
networks",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "203--219",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2020:IDD,
author = "N. H. Chan and Simon K. C. Cheung and Samuel P. S.
Wong",
title = "Inference for the degree distributions of preferential
attachment networks with zero-degree nodes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "220--234",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Akashi:2020:RCT,
author = "Fumiya Akashi and Masanobu Taniguchi and Anna Clara
Monti",
title = "Robust causality test of infinite variance processes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "235--245",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030021X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2020:NVA,
author = "Richard A. Davis and Li Song",
title = "Noncausal vector {AR} processes with application to
economic time series",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "246--267",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2020:DML,
author = "Jui-Chung Yang and Hui-Ching Chuang and Chung-Ming
Kuan",
title = "Double machine learning with gradient boosting and its
application to the Big {$N$} audit quality effect",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "268--283",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otneim:2020:PLF,
author = "H{\aa}kon Otneim and Martin Jullum and Dag
Tj{\o}stheim",
title = "Pairwise local {Fisher} and naive {Bayes}: Improving
two standard discriminants",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "284--304",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogt:2020:MCN,
author = "Michael Vogt and Oliver Linton",
title = "Multiscale clustering of nonparametric regression
curves",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "305--325",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
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author = "Anonymous",
title = "Pages 327--536 ({June 2020})",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "??--??",
month = jun,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2020:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "ii--ii",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30114-7",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Li:2020:EEH,
author = "Kunpeng Li and Guowei Cui and Lina Lu",
title = "Efficient estimation of heterogeneous coefficients in
panel data models with common shocks",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "327--353",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2020:UHA,
author = "Yao Luo",
title = "Unobserved heterogeneity in auctions under restricted
stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "354--374",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2020:AIP,
author = "Jungyoon Lee and Peter M. Robinson",
title = "Adaptive inference on pure spatial models",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "375--393",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302234",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2020:CPC,
author = "Sung Jae Jun and Joris Pinkse",
title = "Counterfactual prediction in complete information
games: Point prediction under partial identification",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "394--429",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302258",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barone-Adesi:2020:OMT,
author = "Giovanni Barone-Adesi and Nicola Fusari and Antonietta
Mira and Carlo Sala",
title = "Option market trading activity and the estimation of
the pricing kernel: a {Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "430--449",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930226X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:DIC,
author = "Yong Li and Jun Yu and Tao Zeng",
title = "Deviance information criterion for latent variable
models and misspecified models",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "450--493",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302271",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brauning:2020:DFN,
author = "Falk Br{\"a}uning and Siem Jan Koopman",
title = "The dynamic factor network model with an application
to international trade",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "494--515",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302398",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2020:SWE,
author = "Puying Zhao and David Haziza and Changbao Wu",
title = "Survey weighted estimating equation inference with
nuisance functionals",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "516--536",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302404",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PJb,
author = "Anonymous",
title = "Pages 1--202 ({July 2020})",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "??--??",
month = jul,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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@Article{Anonymous:2020:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "ii--ii",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30162-7",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Rothe:2020:EDF,
author = "Christoph Rothe and Dominik Wied",
title = "Estimating derivatives of function-valued parameters
in a class of moment condition models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "1--19",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302416",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:HFT,
author = "Yacine A{\"\i}t-Sahalia and Celso Brunetti",
title = "High frequency traders and the price process",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "20--45",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Dufays:2020:RPC,
author = "Arnaud Dufays and Jeroen V. K. Rombouts",
title = "Relevant parameter changes in structural break
models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "46--78",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.008",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gold:2020:IHD,
author = "David Gold and Johannes Lederer and Jing Tao",
title = "Inference for high-dimensional instrumental variables
regression",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "79--111",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.009",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302386",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2020:NAD,
author = "Irene Botosaru",
title = "Nonparametric analysis of a duration model with
stochastic unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "112--139",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930243X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2020:FDE,
author = "Marcus J. Chambers",
title = "Frequency domain estimation of cointegrating vectors
with mixed frequency and mixed sample data",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "140--160",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030004X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2020:PDN,
author = "Toru Kitagawa and Jos{\'e} Luis Montiel Olea and
Jonathan Payne and Amilcar Velez",
title = "Posterior distribution of nondifferentiable
functions",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "161--175",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300014",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2020:CCD,
author = "Oliver Linton and Jianbin Wu",
title = "A coupled component {DCS-EGARCH} model for intraday
and overnight volatility",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "176--201",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300038",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "ii--ii",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30177-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Rombouts:2020:NFE,
author = "Jeroen V. K. Rombouts and Olivier Scaillet and David
Veredas and Jean-Michel Zakoian",
title = "Nonlinear financial econometrics {JoE} special issue
introduction",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "203--206",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302453",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nguyen:2020:LVU,
author = "Giang Nguyen and Robert Engle and Michael Fleming and
Eric Ghysels",
title = "Liquidity and volatility in the {U.S. Treasury}
market",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "207--229",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302465",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2020:LEP,
author = "Hyojin Han and Stanislav Khrapov and Eric Renault",
title = "The leverage effect puzzle revisited: Identification
in discrete time",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "230--258",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302490",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laurent:2020:VEJ,
author = "S{\'e}bastien Laurent and Shuping Shi",
title = "Volatility estimation and jump detection for
drift-diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "259--290",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302507",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arvanitis:2020:STM,
author = "Stelios Arvanitis and Olivier Scaillet and Nikolas
Topaloglou",
title = "Spanning tests for {Markowitz} stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "291--311",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302519",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rombouts:2020:DVR,
author = "Jeroen V. K. Rombouts and Lars Stentoft and Francesco
Violante",
title = "Dynamics of variance risk premia: a new model for
disentangling the price of risk",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "312--334",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borowska:2020:PCP,
author = "Agnieszka Borowska and Lennart Hoogerheide and Siem
Jan Koopman and Herman K. van Dijk",
title = "Partially censored posterior for robust and efficient
risk evaluation",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "335--355",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302532",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Francq:2020:VHS,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "{Virtual Historical Simulation} for estimating the
conditional {VaR} of large portfolios",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "356--380",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302544",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudt:2020:NCE,
author = "Kris Boudt and Dries Cornilly and Tim Verdonck",
title = "Nearest comoment estimation with unobserved factors",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "381--397",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302556",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominicy:2020:FMH,
author = "Yves Dominicy and Matias Heikkil{\"a} and Pauliina
Ilmonen and David Veredas",
title = "Flexible multivariate {Hill} estimators",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "398--410",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302568",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2020:MLE,
author = "Tim Bollerslev and Andrew J. Patton and Rogier
Quaedvlieg",
title = "Multivariate leverage effects and realized
semicovariance {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "411--430",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302581",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2020:EMC,
author = "Christian M. Hafner and Oliver B. Linton and Haihan
Tang",
title = "Estimation of a multiplicative correlation structure
in the large dimensional case",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "431--470",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302593",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhaene:2020:IOI,
author = "Geert Dhaene and Jianbin Wu",
title = "Incorporating overnight and intraday returns into
multivariate {GARCH} volatility models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "471--495",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930260X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2020:NRC,
author = "Luc Bauwens and Edoardo Otranto",
title = "Nonlinearities and regimes in conditional correlations
with different dynamics",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "496--522",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302611",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PS,
author = "Anonymous",
title = "Pages 1--242 ({September 2020})",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "??--??",
month = sep,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "ii--ii",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30187-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lettau:2020:ELA,
author = "Martin Lettau and Markus Pelger",
title = "Estimating latent asset-pricing factors",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "1--31",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kolokolov:2020:SIP,
author = "Aleksey Kolokolov and Giulia Livieri and Davide
Pirino",
title = "Statistical inferences for price staleness",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "32--81",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jeong:2020:SDM,
author = "Hanbat Jeong and Lung-fei Lee",
title = "Spatial dynamic models with intertemporal
optimization: Specification and estimation",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "82--104",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030035X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2020:RSS,
author = "Joshua C. C. Chan and Eric Eisenstat and Rodney W.
Strachan",
title = "Reducing the state space dimension in a large
{TVP-VAR}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "105--118",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:PBC,
author = "Jianqing Fan and Yang Feng and Lucy Xia",
title = "A projection-based conditional dependence measure with
applications to high-dimensional undirected graphical
models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "119--139",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martinez-Iriarte:2020:ATU,
author = "Juli{\'a}n Mart{\'\i}nez-Iriarte and Yixiao Sun and
Xuexin Wang",
title = "Asymptotic {$F$} tests under possibly weak
identification",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "140--177",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300063",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2020:UAN,
author = "Antonio F. Galvao and Jiaying Gu and Stanislav
Volgushev",
title = "On the unbiased asymptotic normality of quantile
regression with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "178--215",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertanha:2020:RDD,
author = "Marinho Bertanha",
title = "Regression discontinuity design with many thresholds",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "216--241",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PO,
author = "Anonymous",
title = "Pages 243--770 ({October 2020})",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "??--??",
month = oct,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "ii--ii",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30289-X",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Carrasco:2020:EIS,
author = "Marine Carrasco and Marcelo Moreira and Benoit Perron
and Victoria Zinde-Walsh",
title = "{Editors}' Introduction: Special issue in Honor of
{Jean-Marie Dufour} on Identification, Inference, and
Causality",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "243--246",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302645",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertanha:2020:IIE,
author = "Marinho Bertanha and Marcelo J. Moreira",
title = "Impossible inference in econometrics: Theory and
applications",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "247--270",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301366",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2020:TIS,
author = "Bertille Antoine and Eric Renault",
title = "Testing identification strength",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "271--293",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301378",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:2020:TII,
author = "Jan F. Kiviet",
title = "Testing the impossible: Identifying exclusion
restrictions",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "294--316",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030138X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2020:IPI,
author = "Helmut L{\"u}tkepohl and George Milunovich and Minxian
Yang",
title = "Inference in partially identified heteroskedastic
simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "317--345",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301391",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2020:ISO,
author = "Prosper Dovonon and Alastair R. Hall and Frank
Kleibergen",
title = "Inference in second-order identified models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "346--372",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301408",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bontemps:2020:GAI,
author = "Christian Bontemps and Rohit Kumar",
title = "A geometric approach to inference in set-identified
entry games",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "373--389",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030141X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tchatoka:2020:ETI,
author = "Firmin Doko Tchatoka and Jean-Marie Dufour",
title = "Exogeneity tests, incomplete models, weak
identification and non-{Gaussian} distributions:
Invariance and finite-sample distributional theory",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "390--418",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301421",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalaf:2020:MCT,
author = "Lynda Khalaf and Charles J. Saunders",
title = "{Monte Carlo} two-stage indirect inference {(2SIF)}
for autoregressive panels",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "419--434",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301433",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2020:RID,
author = "James G. MacKinnon and Matthew D. Webb",
title = "Randomization inference for difference-in-differences
with few treated clusters",
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volume = "218",
number = "2",
pages = "435--450",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2020:FIB,
author = "Russell Davidson and Mirza Troki{\'c}",
title = "The fast iterated bootstrap",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "451--475",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2020:BFM,
author = "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron",
title = "Bootstrapping factor models with cross sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "476--495",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2020:GRE,
author = "Donald W. K. Andrews and Xu Cheng and Patrik
Guggenberger",
title = "Generic results for establishing the asymptotic size
of confidence sets and tests",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "496--531",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2020:ILR,
author = "Ke-Li Xu",
title = "Inference of local regression in the presence of
nuisance parameters",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "532--560",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komunjer:2020:LRT,
author = "Ivana Komunjer and Yinchu Zhu",
title = "Likelihood ratio testing in linear state space models:
an application to dynamic stochastic general
equilibrium models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "561--586",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tuvaandorj:2020:RDD,
author = "Purevdorj Tuvaandorj",
title = "Regression discontinuity designs, white noise models,
and minimax",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "587--608",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galbraith:2020:SRE,
author = "John W. Galbraith and Victoria Zinde-Walsh",
title = "Simple and reliable estimators of coefficients of
interest in a model with high-dimensional confounding
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journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "609--632",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2020:TLS,
author = "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi",
title = "Testing a large set of zero restrictions in regression
models, with an application to mixed frequency
{Granger} causality",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "633--654",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2020:TDA,
author = "Dante Amengual and Marine Carrasco and Enrique
Sentana",
title = "Testing distributional assumptions using a continuum
of moments",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "655--689",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2020:VRF,
author = "Jihyun Kim and Nour Meddahi",
title = "Volatility regressions with fat tails",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "690--713",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2020:SBE,
author = "C. Gourieroux and J. Jasiak and A. Monfort",
title = "Stationary bubble equilibria in rational expectation
models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "714--735",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030155X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2020:SEM,
author = "Marc Hallin and Davide {La Vecchia}",
title = "A Simple {$R$}-estimation method for semiparametric
duration models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "736--749",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gungor:2020:SST,
author = "Sermin Gungor and Richard Luger",
title = "Small-sample tests for stock return predictability
with possibly non-stationary regressors and
{GARCH}-type effects",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "750--770",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PN,
author = "Anonymous",
title = "Pages 1--200 ({November 2020})",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "??--??",
month = nov,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "ii--ii",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30322-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gimenes:2020:NII,
author = "Nathalie Gimenes and Emmanuel Guerre",
title = "Nonparametric identification of an interdependent
value model with buyer covariates from first-price
auction bids",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "1--18",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030110X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2020:STM,
author = "Jinyong Hahn and Jerry Hausman and Josh Lustig",
title = "Specification test on mixed logit models",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "19--37",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301184",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:UNI,
author = "Jia Li and Zhipeng Liao",
title = "Uniform nonparametric inference for time series",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "38--51",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301354",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2020:RIS,
author = "Yingqian Lin and Yundong Tu",
title = "Robust inference for spurious regressions and
cointegrations involving processes moderately deviated
from a unit root",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "52--65",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2020:EIC,
author = "Jushan Bai and Xu Han and Yutang Shi",
title = "Estimation and inference of change points in
high-dimensional factor models",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "66--100",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301172",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{SantAnna:2020:DRD,
author = "Pedro H. C. Sant'Anna and Jun Zhao",
title = "Doubly robust difference-in-differences estimators",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "101--122",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301901",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2020:TOK,
author = "Yixiao Sun and Jingjing Yang",
title = "Testing-optimal kernel choice in {HAR} inference",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "123--136",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030213X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2020:PTM,
author = "Ke Miao and Kunpeng Li and Liangjun Su",
title = "Panel threshold models with interactive fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "137--170",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2020:IPE,
author = "Christoph Breunig and Enno Mammen and Anna Simoni",
title = "Ill-posed estimation in high-dimensional models with
instrumental variables",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "171--200",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "ii--ii",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30359-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:SIJ,
author = "Jiti Gao and Heather Anderson and Tong Li",
title = "Special Issue of the {{\booktitle{Journal of
Econometrics}}} on {``Econometric Estimation and
Testing: Essays in Honour of Maxwell King''}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "201--203",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:TSE,
author = "Yacine A{\"\i}t-Sahalia and Mustafa Karaman and
Loriano Mancini",
title = "The term structure of equity and variance risk
premia",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "204--230",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030097X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bykhovskaya:2020:POT,
author = "Anna Bykhovskaya and Peter C. B. Phillips",
title = "Point optimal testing with roots that are functionally
local to unity",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "231--259",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300981",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2020:STG,
author = "Saraswata Chaudhuri and Eric Renault",
title = "Score tests in {GMM}: Why use implied probabilities?",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "260--280",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300993",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalla:2020:ATT,
author = "Violetta Dalla and Liudas Giraitis and Peter M.
Robinson",
title = "Asymptotic theory for time series with changing mean
and variance",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "281--313",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301007",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2020:TTP,
author = "Graham Elliott",
title = "Testing for a trend with persistent errors",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "314--328",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:HPD,
author = "Jiti Gao and Kai Xia and Huanjun Zhu",
title = "Heterogeneous panel data models with cross-sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "329--353",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:2020:LSE,
author = "David Harris and Hsein Kew and A. M. Robert Taylor",
title = "Level shift estimation in the presence of
non-stationary volatility with an application to the
unit root testing problem",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "354--388",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2020:NEI,
author = "Seok Young Hong and Oliver Linton",
title = "Nonparametric estimation of infinite order regression
and its application to the risk-return tradeoff",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "389--424",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301044",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{King:2020:HTB,
author = "Maxwell L. King and Xibin Zhang and Muhammad Akram",
title = "Hypothesis testing based on a vector of statistics",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "425--455",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2020:HDP,
author = "Bonsoo Koo and Heather M. Anderson and Myung Hwan Seo
and Wenying Yao",
title = "High-dimensional predictive regression in the presence
of cointegration",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "456--477",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301068",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maneesoonthorn:2020:HFJ,
author = "Worapree Maneesoonthorn and Gael M. Martin and
Catherine S. Forbes",
title = "High-frequency jump tests: Which test should we use?",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "478--487",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030107X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martellosio:2020:AQS,
author = "Federico Martellosio and Grant Hillier",
title = "Adjusted {QMLE} for the spatial autoregressive
parameter",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "488--506",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301081",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2020:EAP,
author = "M. Hashem Pesaran and Cynthia Fan Yang",
title = "Econometric analysis of production networks with
dominant units",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "507--541",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "ii--ii",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30384-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tamer:2021:IPE,
author = "Elie Tamer",
title = "Introduction to pandemic econometrics\slash {Covid-19}
pandemic",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "1--1",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2021:PFC,
author = "Laura Liu and Hyungsik Roger Moon and Frank
Schorfheide",
title = "Panel forecasts of country-level {Covid-19}
infections",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "2--22",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030347X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2021:CIM,
author = "Victor Chernozhukov and Hiroyuki Kasahara and Paul
Schrimpf",
title = "Causal impact of masks, policies, behavior on early
{Covid-19} pandemic in the {U.S.}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "23--62",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Korolev:2021:IES,
author = "Ivan Korolev",
title = "Identification and estimation of the {SEIRD} epidemic
model for {COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "63--85",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:CPC,
author = "Michael Keane and Timothy Neal",
title = "Consumer panic in the {COVID-19} pandemic",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "86--105",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302840",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hortacsu:2021:EFU,
author = "Ali Horta{\c{c}}su and Jiarui Liu and Timothy
Schwieg",
title = "Estimating the fraction of unreported infections in
epidemics with a known epicenter: an application to
{COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "106--129",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030302X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2021:WWC,
author = "Shaoran Li and Oliver Linton",
title = "When will the {Covid-19} pandemic peak?",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "130--157",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.049",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2021:SHF,
author = "Sokbae Lee and Yuan Liao and Myung Hwan Seo and
Youngki Shin",
title = "Sparse {HP} filter: Finding kinks in the {COVID-19}
contact rate",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "158--180",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2021:ECI,
author = "Charles F. Manski and Francesca Molinari",
title = "Estimating the {COVID-19} infection rate: Anatomy of
an inference problem",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "181--192",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Toulis:2021:ECP,
author = "Panos Toulis",
title = "Estimation of {Covid-19} prevalence from serology
tests: a partial identification approach",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "193--213",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030350X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "ii--ii",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00005-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sarafidis:2021:CYP,
author = "Vasilis Sarafidis and Tom Wansbeek",
title = "Celebrating 40 years of panel data analysis: Past,
present and future",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "215--226",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhaene:2021:SOC,
author = "Geert Dhaene and Yutao Sun",
title = "Second-order corrected likelihood for nonlinear panel
models with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "227--252",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301196",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aristodemou:2021:SIP,
author = "Eleni Aristodemou",
title = "Semiparametric identification in panel data discrete
response models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "253--271",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301202",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2021:ILG,
author = "Wuyi Wang and Liangjun Su",
title = "Identifying latent group structures in nonlinear
panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "272--295",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301214",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:NFM,
author = "Mingli Chen and Iv{\'a}n Fern{\'a}ndez-Val and Martin
Weidner",
title = "Nonlinear factor models for network and panel data",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "296--324",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301238",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juodis:2021:RPC,
author = "Arturas Juodis and Hande Karabiyik and Joakim
Westerlund",
title = "On the robustness of the pooled {CCE} estimator",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "325--348",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2021:ETH,
author = "Badi H. Baltagi and Chihwa Kao and Fa Wang",
title = "Estimating and testing high dimensional factor models
with multiple structural changes",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "349--365",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030124X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2021:PVV,
author = "Elena Andreou and Eric Ghysels",
title = "Predicting the {VIX} and the volatility risk premium:
the role of short-run funding spreads {Volatility
Factors}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "366--398",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2021:EHP,
author = "J{\"o}rg Breitung and Nazarii Salish",
title = "Estimation of heterogeneous panels with systematic
slope variations",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "399--415",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norkute:2021:IVE,
author = "Milda Norkute and Vasilis Sarafidis and Takashi
Yamagata and Guowei Cui",
title = "Instrumental variable estimation of dynamic linear
panel data models with defactored regressors and a
multifactor error structure",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "416--446",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okui:2021:HSB,
author = "Ryo Okui and Wendun Wang",
title = "Heterogeneous structural breaks in panel data models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "447--473",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2021:ITH,
author = "Lorenzo Trapani",
title = "Inferential theory for heterogeneity and cointegration
in large panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "474--503",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2021:EIM,
author = "George Kapetanios and Laura Serlenga and Yongcheol
Shin",
title = "Estimation and inference for multi-dimensional
heterogeneous panel datasets with hierarchical
multi-factor error structure",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "504--531",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2021:EAE,
author = "Yimin Yang and Peter Schmidt",
title = "An econometric approach to the estimation of
multi-level models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "532--543",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301317",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brownlees:2021:DGT,
author = "Christian Brownlees and Geert Mesters",
title = "Detecting granular time series in large panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "544--561",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2021:ENM,
author = "Bonsoo Koo and Davide {La Vecchia} and Oliver Linton",
title = "Estimation of a nonparametric model for bond prices
from cross-section and time series information",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "562--588",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalaf:2021:DPM,
author = "Lynda Khalaf and Maral Kichian and Charles J. Saunders
and Marcel Voia",
title = "Dynamic panels with {MIDAS} covariates: Nonlinearity,
estimation and fit",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "589--605",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301342",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PMa,
author = "Anonymous",
title = "Pages 1--336 ({March 2021})",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "??--??",
month = mar,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "ii--ii",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00021-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100021X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perera:2021:BBP,
author = "Indeewara Perera and Mervyn J. Silvapulle",
title = "Bootstrap based probability forecasting in
multiplicative error models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "1--24",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2021:CSE,
author = "Andr{\'e}s Aradillas-L{\'o}pez",
title = "Computing semiparametric efficiency bounds in discrete
choice models with strategic-interactions and rational
expectations",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "25--42",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBerg:2021:GSA,
author = "Gerard. J. van den Berg and Lena Janys and Enno Mammen
and Jens Perch Nielsen",
title = "A general semiparametric approach to inference with
marker-dependent hazard rate models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "43--67",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300439",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:JEL,
author = "Ruxin Chen and Rami V. Tabri",
title = "Jackknife empirical likelihood for inequality
constraints on regular functionals",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "68--77",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300373",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2021:ESC,
author = "Frank Kleibergen",
title = "Efficient size correct subset inference in
homoskedastic linear instrumental variables
regression",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "78--96",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030052X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2021:EEE,
author = "Abdelaati Daouia and St{\'e}phane Girard and Gilles
Stupfler",
title = "{ExpectHill} estimation, extreme risk and heavy
tails",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "97--117",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300543",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Catania:2021:HMS,
author = "Leopoldo Catania and Roberto {Di Mari}",
title = "Hierarchical {Markov}-switching models for
multivariate integer-valued time-series",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "118--137",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
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@Article{Bugni:2021:TCD,
author = "Federico A. Bugni and Ivan A. Canay",
title = "Testing continuity of a density via $g$-order
statistics in the regression discontinuity design",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "138--159",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barbosa:2021:LIR,
author = "Jos{\'e} Diogo Barbosa and Marcelo J. Moreira",
title = "Likelihood inference and the role of initial
conditions for the dynamic panel data model",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "160--179",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2021:ESM,
author = "Xi Qu and Lung-fei Lee and Chao Yang",
title = "Estimation of a {SAR} model with endogenous spatial
weights constructed by bilateral variables",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "180--197",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2021:NPM,
author = "Wenxin Huang and Sainan Jin and Peter C. B. Phillips
and Liangjun Su",
title = "Nonstationary panel models with latent group
structures and cross-section dependence",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "198--222",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302165",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2021:OLI,
author = "Juan Carlos Escanciano and Wei Li",
title = "Optimal Linear Instrumental Variables Approximations",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "223--246",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302153",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smeekes:2021:AAT,
author = "Stephan Smeekes and Etienne Wijler",
title = "An automated approach towards sparse single-equation
cointegration modelling",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "247--276",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pang:2021:EMB,
author = "Tianxiao Pang and Lingjie Du and Terence Tai-Leung
Chong",
title = "Estimating multiple breaks in nonstationary
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "277--311",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaplan:2021:FPB,
author = "David M. Kaplan and Longhao Zhuo",
title = "Frequentist properties of {Bayesian} inequality
tests",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "312--336",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302359",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PA,
author = "Anonymous",
title = "Pages 337--676 ({April 2021})",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "??--??",
month = apr,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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}
@Article{Anonymous:2021:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "ii--ii",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00032-4",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Yang:2021:EDP,
author = "Kai Yang and Lung-fei Lee",
title = "Estimation of dynamic panel spatial vector
autoregression: Stability and spatial multivariate
cointegration",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "337--367",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762030227X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:ROE,
author = "Qihui Chen",
title = "Robust and optimal estimation for partially linear
instrumental variables models with partial
identification",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "368--380",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2021:VRC,
author = "Christoph Breunig",
title = "Varying random coefficient models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "381--408",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.049",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762030244X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2021:THD,
author = "Xinxin Yang and Xinghua Zheng and Jiaqi Chen",
title = "Testing high-dimensional covariance matrices under the
elliptical distribution and beyond",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "409--423",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2021:SDP,
author = "Liyao Li and Zhenlin Yang",
title = "Spatial dynamic panel data models with correlated
random effects",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "424--454",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2021:LDD,
author = "Matteo Barigozzi and Marco Lippi and Matteo Luciani",
title = "Large-dimensional Dynamic Factor Models: Estimation of
Impulse-Response Functions with {$ I(1) $} cointegrated
factors",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "455--482",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hou:2021:RLF,
author = "Lei Hou and Kunpeng Li and Qi Li and Min Ouyang",
title = "Revisiting the location of {FDI} in {China}: a panel
data approach with heterogeneous shocks",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "483--509",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2021:DUP,
author = "G. Kapetanios and M. H. Pesaran and S. Reese",
title = "Detection of units with pervasive effects in large
panel data models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "510--541",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302141",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2021:MOO,
author = "F. Blasques and P. Gorgi and S. J. Koopman",
title = "Missing observations in observation-driven time series
models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "542--568",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302670",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norkute:2021:FAA,
author = "Milda Norkute and Joakim Westerlund",
title = "The factor analytical approach in near unit root
interactive effects panels",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "569--590",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2021:EIS,
author = "M. Hashem Pesaran and Cynthia Fan Yang",
title = "Estimation and inference in spatial models with
dominant units",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "591--615",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302360",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bu:2021:DCI,
author = "Ruijun Bu and Kaddour Hadri and Dennis Kristensen",
title = "Diffusion copulas: Identification and estimation",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "616--643",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302104",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DAmour:2021:OOS,
author = "Alexander D'Amour and Peng Ding and Avi Feller and
Lihua Lei and Jasjeet Sekhon",
title = "Overlap in observational studies with high-dimensional
covariates",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "644--654",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buccheri:2021:CTL,
author = "Giuseppe Buccheri and Fulvio Corsi and Franco Flandoli
and Giulia Livieri",
title = "The continuous-time limit of score-driven volatility
models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "655--675",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302669",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00063-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2021:OSE,
author = "Han Hong and Michael Keane and Clifford Winston",
title = "Overview: Structural econometrics honoring {Daniel
McFadden}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "1--3",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crawford:2021:SPE,
author = "Gregory S. Crawford and Rachel Griffith and Alessandro
Iaria",
title = "A survey of preference estimation with unobserved
choice set heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "4--43",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2021:UPL,
author = "Joel L. Horowitz and Lars Nesheim",
title = "Using penalized likelihood to select parameters in a
random coefficients multinomial logit model",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "44--55",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620300427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2021:BEU,
author = "Han Hong and Huiyu Li and Jessie Li",
title = "{BLP} estimation using {Laplace} transformation and
overlapping simulation draws",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "56--72",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Newey:2021:CVD,
author = "Whitney Newey and Sami Stouli",
title = "Control variables, discrete instruments, and
identification of structural functions",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "73--88",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Webb:2021:ACD,
author = "Ryan Webb and Nitin Mehta and Ifat Levy",
title = "Assessing consumer demand with noisy neural
measurements",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "89--106",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:ECC,
author = "Michael Keane and Jonathan Ketcham and Nicolai
Kuminoff and Timothy Neal",
title = "Evaluating consumers' choices of {Medicare Part D}
plans: a study in behavioral welfare economics",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "107--140",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Powell:2021:DMH,
author = "David Powell and Dana Goldman",
title = "Disentangling moral hazard and adverse selection in
private health insurance",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "141--160",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pathak:2021:HWD,
author = "Parag A. Pathak and Peng Shi",
title = "How well do structural demand models work?
{Counterfactual} predictions in school choice",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "161--195",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Winston:2021:VSC,
author = "Clifford Winston and Jia Yan",
title = "Vehicle size choice and automobile externalities: a
dynamic analysis",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "196--218",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2021:EES,
author = "George Hall and John Rust",
title = "Estimation of endogenously sampled time series: the
case of commodity price speculation in the steel
market",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "219--243",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenkins:2021:BWA,
author = "Mark Jenkins and Paul Liu and Rosa L. Matzkin and
Daniel L. McFadden",
title = "The browser war --- Analysis of {Markov Perfect
Equilibrium} in markets with dynamic demand effects",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "244--260",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McFadden:2021:E,
author = "Daniel McFadden",
title = "Epilogue",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "261--263",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00077-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2021:ESI,
author = "Oliver Linton and Viktor Todorov and Zhengjun Zhang",
title = "Editorial for the special issue on financial
econometrics in the age of the digital economy",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "265--268",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301913",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2021:AFM,
author = "Jianqing Fan and Yuan Ke and Yuan Liao",
title = "Augmented factor models with applications to
validating market risk factors and forecasting bond
risk premia",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "269--294",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2021:EIS,
author = "Shujie Ma and Oliver Linton and Jiti Gao",
title = "Estimation and inference in semiparametric quantile
factor models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "295--323",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301937",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2021:TVG,
author = "Matteo Barigozzi and Marc Hallin and Stefano Soccorsi
and Rainer von Sachs",
title = "Time-varying general dynamic factor models and the
measurement of financial connectedness",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "324--343",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301949",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2021:TRR,
author = "Torben G. Andersen and Viktor Todorov and Masato
Ubukata",
title = "Tail risk and return predictability for the {Japanese}
equity market",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "344--363",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301950",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2021:CFI,
author = "Yacine A{\"\i}t-Sahalia and Chenxu Li and Chen Xu Li",
title = "Closed-form implied volatility surfaces for stochastic
volatility models with jumps",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "364--392",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301962",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2021:VAR,
author = "Xinyu Song and Donggyu Kim and Huiling Yuan and
Xiangyu Cui and Zhiping Lu and Yong Zhou and Yazhen
Wang",
title = "Volatility analysis with realized {GARCH--It{\^o}}
models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "393--410",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301974",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mykland:2021:OAV,
author = "Per A. Mykland and Lan Zhang",
title = "The Observed Asymptotic Variance: Hard edges, and a
regression approach",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "411--428",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301986",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2021:AAP,
author = "Shihao Gu and Bryan Kelly and Dacheng Xiu",
title = "Autoencoder asset pricing models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "429--450",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301998",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2021:GAM,
author = "Nikolay Gospodinov and Esfandiar Maasoumi",
title = "Generalized aggregation of misspecified models: With
an application to asset pricing",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "451--467",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302001",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:IAM,
author = "Shiyi Chen and Michael T. Chng and Qingfu Liu",
title = "The implied arbitrage mechanism in financial markets",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "468--483",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302013",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:EEM,
author = "Xiaohong Chen and Zhuo Huang and Yanping Yi",
title = "Efficient estimation of multivariate
semi-nonparametric {GARCH} filtered copula models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "484--501",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302025",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:2021:HDM,
author = "Yi Ding and Yingying Li and Xinghua Zheng",
title = "High dimensional minimum variance portfolio estimation
under statistical factor models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "502--515",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Fiorentini:2021:NTA,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "New testing approaches for mean-variance
predictability",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "516--538",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:AMM,
author = "Rong Chen and Han Xiao and Dan Yang",
title = "Autoregressive models for matrix-valued time series",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "539--560",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302050",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dai:2021:WCP,
author = "Min Dai and Yanwei Jia and Steven Kou",
title = "The wisdom of the crowd and prediction markets",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "561--578",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302062",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2021:MLR,
author = "Qiurong Cui and Yuqing Xu and Zhengjun Zhang and
Vincent Chan",
title = "Max-linear regression models with regularization",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "579--600",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302074",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PMb,
author = "Anonymous",
title = "Pages 601--860 ({May 2021})",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "??--??",
month = may,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00091-9",
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bibdate = "Mon Feb 7 06:32:26 MST 2022",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Meitz:2021:TOD,
author = "Mika Meitz and Pentti Saikkonen",
title = "Testing for observation-dependent regime switching in
mixture autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "601--624",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302438",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2021:TCV,
author = "Miguel A. Delgado and Luis A. Arteaga-Molina",
title = "Testing constancy in varying coefficient models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "625--644",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302657",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2021:DDU,
author = "Yonghong An and Yingyao Hu and Ruli Xiao",
title = "Dynamic decisions under subjective expectations: a
structural analysis",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "645--675",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302414",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jentsch:2021:VAI,
author = "Carsten Jentsch and Marco Meyer",
title = "On the validity of {Akaike}'s identity for random
fields",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "676--687",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2021:NEJ,
author = "Joon Y. Park and Bin Wang",
title = "Nonparametric estimation of jump diffusion models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "688--715",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Olea:2021:MLP,
author = "Jos{\'e} Luis Montiel Olea and James Nesbit",
title = "{(Machine)} learning parameter regions",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "716--744",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2021:FMR,
author = "Sainan Jin and Ke Miao and Liangjun Su",
title = "On factor models with random missing: {EM} estimation,
inference, and cross validation",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "745--777",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalouptsidi:2021:LIR,
author = "Myrto Kalouptsidi and Paul T. Scott and Eduardo
Souza-Rodrigues",
title = "Linear {IV} regression estimators for structural
dynamic discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "778--804",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302578",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sonksen:2021:EAP,
author = "Jantje S{\"o}nksen and Joachim Grammig",
title = "Empirical asset pricing with multi-period disaster
risk: a simulation-based approach",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "805--832",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mogliani:2021:BMP,
author = "Matteo Mogliani and Anna Simoni",
title = "{Bayesian} {MIDAS} penalized regressions: Estimation,
selection, and prediction",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "833--860",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PJa,
author = "Anonymous",
title = "Pages 861--1108 ({June 2021})",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "??--??",
month = jun,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "ii--ii",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00106-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2021:BDT,
author = "Brantly Callaway",
title = "Bounds on distributional treatment effect parameters
using panel data with an application on job
displacement",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "861--881",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kojevnikov:2021:LTN,
author = "Denis Kojevnikov and Vadim Marmer and Kyungchul Song",
title = "Limit theorems for network dependent random
variables",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "882--908",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302402",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2021:WSE,
author = "Chaohua Dong and Oliver Linton and Bin Peng",
title = "A weighted sieve estimator for nonparametric time
series models with nonstationary variables",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "909--932",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dogan:2021:BRC,
author = "Osman Dogan and S{\"u}leyman Taspinar and Anil K.
Bera",
title = "A {Bayesian} robust chi-squared test for testing
simple hypotheses",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "933--958",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2021:UHS,
author = "Zhongjian Lin and Xun Tang and Ning Neil Yu",
title = "Uncovering heterogeneous social effects in binary
choices",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "959--973",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2021:TVM,
author = "Yuying Sun and Yongmiao Hong and Tae-Hwy Lee and
Shouyang Wang and Xinyu Zhang",
title = "Time-varying model averaging",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "974--992",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303067",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2021:STC,
author = "Jungbin Hwang",
title = "Simple and trustworthy cluster-robust {GMM}
inference",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "993--1023",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2021:SEE,
author = "Liyuan Cui and Yongmiao Hong and Yingxing Li",
title = "Solving {Euler} equations via two-stage nonparametric
penalized splines",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1024--1056",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2021:BDB,
author = "Joel L. Horowitz",
title = "Bounding the difference between true and nominal
rejection probabilities in tests of hypotheses about
instrumental variables models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1057--1082",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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@Article{Heiler:2021:VIT,
author = "Phillip Heiler and Ekaterina Kazak",
title = "Valid inference for treatment effect parameters under
irregular identification and many extreme propensity
scores",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1083--1108",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PJb,
author = "Anonymous",
title = "Pages 1--276 ({July 2021})",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "??--??",
month = jul,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2021:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "ii--ii",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00119-6",
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fjournal = "Journal of Econometrics",
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@Article{Frazier:2021:IIL,
author = "David T. Frazier and Bonsoo Koo",
title = "Indirect inference for locally stationary models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "1--27",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2021:NRS,
author = "Christoph Breunig and Peter Haan",
title = "Nonparametric regression with selectively missing
covariates",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "28--52",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.050",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303183",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2021:NEL,
author = "Hanchao Wang and Bin Peng and Degui Li and Chenlei
Leng",
title = "Nonparametric estimation of large covariance matrices
with conditional sparsity",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "53--72",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2021:ILB,
author = "Martin Schumann and Thomas A. Severini and Gautam
Tripathi",
title = "Integrated likelihood based inference for nonlinear
panel data models with unobserved effects",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "73--95",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2021:MSU,
author = "Jiun-Hua Su",
title = "Model selection in utility-maximizing binary
prediction",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "96--124",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.052",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2021:ISL,
author = "Javier Hidalgo and Marcia Schafgans",
title = "Inference without smoothing for large panels with
cross-sectional and temporal dependence",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "125--160",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiler:2021:SCR,
author = "Phillip Heiler and Jana Mareckova",
title = "Shrinkage for categorical regressors",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "161--189",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.051",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liao:2021:MAP,
author = "Jun Liao and Guohua Zou and Yan Gao and Xinyu Zhang",
title = "Model averaging prediction for time series models with
a diverging number of parameters",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "190--221",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2021:MUP,
author = "Lars Peter Hansen and Thomas J. Sargent",
title = "Macroeconomic uncertainty prices when beliefs are
tenuous",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "222--250",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2021:EEF,
author = "Fran{\c{c}}ois Guay and Gustavo Schwenkler",
title = "Efficient estimation and filtering for multivariate
jump-diffusions",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "251--275",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "ii--ii",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00138-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100138X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:OIS,
author = "Michael Keane and Dennis Kristensen and Fedor Iskhakov
and Bertel Schjerning",
title = "Overview: Implementation of structural dynamic models:
Methodology and applications",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "277--279",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2021:SSU,
author = "Victor Aguirregabiria and Jiaying Gu and Yao Luo",
title = "Sufficient statistics for unobserved heterogeneity in
structural dynamic logit models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "280--311",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303286",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchholz:2021:SED,
author = "Nicholas Buchholz and Matthew Shum and Haiqing Xu",
title = "Semiparametric estimation of dynamic discrete choice
models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "312--327",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303274",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2021:SDD,
author = "Dennis Kristensen and Patrick K. Mogensen and Jong
Myun Moon and Bertel Schjerning",
title = "Solving dynamic discrete choice models using smoothing
and sieve methods",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "328--360",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303298",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abbring:2021:LMH,
author = "Jaap H. Abbring and Tim Salimans",
title = "The likelihood of mixed hitting times",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "361--375",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barkley:2021:BFA,
author = "Aaron Barkley and Joachim R. Groeger and Robert A.
Miller",
title = "Bidding frictions in ascending auctions",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "376--400",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303250",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iskhakov:2021:ETS,
author = "Fedor Iskhakov and Michael Keane",
title = "Effects of taxes and safety net pensions on life-cycle
labor supply, savings and human capital: the case of
{Australia}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "401--432",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bobba:2021:LMS,
author = "Matteo Bobba and Luca Flabbi and Santiago Levy and
Mauricio Tejada",
title = "Labor market search, informality, and on-the-job human
capital accumulation",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "433--453",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303304",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mezza:2021:IDE,
author = "Alvaro Mezza and Moshe Buchinsky",
title = "Illegal drugs, education, and labor market outcomes",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "454--484",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303316",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "ii--ii",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00167-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ng:2021:AIP,
author = "Serena Ng and Zhongjun Qu and Timothy Vogelsang",
title = "Annals Issue: {PI-Day} Honoring {Pierre Perron}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "1--2",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2021:CRL,
author = "Alessandro Casini and Pierre Perron",
title = "Continuous record {Laplace}-based inference about the
break date in structural change models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "3--21",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030261X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrion-i-Silvestre:2021:STS,
author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Dukpa Kim",
title = "Statistical tests of a simple energy balance equation
in a synthetic model of cotrending and cointegration",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "22--38",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303559",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2021:IAE,
author = "Isaiah Andrews and Toru Kitagawa and Adam McCloskey",
title = "Inference after estimation of breaks",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "39--59",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yousuf:2021:BHD,
author = "Kashif Yousuf and Serena Ng",
title = "Boosting high dimensional predictive regressions with
time varying parameters",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "60--87",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2021:SEO,
author = "Junwen Lu and Zhongjun Qu",
title = "Sieve estimation of option-implied state price
density",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "88--112",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000737",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rho:2021:ITS,
author = "Seunghwa Rho and Timothy J. Vogelsang",
title = "Inference in time series models using
smoothed-clustered standard errors",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "113--133",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2021:DSP,
author = "Jushan Bai and Kunpeng Li",
title = "Dynamic spatial panel data models with common shocks",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "134--160",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2021:BNS,
author = "H. Peter Boswijk and Giuseppe Cavaliere and Iliyan
Georgiev and Anders Rahbek",
title = "Bootstrapping non-stationary stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "161--180",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000282",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahsan:2021:SEI,
author = "Md. Nazmul Ahsan and Jean-Marie Dufour",
title = "Simple estimators and inference for higher-order
stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "181--197",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001007",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2021:STS,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Simple tests for stock return predictability with good
size and power properties",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "198--214",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2021:CIP,
author = "Torben G. Andersen and Rasmus T. Varneskov",
title = "Consistent inference for predictive regressions in
persistent economic systems",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "215--244",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.051",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PO,
author = "Anonymous",
title = "Pages 245--466 ({October 2021})",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "??--??",
month = oct,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "ii--ii",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00200-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002001",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2021:DTH,
author = "Badi H. Baltagi and Alain Pirotte and Zhenlin Yang",
title = "Diagnostic tests for homoskedasticity in spatial
cross-sectional or panel models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "245--270",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhong:2021:MRE,
author = "Xiaohan Zhong and Lin Zhu",
title = "The medium-run efficiency consequences of unfair
school matching: Evidence from {Chinese} college
admissions",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "271--285",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.054",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meyer:2021:ETS,
author = "Bruce D. Meyer and Nikolas Mittag",
title = "An empirical total survey error decomposition using
data combination",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "286--305",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2021:AIS,
author = "Feiyu Jiang and Dong Li and Ke Zhu",
title = "Adaptive inference for a semiparametric generalized
autoregressive conditional heteroskedasticity model",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "306--329",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2021:REE,
author = "Bertille Antoine and Prosper Dovonon",
title = "Robust estimation with exponentially tilted
{Hellinger} distance",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "330--344",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303705",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gualdani:2021:EMN,
author = "Cristina Gualdani",
title = "An econometric model of network formation with an
application to board interlocks between firms",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "345--370",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303729",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lok:2021:IBT,
author = "Thomas M. Lok and Rami V. Tabri",
title = "An improved bootstrap test for restricted stochastic
dominance",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "371--393",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303730",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2021:TVI,
author = "Liudas Giraitis and George Kapetanios and Massimiliano
Marcellino",
title = "Time-varying instrumental variable estimation",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "394--415",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bravo:2021:RNR,
author = "Francesco Bravo and Degui Li and Dag Tj{\o}stheim",
title = "Robust nonlinear regression estimation in null
recurrent time series",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "416--438",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2021:REL,
author = "Bin Jiang and Yanrong Yang and Jiti Gao and Cheng
Hsiao",
title = "Recursive estimation in large panel data models:
Theory and practice",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "439--465",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.055",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBm,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "ii--ii",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00209-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mavroeidis:2021:ESI,
author = "Sophocles Mavroeidis",
title = "Editorial for Special Issue: Vector Autoregressions",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "1--1",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001871",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guethmundsson:2021:DGL,
author = "Gu{\eth}mundur Stef{\'a}n Gu{\eth}mundsson and
Christian Brownlees",
title = "Detecting groups in large vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "2--26",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100124X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2021:ISV,
author = "Alain Guay",
title = "Identification of structural vector autoregressions
through higher unconditional moments",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "27--46",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2021:UTV,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Using time-varying volatility for identification in
Vector Autoregressions: an application to endogenous
uncertainty",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "47--73",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001858",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Olea:2021:ISV,
author = "Jos{\'e} L. Montiel Olea and James H. Stock and Mark
W. Watson",
title = "Inference in Structural Vector Autoregressions
identified with an external instrument",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "74--87",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302311",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arias:2021:IBP,
author = "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
Daniel F. Waggoner",
title = "Inference in {Bayesian} Proxy-{SVARs}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "88--106",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303985",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2021:IRA,
author = "S{\'\i}lvia Gon{\c{c}}alves and Ana Mar{\'\i}a Herrera
and Lutz Kilian and Elena Pesavento",
title = "Impulse response analysis for structural dynamic
models with nonlinear regressors",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "107--130",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001810",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBn,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "ii--ii",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00238-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:NE,
author = "Anonymous",
title = "A Note from the {Editors}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "131--131",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2021:INM,
author = "Sukjin Han",
title = "Identification in nonparametric models for dynamic
treatment effects",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "132--147",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303717",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chung:2021:PTH,
author = "EunYi Chung and Mauricio Olivares",
title = "Permutation test for heterogeneous treatment effects
with a nuisance parameter",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "148--174",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2021:EDT,
author = "Liyang Sun and Sarah Abraham",
title = "Estimating dynamic treatment effects in event studies
with heterogeneous treatment effects",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "175--199",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030378X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2021:DDM,
author = "Brantly Callaway and Pedro H. C. Sant'Anna",
title = "Difference-in-Differences with multiple time periods",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "200--230",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2021:IRP,
author = "Toru Kitagawa",
title = "The identification region of the potential outcome
distributions under instrument independence",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "231--253",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goodman-Bacon:2021:DDV,
author = "Andrew Goodman-Bacon",
title = "Difference-in-differences with variation in treatment
timing",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "254--277",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2021:CAF,
author = "Anqi Zhao and Peng Ding",
title = "Covariate-adjusted {Fisher} randomization tests for
the average treatment effect",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "278--294",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001457",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ferman:2021:MEF,
author = "Bruno Ferman",
title = "Matching estimators with few treated and many control
observations",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "295--307",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001895",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "ii--ii",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00269-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2022:IAI,
author = "Bryan Graham and Keisuke Hirano",
title = "Introduction to the Annals Issue in Honor of {Gary
Chamberlain}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "1--3",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chamberlain:2022:FPD,
author = "Gary Chamberlain",
title = "Feedback in panel data models",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "4--20",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001937",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Alvarez:2022:RLE,
author = "Javier Alvarez and Manuel Arellano",
title = "Robust likelihood estimation of dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "21--61",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000956",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Athey:2022:DBA,
author = "Susan Athey and Guido W. Imbens",
title = "Design-based analysis in Difference-In-Differences
settings with staggered adoption",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "62--79",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchinsky:2022:EIS,
author = "Moshe Buchinsky and Fanghua Li and Zhipeng Liao",
title = "Estimation and inference of semiparametric models
using data from several sources",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "80--103",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000385",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominitz:2022:MRS,
author = "Jeff Dominitz and Charles F. Manski",
title = "Minimax-regret sample design in anticipation of
missing data, with application to panel data",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "104--114",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304000",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2022:SEE,
author = "Bryan S. Graham and Cristine Campos de Xavier Pinto",
title = "Semiparametrically efficient estimation of the average
linear regression function",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "115--138",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirano:2022:ACV,
author = "Keisuke Hirano and Jonathan H. Wright",
title = "Analyzing cross-validation for forecasting with
structural instability",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "139--154",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasy:2022:WWW,
author = "Maximilian Kasy",
title = "Who wins, who loses? {Identification} of conditional
causal effects, and the welfare impact of changing
wages",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "155--170",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Knox:2022:ASR,
author = "Thomas A. Knox",
title = "Approximation of sign-regular kernels",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "171--191",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001949",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Narisetty:2022:CQR,
author = "Naveen Narisetty and Roger Koenker",
title = "Censored quantile regression survival models with a
cure proportion",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "192--203",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303997",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PF,
author = "Anonymous",
title = "Pages 205--498 ({February 2022})",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "??--??",
month = feb,
year = "2022",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "ii--ii",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00297-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002979",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2022:ISM,
author = "Arthur Lewbel and Xirong Lin",
title = "Identification of semiparametric model coefficients,
with an application to collective households",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "205--223",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gimenes:2022:QRM,
author = "Nathalie Gimenes and Emmanuel Guerre",
title = "Quantile regression methods for first-price auctions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "224--247",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001524",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsieh:2022:IED,
author = "Yu-Wei Hsieh and Xiaoxia Shi and Matthew Shum",
title = "Inference on estimators defined by mathematical
programming",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "248--268",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100172X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2022:INM,
author = "Yingyao Hu and Susanne Schennach and Ji-Liang Shiu",
title = "Identification of nonparametric monotonic regression
models with continuous nonclassical measurement
errors",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "269--294",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2022:TRA,
author = "Sung Jae Jun and Federico Zincenko",
title = "Testing for risk aversion in first-price sealed-bid
auctions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "295--320",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:SSM,
author = "Ruixuan Liu and Zhengfei Yu",
title = "Sample selection models with monotone control
functions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "321--342",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001342",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2022:IDG,
author = "Yao Luo and Ping Xiao and Ruli Xiao",
title = "Identification of dynamic games with unobserved
heterogeneity and multiple equilibria",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "343--367",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2022:EMC,
author = "Zhentong Lu",
title = "Estimating multinomial choice models with unobserved
choice sets",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "368--398",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bada:2022:WMP,
author = "O. Bada and A. Kneip and D. Liebl and T. Mensinger and
J. Gualtieri and R. C. Sickles",
title = "A wavelet method for panel models with jump
discontinuities in the parameters",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "399--422",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalil:2022:TSO,
author = "Umair Khalil and Nese Yildiz",
title = "A test of the selection on observables assumption
using a discontinuously distributed covariate",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "423--450",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2022:IOR,
author = "Andr{\'e}s Aradillas-L{\'o}pez and Adam M. Rosen",
title = "Inference in ordered response games with complete
information",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "451--476",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krasnokutskaya:2022:EUI,
author = "Elena Krasnokutskaya and Kyungchul Song and Xun Tang",
title = "Estimating unobserved individual heterogeneity using
pairwise comparisons",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "477--497",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "ii--ii",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00014-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:OTS,
author = "Torben G. Andersen and Chia-Lin Chang and Shiqing
Ling",
title = "Overview: Time series analysis of higher moments and
distributions of financial data",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "1--3",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2022:GFT,
author = "Phyllis Wan and Richard A. Davis",
title = "Goodness-of-fit testing for time series models via
distance covariance",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "4--24",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302256",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2022:UTA,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Understanding temporal aggregation effects on kurtosis
in financial indices",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "25--46",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030258X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2022:TEM,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Testing the existence of moments for {GARCH}
processes",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "47--64",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2022:TVP,
author = "Francisco Blasques and Siem Jan Koopman and Marc
Nientker",
title = "A time-varying parameter model for local explosions",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "65--84",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001846",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2022:TEP,
author = "Matei Demetrescu and Iliyan Georgiev and Paulo M. M.
Rodrigues and A. M. Robert Taylor",
title = "Testing for episodic predictability in stock returns",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "85--113",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2022:TCA,
author = "Zongwu Cai and Ying Fang and Qiuhua Xu",
title = "Testing capital asset pricing models using
functional-coefficient panel data models with
cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "114--133",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302086",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2022:T,
author = "Federico M. Bandi and Roberto Ren{\`o}",
title = "$ \beta $ in the tails",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "134--150",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{So:2022:EEH,
author = "Mike K. P. So and Thomas W. C. Chan and Amanda M. Y.
Chu",
title = "Efficient estimation of high-dimensional dynamic
covariance by risk factor mapping: Applications for
financial risk management",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "151--167",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301664",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:ASB,
author = "Christina Dan Wang and Zhao Chen and Yimin Lian and
Min Chen",
title = "Asset selection based on high frequency {Sharpe}
ratio",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "168--188",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:ODE,
author = "Congshan Zhang and Jia Li and Tim Bollerslev",
title = "Occupation density estimation for noisy high-frequency
data",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "189--211",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030230X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2022:ISM,
author = "Christian M. Hafner and Helmut Herwartz and Simone
Maxand",
title = "Identification of structural multivariate {GARCH}
models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "212--227",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:LBI,
author = "Xingfa Zhang and Rongmao Zhang and Yuan Li and Shiqing
Ling",
title = "{LADE}-based inferences for autoregressive models with
heavy-tailed {G-GARCH(1, 1)} noise",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "228--240",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2022:BIB,
author = "Giuseppe Cavaliere and Heino Bohn Nielsen and Rasmus
S{\o}ndergaard Pedersen and Anders Rahbek",
title = "Bootstrap inference on the boundary of the parameter
space, with application to conditional volatility
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journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "241--263",
month = mar,
year = "2022",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:HQE,
author = "Guochang Wang and Ke Zhu and Guodong Li and Wai Keung
Li",
title = "Hybrid quantile estimation for asymmetric power
{GARCH} models",
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volume = "227",
number = "1",
pages = "264--284",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2022:RME,
author = "Manabu Asai and Chia-Lin Chang and Michael McAleer",
title = "Realized matrix-exponential stochastic volatility with
asymmetry, long memory and higher-moment spillovers",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "285--304",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PAa,
author = "Anonymous",
title = "Pages 305--518 ({April 2022})",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "??--??",
month = apr,
year = "2022",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "ii--ii",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00026-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nagler:2022:SVC,
author = "Thomas Nagler and Daniel Kr{\"u}ger and Aleksey Min",
title = "Stationary vine copula models for multivariate time
series",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "305--324",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2022:MLE,
author = "Francisco Blasques and Janneke van Brummelen and Siem
Jan Koopman and Andr{\'e} Lucas",
title = "Maximum likelihood estimation for score-driven
models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "325--346",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001743",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Werker:2022:STH,
author = "Bas J. M. Werker and Bo Zhou",
title = "Semiparametric testing with highly persistent
predictors",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "347--370",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2022:FCP,
author = "Peter C. B. Phillips and Ying Wang",
title = "Functional coefficient panel modeling with communal
smoothing covariates",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "371--407",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000944",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karmakar:2022:SIT,
author = "Sayar Karmakar and Stefan Richter and Wei Biao Wu",
title = "Simultaneous inference for time-varying models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "408--428",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000725",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2022:RAI,
author = "Matei Demetrescu and Paulo M. M. Rodrigues",
title = "Residual-augmented {IVX} predictive regression",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "429--460",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030395X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2022:DBH,
author = "Kim Christensen and Roel Oomen and Roberto Ren{\`o}",
title = "The drift burst hypothesis",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "461--497",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bognanni:2022:CLB,
author = "Mark Bognanni",
title = "Comment on {``Large Bayesian vector autoregressions
with stochastic volatility and non-conjugate
priors''}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "498--505",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Carriero:2019:LBV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2022:CLB,
author = "Andrea Carriero and Joshua Chan and Todd E. Clark and
Massimiliano Marcellino",
title = "Corrigendum to {``Large Bayesian vector
autoregressions with stochastic volatility and
non-conjugate priors''} [J. Econometrics {\bf 212} (1)
(2019) 137--154]",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "506--512",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Carriero:2019:LBV}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2022:CPS,
author = "Davide Pettenuzzo and Yong Song and Allan Timmermann",
title = "Corrigendum to {``Predictability of stock returns and
asset allocation under structural breaks''} [J.
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journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "513--517",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Feb 22 06:24:46 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000476",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "ii--ii",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00051-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000513",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:2022:NDN,
author = "George Tauchen",
title = "New directions in nonlinear structural estimation:
{Bayes} and Frequentist",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "1--3",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belloni:2022:HDL,
author = "Alexandre Belloni and Christian Hansen and Whitney
Newey",
title = "High-dimensional linear models with many endogenous
variables",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "4--26",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2022:NBS,
author = "A. Ronald Gallant",
title = "Nonparametric {Bayes} subject to overidentified moment
conditions",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "27--38",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000555",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2022:EIC,
author = "Chunrong Ai and Oliver Linton and Zheng Zhang",
title = "Estimation and inference for the counterfactual
distribution and quantile functions in continuous
treatment models",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "39--61",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000543",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fulop:2022:BEL,
author = "Andras Fulop and Jeremy Heng and Junye Li and Hening
Liu",
title = "{Bayesian} estimation of long-run risk models using
sequential {Monte Carlo}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "62--84",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2022:CEU,
author = "A. Ronald Gallant and Han Hong and Michael P. Leung
and Jessie Li",
title = "Constrained estimation using penalization and {MCMC}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "85--106",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100052X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giacomini:2022:RBI,
author = "Raffaella Giacomini and Toru Kitagawa and Matthew
Read",
title = "Robust {Bayesian} inference in proxy {SVARs}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "107--126",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2022:CBT,
author = "Xiaohong Chen and Zhijie Xiao and Bo Wang",
title = "Copula-based time series with filtered
nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "127--155",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:VEH,
author = "Congshan Zhang and Jia Li and Viktor Todorov and
George Tauchen",
title = "Variation and efficiency of high-frequency betas",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "156--175",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
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title = "Pages 177--398 ({June 2022})",
journal = j-J-ECONOMETRICS,
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author = "Anonymous",
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@Article{Chen:2022:SSN,
author = "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and
Yegor Klochkov",
title = "{SONIC}: {SOcial Network analysis with Influencers and
Communities}",
journal = j-J-ECONOMETRICS,
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number = "2",
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author = "Adam Hale Shapiro and Moritz Sudhof and Daniel J.
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title = "Measuring news sentiment",
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volume = "228",
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pages = "221--243",
month = jun,
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author = "Helmut Farbmacher and Leander L{\"o}w and Martin
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volume = "228",
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author = "Cristina Angelico and Juri Marcucci and Marcello
Miccoli and Filippo Quarta",
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volume = "228",
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acknowledgement = ack-nhfb,
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author = "David P. Byrne and Susumu Imai and Neelam Jain and
Vasilis Sarafidis",
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volume = "228",
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month = jun,
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author = "Xin Jin and John M. Maheu and Qiao Yang",
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volume = "228",
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author = "Roy Allen and John Rehbeck",
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volume = "228",
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author = "Ali Fakih and Paul Makdissi and Walid Marrouch and
Rami V. Tabri and Myra Yazbeck",
title = "A stochastic dominance test under survey nonresponse
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volume = "228",
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author = "Yingyao Hu and Jiaxiong Yao",
title = "Illuminating economic growth",
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volume = "228",
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pages = "359--378",
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author = "Guohua Feng and Jiti Gao and Bin Peng",
title = "An integrated panel data approach to modelling
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volume = "228",
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pages = "379--397",
month = jun,
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author = "Anonymous",
title = "Pages 1--218 ({July 2022})",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "??--??",
month = jul,
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@Article{Choi:2022:APC,
author = "Jungjun Choi and Xiye Yang",
title = "Asymptotic properties of correlation-based principal
component analysis",
journal = j-J-ECONOMETRICS,
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number = "1",
pages = "1--18",
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@Article{Juodis:2022:IPF,
author = "Arturas Juodis and Vasilis Sarafidis",
title = "An incidental parameters free inference approach for
panels with common shocks",
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number = "1",
pages = "19--54",
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year = "2022",
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@Article{Chen:2022:EIH,
author = "Jia Chen and Yongcheol Shin and Chaowen Zheng",
title = "Estimation and inference in heterogeneous spatial
panels with a multifactor error structure",
journal = j-J-ECONOMETRICS,
volume = "229",
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pages = "55--79",
month = jul,
year = "2022",
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@Article{Freyaldenhoven:2022:FML,
author = "Simon Freyaldenhoven",
title = "Factor models with local factors --- Determining the
number of relevant factors",
journal = j-J-ECONOMETRICS,
volume = "229",
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pages = "80--102",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.006",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
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}
@Article{Anatolyev:2022:FMM,
author = "Stanislav Anatolyev and Anna Mikusheva",
title = "Factor models with many assets: Strong factors, weak
factors, and the two-pass procedure",
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volume = "229",
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pages = "103--126",
month = jul,
year = "2022",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
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author = "Patrick W. Saart and Yingcun Xia",
title = "Functional time series approach to analyzing asset
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volume = "229",
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pages = "127--151",
month = jul,
year = "2022",
CODEN = "JECMB6",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Feng:2022:HDT,
author = "Long Feng and Wei Lan and Binghui Liu and Yanyuan Ma",
title = "High-dimensional test for alpha in linear factor
pricing models with sparse alternatives",
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volume = "229",
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pages = "152--175",
month = jul,
year = "2022",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Lewbel:2022:KFL,
author = "Arthur Lewbel",
title = "{Kotlarski} with a factor loading",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "176--179",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.012",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001603",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:MLE,
author = "Fa Wang",
title = "Maximum likelihood estimation and inference for high
dimensional generalized factor models with application
to factor-augmented regressions",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "180--200",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.002",
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ISSN-L = "0304-4076",
bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2022:PEL,
author = "Long Yu and Yong He and Xinbing Kong and Xinsheng
Zhang",
title = "Projected estimation for large-dimensional matrix
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journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "201--217",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.001",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PAb,
author = "Anonymous",
title = "Pages 219--452 ({August 2022})",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "??--??",
month = aug,
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CODEN = "JECMB6",
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title = "{Editorial Board}",
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@Article{Fang:2022:SMA,
author = "Fang Fang and Jialiang Li and Xiaochao Xia",
title = "Semiparametric model averaging prediction for
dichotomous response",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "219--245",
month = aug,
year = "2022",
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bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Peng:2022:IMS,
author = "Jingfu Peng and Yuhong Yang",
title = "On improvability of model selection by model
averaging",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "246--262",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303973",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoshino:2022:SIE,
author = "Tadao Hoshino",
title = "Sieve {IV} estimation of cross-sectional interaction
models with nonparametric endogenous effect",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "263--275",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2022:DCR,
author = "Jungbin Hwang and Byunghoon Kang and Seojeong Lee",
title = "A doubly corrected robust variance estimator for
linear {GMM}",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "276--298",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiss:2022:NER,
author = "Florian Heiss and Stephan Hetzenecker and Maximilian
Osterhaus",
title = "Nonparametric estimation of the random coefficients
model: an elastic net approach",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "299--321",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2022:LPR,
author = "Ji Hyung Lee and Zhentao Shi and Zhan Gao",
title = "On {LASSO} for predictive regression",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "322--349",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100049X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitazawa:2022:TMC,
author = "Yoshitsugu Kitazawa",
title = "Transformations and moment conditions for dynamic
fixed effects logit models",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "350--362",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000464",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2022:TES,
author = "Prosper Dovonon and Abderrahim Taamouti and Julian
Williams",
title = "Testing the eigenvalue structure of spot and
integrated covariance",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "363--395",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2022:SFC,
author = "Yundong Tu and Ying Wang",
title = "Spurious functional-coefficient regression models and
robust inference with marginal integration",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "396--421",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000713",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2022:VVE,
author = "Yingying Li and Guangying Liu and Zhiyuan Zhang",
title = "Volatility of volatility: Estimation and tests based
on noisy high frequency data with jumps",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "422--451",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000701",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "ii--ii",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00110-5",
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bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2022:BME,
author = "Jun Yu",
title = "{Bayesian} Methods in Economics and Finance:
{Editor}'s Introduction",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "1--2",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2022:BFA,
author = "Jianqing Fan and Bai Jiang and Qiang Sun",
title = "{Bayesian} factor-adjusted sparse regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "3--19",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ando:2022:BML,
author = "Tomohiro Ando and Jushan Bai and Kunpeng Li",
title = "{Bayesian} and maximum likelihood analysis of
large-scale panel choice models with unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "20--38",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100083X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lopes:2022:PIP,
author = "Hedibert F. Lopes and Robert E. McCulloch and Ruey S.
Tsay",
title = "Parsimony inducing priors for large scale state-space
models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "39--61",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2022:ABE,
author = "Andriy Norets and Justinas Pelenis",
title = "Adaptive {Bayesian} estimation of conditional
discrete-continuous distributions with an application
to stock market trading activity",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "62--82",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100261X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:PBW,
author = "Xiaobin Liu and Yong Li and Jun Yu and Tao Zeng",
title = "Posterior-based {Wald}-type statistics for hypothesis
testing",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "83--113",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2022:RTB,
author = "Runqing Wan and Andras Fulop and Junye Li",
title = "Real-time {Bayesian} learning and bond return
predictability",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "114--130",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.052",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000877",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fisher:2022:BNL,
author = "Mark Fisher and Mark J. Jensen",
title = "{Bayesian} nonparametric learning of how skill is
distributed across the mutual fund industry",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "131--153",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Petrova:2022:AVB,
author = "Katerina Petrova",
title = "Asymptotically valid {Bayesian} inference in the
presence of distributional misspecification in {VAR}
models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "154--182",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000865",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2022:FIB,
author = "Guanhao Feng and Jingyu He",
title = "Factor investing: a {Bayesian} hierarchical approach",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "183--200",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100258X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2022:AAF,
author = "Zhiwu Hong and Linlin Niu and Chen Zhang",
title = "Affine arbitrage-free yield net models with
application to the euro debt crisis",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "201--220",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PO,
author = "Anonymous",
title = "Pages 221--558 ({October 2022})",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "??--??",
month = oct,
year = "2022",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "ii--ii",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00135-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200135X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:PFL,
author = "Yanghui Liu and Yehua Li and Raymond J. Carroll and
Naisyin Wang",
title = "Predictive functional linear models with diverging
number of semiparametric single-index interactions",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "221--239",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2022:GTG,
author = "Li Chen and Jiti Gao and Farshid Vahid",
title = "Global temperatures and greenhouse gases: a common
features approach",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "240--254",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001159",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2022:NJV,
author = "Viktor Todorov",
title = "Nonparametric jump variation measures from options",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "255--280",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Agudze:2022:MSP,
author = "Komla M. Agudze and Monica Billio and Roberto Casarin
and Francesco Ravazzolo",
title = "{Markov} switching panel with endogenous
synchronization effects",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "281--298",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeLuca:2022:SPB,
author = "Giuseppe {De Luca} and Jan R. Magnus and Franco
Peracchi",
title = "Sampling properties of the {Bayesian} posterior mean
with an application to {WALS} estimation",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "299--317",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zou:2022:ICM,
author = "Tao Zou and Wei Lan and Runze Li and Chih-Ling Tsai",
title = "Inference on covariance-mean regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "318--338",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Loaiza-Maya:2022:FAV,
author = "Rub{\'e}n Loaiza-Maya and Michael Stanley Smith and
David J. Nott and Peter J. Danaher",
title = "Fast and accurate variational inference for models
with many latent variables",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "339--362",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:EIA,
author = "Yulong Wang and Zhijie Xiao",
title = "Estimation and inference about tail features with tail
censored data",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "363--387",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2022:EVC,
author = "Hao Dong and Taisuke Otsu and Luke Taylor",
title = "Estimation of varying coefficient models with
measurement error",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "388--415",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001615",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2022:RPS,
author = "Dongxiao Han and Jian Huang and Yuanyuan Lin and
Guohao Shen",
title = "Robust post-selection inference of high-dimensional
mean regression with heavy-tailed asymmetric or
heteroskedastic errors",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "416--431",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2022:GQR,
author = "Sergio Firpo and Antonio F. Galvao and Cristine Pinto
and Alexandre Poirier and Graciela Sanroman",
title = "{GMM} quantile regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "432--452",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2022:NIQ,
author = "Yundong Tu and Han-Ying Liang and Qiying Wang",
title = "Nonparametric inference for quantile cointegrations
with stationary covariates",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "453--482",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001731",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:TPJ,
author = "Bin Wang and Xu Zheng",
title = "Testing for the presence of jump components in jump
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "483--509",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001779",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:LMM,
author = "Torben G. Andersen and Ilya Archakov and G{\"o}khan
Cebiroglu and Nikolaus Hautsch",
title = "Local mispricing and microstructural noise: a
parametric perspective",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "510--534",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See corrigendum \cite{Andersen:2023:CLM}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001780",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2022:HSP,
author = "Peter Reinhard Hansen and Elena-Ivona Dumitrescu",
title = "How should parameter estimation be tailored to the
objective?",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "535--558",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "ii--ii",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00141-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delavande:2022:IJE,
author = "Adeline Delavande and Wilbert van der Klaauw and
Joachim Winter and Basit Zafar",
title = "Introduction to the {{\booktitle{Journal of
Econometrics}}} Annals Issue on {``Subjective
Expectations and Probabilities in Economics''}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "1--2",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cunha:2022:MSE,
author = "Fl{\'a}vio Cunha and Irma Elo and Jennifer Culhane",
title = "Maternal subjective expectations about the technology
of skill formation predict investments in children one
year later",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "3--32",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Biroli:2022:PBA,
author = "Pietro Biroli and Teodora Boneva and Akash Raja and
Christopher Rauh",
title = "Parental beliefs about returns to child health
investments",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "33--57",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bobba:2022:SPA,
author = "Matteo Bobba and Veronica Frisancho",
title = "Self-perceptions about academic achievement: Evidence
from {Mexico City}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "58--73",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delavande:2022:ANA,
author = "Adeline Delavande and Emilia {Del Bono} and Angus
Holford",
title = "Academic and non-academic investments at university:
the role of expectations, preferences and constraints",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "74--97",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030275X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patnaik:2022:RHR,
author = "Arpita Patnaik and Joanna Venator and Matthew Wiswall
and Basit Zafar",
title = "The role of heterogeneous risk preferences, discount
rates, and earnings expectations in college major
choice",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "98--122",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.050",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kosar:2022:UMA,
author = "Gizem Kosar and Tyler Ransom and Wilbert van der
Klaauw",
title = "Understanding migration aversion using elicited
counterfactual choice probabilities",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "123--147",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.056",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gong:2022:MCL,
author = "Yifan Gong and Ralph Stinebrickner and Todd
Stinebrickner",
title = "Marriage, children, and labor supply: Beliefs and
outcomes",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "148--164",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Roth:2022:BAP,
author = "Christopher Roth and Sonja Settele and Johannes
Wohlfart",
title = "Beliefs about public debt and the demand for
government spending",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "165--187",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gaglianone:2022:IDI,
author = "Wagner Piazza Gaglianone and Raffaella Giacomini and
Jo{\~a}o Victor Issler and Vasiliki Skreta",
title = "Incentive-driven inattention",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "188--212",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiss:2022:DHS,
author = "Florian Heiss and Michael Hurd and Maarten van Rooij
and Tobias Rossmann and Joachim Winter",
title = "Dynamics and heterogeneity of subjective stock market
expectations",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "213--231",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vonGaudecker:2022:HHS,
author = "Hans-Martin von Gaudecker and Axel Wogrolly",
title = "Heterogeneity in households' stock market beliefs:
Levels, dynamics, and epistemic uncertainty",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "232--247",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bellemare:2022:OFP,
author = "Charles Bellemare and Sabine Kr{\"o}ger and Kouam{\'e}
Marius Sossou",
title = "Optimal frequency of portfolio evaluation in a choice
experiment with ambiguity and loss aversion",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "248--264",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giustinelli:2022:TCR,
author = "Pamela Giustinelli and Charles F. Manski and Francesca
Molinari",
title = "Tail and center rounding of probabilistic expectations
in the Health and Retirement Study",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "265--281",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Altig:2022:SBU,
author = "David Altig and Jose Maria Barrero and Nicholas Bloom
and Steven J. Davis and Brent Meyer and Nicholas
Parker",
title = "Surveying business uncertainty",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "282--303",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grewenig:2022:ISE,
author = "Elisabeth Grewenig and Philipp Lergetporer and
Katharina Werner and Ludger Woessmann",
title = "Incentives, search engines, and the elicitation of
subjective beliefs: Evidence from representative online
survey experiments",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "304--326",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "ii--ii",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00174-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001749",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2022:ESI,
author = "Atsushi Inoue and Lutz Kilian and Andrew Patton",
title = "Editorial for special issue in honor of {Francis X.
Diebold}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "327--328",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100244X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2022:CRB,
author = "Yinchu Zhu and Allan Timmermann",
title = "Conditional rotation between forecasting models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "329--347",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2022:ZHR,
author = "Tim Bollerslev and Marcelo C. Medeiros and Andrew J.
Patton and Rogier Quaedvlieg",
title = "From zero to hero: Realized partial (co)variances",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "348--360",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:TPI,
author = "Torben G. Andersen and Rasmus T. Varneskov",
title = "Testing for parameter instability and structural
change in persistent predictive regressions",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "361--386",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gardner:2022:WSL,
author = "Ben Gardner and Chiara Scotti and Clara Vega",
title = "Words speak as loudly as actions: Central bank
communication and the response of equity prices to
macroeconomic announcements",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "387--409",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2022:MRI,
author = "Jens H. E. Christensen and Mark M. Spiegel",
title = "Monetary reforms and inflation expectations in
{Japan}: Evidence from inflation-indexed bonds",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "410--431",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Czellar:2022:AML,
author = "Veronika Czellar and David T. Frazier and Eric
Renault",
title = "Approximate maximum likelihood for complex structural
models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "432--456",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2022:JBI,
author = "Atsushi Inoue and Lutz Kilian",
title = "Joint {Bayesian} inference about impulse responses in
{VAR} models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "457--476",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002475",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aruoba:2022:SOB,
author = "S. Boragan Aruoba and Marko Mlikota and Frank
Schorfheide and Sergio Villalvazo",
title = "{SVARs} with occasionally-binding constraints",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "477--499",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cimadomo:2022:NLB,
author = "Jacopo Cimadomo and Domenico Giannone and Michele
Lenza and Francesca Monti and Andrej Sokol",
title = "Nowcasting with large {Bayesian} vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "500--519",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2022:PAI,
author = "Francis X. Diebold and Glenn D. Rudebusch",
title = "Probability assessments of an ice-free {Arctic}:
Comparing statistical and climate model projections",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "520--534",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJa,
author = "Anonymous",
title = "Pages 1--270 ({January 2023})",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "??--??",
month = jan,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "ii--ii",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00198-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001981",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2023:TSA,
author = "Feiyu Jiang and Zifeng Zhao and Xiaofeng Shao",
title = "Time series analysis of {COVID-19} infection curve: a
change-point perspective",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "1--17",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berger:2023:NOG,
author = "Tino Berger and James Morley and Benjamin Wong",
title = "Nowcasting the output gap",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "18--34",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2023:TVM,
author = "C. Gourieroux and J. Jasiak",
title = "Time varying {Markov} process with partially observed
aggregate data: an application to coronavirus",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "35--51",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huber:2023:NPU,
author = "Florian Huber and Gary Koop and Luca Onorante and
Michael Pfarrhofer and Josef Schreiner",
title = "Nowcasting in a pandemic using non-parametric mixed
frequency {VARs}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "52--69",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ho:2023:HGV,
author = "Paul Ho and Thomas A. Lubik and Christian Matthes",
title = "How to go viral: a {COVID-19} model with endogenously
time-varying parameters",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "70--86",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khismatullina:2023:NCE,
author = "Marina Khismatullina and Michael Vogt",
title = "Nonparametric comparison of epidemic time trends: the
case of {COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "87--108",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100155X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2023:WSG,
author = "Toru Kitagawa and Guanyi Wang",
title = "Who should get vaccinated? Individualized allocation
of vaccines over {SIR} network",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "109--131",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:SST,
author = "Yingying Ma and Shaojun Guo and Hansheng Wang",
title = "Sparse spatio-temporal autoregressions by profiling
and bagging",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "132--147",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100035X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gupta:2023:ECF,
author = "Abhimanyu Gupta",
title = "Efficient closed-form estimation of large spatial
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "148--167",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001597",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pouliot:2023:SEM,
author = "Guillaume Allaire Pouliot",
title = "Spatial econometrics for misaligned data",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "168--190",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001627",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ando:2023:SPQ,
author = "Tomohiro Ando and Kunpeng Li and Lina Lu",
title = "A spatial panel quantile model with unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "191--213",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rabovic:2023:ESS,
author = "Renata Rabovic and Pavel C{\'\i}zek",
title = "Estimation of spatial sample selection models: a
partial maximum likelihood approach",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "214--243",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2023:HOL,
author = "Francesca Rossi and Peter M. Robinson",
title = "Higher-order least squares inference for spatial
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "244--269",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PF,
author = "Anonymous",
title = "Pages 271--604 ({February 2023})",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "??--??",
month = feb,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "ii--ii",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00009-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300009X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:IHP,
author = "Anonymous",
title = "Introducing How-To papers",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "271--271",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:CRI,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Cluster-robust inference: a guide to empirical
practice",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "272--299",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000781",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kheifets:2023:FML,
author = "Igor L. Kheifets and Peter C. B. Phillips",
title = "Fully modified least squares cointegrating parameter
estimation in multicointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "300--319",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100186X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2023:HDS,
author = "Chaohua Dong and Jiti Gao and Oliver Linton",
title = "High dimensional semiparametric moment restriction
models",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "320--345",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001883",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matsushita:2023:SOR,
author = "Yukitoshi Matsushita and Taisuke Otsu",
title = "Second-order refinements for $t$-ratios with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "346--366",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001901",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:SQR,
author = "Xuming He and Xiaoou Pan and Kean Ming Tan and Wen-Xin
Zhou",
title = "Smoothed quantile regression with large-scale
inference",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "367--388",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001950",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2023:MFR,
author = "Xiaohu Wang and Weilin Xiao and Jun Yu",
title = "Modeling and forecasting realized volatility with the
fractional {Ornstein--Uhlenbeck} process",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "389--415",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Augustyniak:2023:DTH,
author = "Maciej Augustyniak and Alexandru Badescu and
Jean-Fran{\c{c}}ois B{\'e}gin",
title = "A discrete-time hedging framework with multiple
factors and fat tails: On what matters",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "416--444",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hounyo:2023:EVC,
author = "Ulrich Hounyo and Kajal Lahiri",
title = "Estimating the variance of a combined forecast:
Bootstrap-based approach",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "445--468",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2023:WBC,
author = "Peter C. B. Phillips and Ying Wang",
title = "When bias contributes to variance: True limit theory
in functional coefficient cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "469--489",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carlson:2023:RCI,
author = "Alyssa Carlson",
title = "Relaxing conditional independence in an endogenous
binary response model",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "490--500",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100230X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dellaportas:2023:SIF,
author = "Petros Dellaportas and Michalis K. Titsias and
Katerina Petrova and Anastasios Plataniotis",
title = "Scalable inference for a full multivariate stochastic
volatility model",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "501--520",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100227X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:2023:SJM,
author = "Yashuang (Dexter) Ding",
title = "A simple joint model for returns, volatility and
volatility of volatility",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "521--543",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSR,
author = "Xin Chen and Dan Yang and Yan Xu and Yin Xia and Dong
Wang and Haipeng Shen",
title = "Testing and support recovery of correlation structures
for matrix-valued observations with an application to
stock market data",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "544--564",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2023:WRM,
author = "Yuehao Bai",
title = "Why randomize? {Minimax} optimality under permutation
invariance",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "565--575",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2023:ITV,
author = "Irene Botosaru and Chris Muris and Krishna Pendakur",
title = "Identification of time-varying transformation models
with fixed effects, with an application to unobserved
heterogeneity in resource shares",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "576--597",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2023:CLM,
author = "Torben G. Andersen and Ilya Archakov and G{\"o}khan
Cebiroglu and Nikolaus Hautsch",
title = "Corrigendum to {``Local mispricing and microstructural
noise: a parametric perspective'' [J. Econometrics {\bf
230} (2022) 510--534]}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "598--603",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Andersen:2022:LMM}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PMa,
author = "Anonymous",
title = "Pages 1--332 ({March 2023})",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "??--??",
month = mar,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "ii--ii",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00052-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leng:2023:MDL,
author = "Xuan Leng and Heng Chen and Wendun Wang",
title = "Multi-dimensional latent group structures with
heterogeneous distributions",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "1--21",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2023:CCB,
author = "In Choi and Rui Lin and Yongcheol Shin",
title = "Canonical correlation-based model selection for the
multilevel factors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "22--44",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lumsdaine:2023:EPG,
author = "Robin L. Lumsdaine and Ryo Okui and Wendun Wang",
title = "Estimation of panel group structure models with
structural breaks in group memberships and
coefficients",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "45--65",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Higgins:2023:SEN,
author = "Ayden Higgins and Federico Martellosio",
title = "Shrinkage estimation of network spillovers with factor
structured errors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "66--87",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2023:TKP,
author = "Patrik Guggenberger and Frank Kleibergen and Sophocles
Mavroeidis",
title = "A test for {Kronecker Product Structure} covariance
matrix",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "88--112",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000203",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cahan:2023:FBI,
author = "Ercument Cahan and Jushan Bai and Serena Ng",
title = "Factor-based imputation of missing values and
covariances in panel data of large dimensions",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "113--131",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:GFL,
author = "Chenchen Ma and Yundong Tu",
title = "Group fused Lasso for large factor models with
multiple structural breaks",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "132--154",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000331",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2023:HDV,
author = "Ke Miao and Peter C. B. Phillips and Liangjun Su",
title = "High-dimensional {VARs} with common factors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "155--183",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200032X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2023:TEI,
author = "Brantly Callaway and Sonia Karami",
title = "Treatment effects in interactive fixed effects models
with a small number of time periods",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "184--208",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200029X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2023:QML,
author = "Jiangtao Duan and Jushan Bai and Xu Han",
title = "Quasi-maximum likelihood estimation of break point in
high-dimensional factor models",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "209--236",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000379",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2023:ICL,
author = "Xiao Guo and Yu Chen and Cheng Yong Tang",
title = "Information criteria for latent factor models: a study
on factor pervasiveness and adaptivity",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "237--250",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2023:ILF,
author = "Yucheng Sun and Wen Xu and Chuanhai Zhang",
title = "Identifying latent factors based on high-frequency
data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "251--270",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiong:2023:LDL,
author = "Ruoxuan Xiong and Markus Pelger",
title = "Large dimensional latent factor modeling with missing
observations and applications to causal inference",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "271--301",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fu:2023:TSC,
author = "Zhonghao Fu and Yongmiao Hong and Xia Wang",
title = "Testing for structural changes in large dimensional
factor models via discrete {Fourier} transform",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "302--331",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PAa,
author = "Anonymous",
title = "Pages 333--714 ({April 2023})",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "??--??",
month = apr,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "ii--ii",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00067-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000672",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Card:2023:ISI,
author = "David Card and Ian Schmutte and Lars Vilhuber",
title = "Introduction to the Special Issue: Models of linked
employer-employee data: Twenty years after {``High Wage
Workers and High Wage Firms''}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "333--339",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000337",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiAddario:2023:IAW,
author = "Sabrina {Di Addario} and Patrick Kline and Raffaele
Saggio and Mikkel S{\o}lvsten",
title = "It ain't where you're from, it's where you're at:
Hiring origins, firm heterogeneity, and wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "340--374",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lachowska:2023:DFE,
author = "Marta Lachowska and Alexandre Mas and Raffaele Saggio
and Stephen A. Woodbury",
title = "Do firm effects drift? {Evidence} from {Washington}
administrative data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "375--395",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engbom:2023:FPD,
author = "Niklas Engbom and Christian Moser and Jan Sauermann",
title = "Firm pay dynamics",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "396--423",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schmieder:2023:EAW,
author = "Johannes F. Schmieder",
title = "Establishment age and wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "424--442",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000350",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barth:2023:TDC,
author = "Erling Barth and James C. Davis and Richard B. Freeman
and Kristina McElheran",
title = "Twisting the demand curve: Digitalization and the
older workforce",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "443--467",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eliason:2023:SCS,
author = "Marcus Eliason and Lena Hensvik and Francis Kramarz
and Oskar Nordstr{\"o}m Skans",
title = "Social connections and the sorting of workers to
firms",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "468--506",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000896",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavetti:2023:GDS,
author = "Kurt Lavetti and Ian M. Schmutte",
title = "Gender differences in sorting on wages and risk",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "507--523",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200183X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crane:2023:CLM,
author = "Leland D. Crane and Henry R. Hyatt and Seth M.
Murray",
title = "Cyclical labor market sorting",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "524--543",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dostie:2023:EPI,
author = "Benoit Dostie and Jiang Li and David Card and Daniel
Parent",
title = "Employer policies and the immigrant-native earnings
gap",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "544--567",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Woodcock:2023:DDW,
author = "Simon D. Woodcock",
title = "The determinants of displaced workers' wages: Sorting,
matching, selection, and the {Hartz} reforms",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "568--595",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
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fjournal = "Journal of Econometrics",
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@Article{Carneiro:2023:PW,
author = "Anabela Carneiro and Pedro Portugal and Pedro Raposo
and Paulo M. M. Rodrigues",
title = "The persistence of wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "596--611",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Addison:2023:UMD,
author = "John T. Addison and Pedro Portugal and Hugo de Almeida
Vilares",
title = "Union membership density and wages: the role of
worker, firm, and job-title heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "612--632",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003006",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bana:2023:UUS,
author = "Sarah Bana and Kelly Bedard and Maya Rossin-Slater and
Jenna Stearns",
title = "Unequal use of social insurance benefits: the role of
employers",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "633--660",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huitfeldt:2023:ILM,
author = "Ingrid Huitfeldt and Andreas R. Kost{\o}l and Jan
Nimczik and Andrea Weber",
title = "Internal labor markets: a worker flow approach",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "661--688",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200063X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Braun:2023:ESE,
author = "Martin Braun and Valentin Verdier",
title = "Estimation of spillover effects with matched data or
longitudinal network data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "689--714",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PMb,
author = "Anonymous",
title = "Pages 1--370 ({May 2023})",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "??--??",
month = may,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "ii--ii",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00089-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2023:JEA,
author = "Anonymous",
title = "{{\booktitle{Journal of Econometrics}}} Awards
Announcement",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "1--2",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.004",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Cui:2023:SDC,
author = "Yan Cui and Jun Yang and Zhou Zhou",
title = "State-domain change point detection for nonlinear time
series regression",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "3--27",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.007",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Li:2023:IML,
author = "Yong Li and Nianling Wang and Jun Yu",
title = "Improved marginal likelihood estimation via power
posteriors and importance sampling",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "28--52",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.009",
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bibdate = "Wed Mar 15 09:38:02 MDT 2023",
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URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2023:BRS,
author = "Viktor Todorov and Yang Zhang",
title = "Bias reduction in spot volatility estimation from
options",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "53--81",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Centorrino:2023:MLE,
author = "Samuele Centorrino and Mar{\'\i}a P{\'e}rez-Urdiales",
title = "Maximum likelihood estimation of stochastic frontier
models with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "82--105",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2023:IIS,
author = "Juan Carlos Escanciano",
title = "Irregular identification of structural models with
nonparametric unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "106--127",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:VC,
author = "Yanqin Fan and Marc Henry",
title = "Vector copulas",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "128--150",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:MPT,
author = "Yi He and Sombut Jaidee and Jiti Gao",
title = "Most powerful test against a sequence of high
dimensional local alternatives",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "151--177",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Royer:2023:CAP,
author = "Julien Royer",
title = "Conditional asymmetry in {Power ARCH($ \infty $)}
models",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "178--204",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:QRC,
author = "Songnian Chen and Qian Wang",
title = "Quantile regression with censoring and sample
selection",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "205--226",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003092",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2023:NRI,
author = "Zongwu Cai and Haiqiang Chen and Xiaosai Liao",
title = "A new robust inference for predictive quantile
regression",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "227--250",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100302X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2023:QSD,
author = "F. Blasques and Christian Francq and S{\'e}bastien
Laurent",
title = "Quasi score-driven models",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "251--275",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200001X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krampe:2023:SIS,
author = "J. Krampe and E. Paparoditis and C. Trenkler",
title = "Structural inference in sparse high-dimensional vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "276--300",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hubner:2023:IUD,
author = "Stefan Hubner",
title = "Identification of unobserved distribution factors and
preferences in the collective household model",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "301--326",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2023:FSC,
author = "Jungbin Hwang and Gonzalo Vald{\'e}s",
title = "Finite-sample corrected inference for two-step {GMM}
in time series",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "327--352",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2023:PPE,
author = "Hengxin Li and Ruodu Wang",
title = "{PELVE}: Probability Equivalent Level of {VaR} and
{ES}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "353--370",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJb,
author = "Anonymous",
title = "Pages 371--776 ({June 2023})",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "??--??",
month = jun,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2023:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "ii--ii",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00123-9",
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bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Babii:2023:IRD,
author = "Andrii Babii and Rohit Kumar",
title = "Isotonic regression discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "371--393",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sasaki:2023:EIP,
author = "Yuya Sasaki and Takuya Ura",
title = "Estimation and inference for policy relevant treatment
effects",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "394--450",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abrevaya:2023:ETE,
author = "Jason Abrevaya and Haiqing Xu",
title = "Estimation of treatment effects under endogenous
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "451--478",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kedagni:2023:ITE,
author = "D{\'e}sir{\'e} K{\'e}dagni",
title = "Identifying treatment effects in the presence of
confounded types",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "479--511",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shi:2023:FSP,
author = "Zhentao Shi and Jingyi Huang",
title = "Forward-selected panel data approach for program
evaluation",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "512--535",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2023:PIC,
author = "Dongwoo Kim",
title = "Partially identifying competing risks models: an
application to the war on cancer",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "536--564",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001913",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartalotti:2023:IMT,
author = "Ot{\'a}vio Bartalotti and D{\'e}sir{\'e} K{\'e}dagni
and Vitor Possebom",
title = "Identifying marginal treatment effects in the presence
of sample selection",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "565--584",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pereda-Fernandez:2023:IET,
author = "Santiago Pereda-Fern{\'a}ndez",
title = "Identification and estimation of triangular models
with a binary treatment",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "585--623",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000410",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kock:2023:TRD,
author = "Anders Bredahl Kock and David Preinerstorfer and
Bezirgen Veliyev",
title = "Treatment recommendation with distributional targets",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "624--646",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2023:PPB,
author = "Charles F. Manski",
title = "Probabilistic prediction for binary treatment choice:
With focus on personalized medicine",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "647--663",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{uille:2023:NDD,
author = "Xavier D Haultf uille and Stefan Hoderlein and Yuya
Sasaki",
title = "Nonparametric difference-in-differences in repeated
cross-sections with continuous treatments",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "664--690",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Viviano:2023:SLM,
author = "Davide Viviano and Jelena Bradic",
title = "Synthetic Learner: Model-free inference on treatments
over time",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "691--713",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200152X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kueck:2023:EIT,
author = "Jannis Kueck and Ye Luo and Martin Spindler and Zigan
Wang",
title = "Estimation and inference of treatment effects with {$
L_2 $}-boosting in high-dimensional settings",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "714--731",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Balat:2023:MTS,
author = "Jorge F. Balat and Sukjin Han",
title = "Multiple treatments with strategic substitutes",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "732--757",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001671",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2023:RAE,
author = "Liang Jiang and Peter C. B. Phillips and Yubo Tao and
Yichong Zhang",
title = "Regression-adjusted estimation of quantile treatment
effects under covariate-adaptive randomizations",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "758--776",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001865",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJc,
author = "Anonymous",
title = "Pages 1--324 ({July 2023})",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "??--??",
month = jul,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "ii--ii",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00136-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2023:IRN,
author = "Bertille Antoine and Pascal Lavergne",
title = "Identification-robust nonparametric inference in a
linear {IV} model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "1--24",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200046X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2023:IDR,
author = "Arthur Lewbel and Jin Young Choi and Zhuzhu Zhou",
title = "Over-identified {Doubly Robust} identification and
estimation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "25--42",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gribisch:2023:MRC,
author = "Bastian Gribisch and Jan Patrick Hartkopf",
title = "Modeling realized covariance measures with
heterogeneous liquidity: a generalized matrix-variate
{Wishart} state-space model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "43--64",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000392",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LaVecchia:2023:HOC,
author = "Davide {La Vecchia} and Alban Moor and Olivier
Scaillet",
title = "A higher-order correct fast moving-average bootstrap
for dependent data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "65--81",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000422",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{VandeSijpe:2023:PCL,
author = "Nicolas {Van de Sijpe} and Frank Windmeijer",
title = "On the power of the conditional likelihood ratio and
related tests for weak-instrument robust inference",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "82--104",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruck:2023:CCT,
author = "Florian Br{\"u}ck and Jean-David Fermanian and Aleksey
Min",
title = "A corrected {Clarke} test for model selection and
beyond",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "105--132",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2023:BIH,
author = "Giuseppe Cavaliere and Ye Lu and Anders Rahbek and
Jacob St{\ae}rk-{\O}stergaard",
title = "Bootstrap inference for {Hawkes} and general point
processes",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "133--165",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2023:SIL,
author = "Xu Guo and Runze Li and Jingyuan Liu and Mudong Zeng",
title = "Statistical inference for linear mediation models with
high-dimensional mediators and application to studying
stock reaction to {COVID-19} pandemic",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "166--179",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2023:TSE,
author = "Richard Davis and Serena Ng",
title = "Time series estimation of the dynamic effects of
disaster-type shocks",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "180--201",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimizu:2023:APB,
author = "Kenichi Shimizu",
title = "Asymptotic properties of {Bayesian} inference in
linear regression with a structural break",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "202--219",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200077X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gunsilius:2023:CIM,
author = "Florian F. Gunsilius",
title = "A condition for the identification of multivariate
models with binary instruments",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "220--238",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000872",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2023:BAM,
author = "Haitao Huang and Lei Jiang and Xuan Leng and Liang
Peng",
title = "Bootstrap analysis of mutual fund performance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "239--255",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000951",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fitzenberger:2023:ETI,
author = "Bernd Fitzenberger and Aderonke Osikominu and Marie
Paul",
title = "The effects of training incidence and planned training
duration on labor market transitions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "256--279",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2023:MAP,
author = "Xinyu Zhang and Chu-An Liu",
title = "Model averaging prediction by {$K$}-fold
cross-validation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "280--301",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000975",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2023:LDD,
author = "Wayne Yuan Gao and Ming Li and Sheng Xu",
title = "Logical differencing in dyadic network formation
models with nontransferable utilities",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "302--324",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000884",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PAb,
author = "Anonymous",
title = "Pages 325--2294 ({August 2023})",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "??--??",
month = aug,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "ii--ii",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00177-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300177X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2023:SBS,
author = "Ao Wang",
title = "{Sieve BLP}: a semi-nonparametric model of demand for
differentiated products",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "325--351",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:TTS,
author = "Kyungho Lee and Oliver Linton and Yoon-Jae Whang",
title = "Testing for time stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "352--371",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2023:TES,
author = "Alessandro Casini",
title = "Theory of evolutionary spectra for heteroskedasticity
and autocorrelation robust inference in possibly
misspecified and nonstationary models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "372--392",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000999",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2023:SRA,
author = "Mehmet Caner and Marcelo Medeiros and Gabriel F. R.
Vasconcelos",
title = "{Sharpe} Ratio analysis in high dimensions:
Residual-based nodewise regression in factor models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "393--417",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:PII,
author = "Yanqin Fan and Xuetao Shi and Jing Tao",
title = "Partial identification and inference in moment models
with incomplete data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "418--443",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001002",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bi:2023:DID,
author = "Xuan Bi and Xiaotong Shen",
title = "Distribution-invariant differential privacy",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "444--453",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200121X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2023:MPR,
author = "Tao Yu and Pengfei Li and Baojiang Chen and Ao Yuan
and Jing Qin",
title = "Maximum pairwise-rank-likelihood-based inference for
the semiparametric transformation model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "454--469",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2023:GDF,
author = "Karim M. Abadir and Alessandra Luati and Paolo
Paruolo",
title = "{GARCH} density and functional forecasts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "470--483",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grundl:2023:RIF,
author = "Serafin Grundl and Yu Zhu",
title = "Robust inference in first-price auctions: Overbidding
as an identifying restriction",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "484--506",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2023:TSD,
author = "Oliver Linton and Myung Hwan Seo and Yoon-Jae Whang",
title = "Testing stochastic dominance with many conditioning
variables",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "507--527",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2023:PIN,
author = "Jiaying Gu and Thomas M. Russell",
title = "Partial identification in nonseparable binary response
models with endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "528--562",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2023:RIS,
author = "Yanbo Liu and Peter C. B. Phillips",
title = "Robust inference with stochastic local unit root
regressors in predictive regressions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "563--591",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:MAA,
author = "Yi-Ting Chen and Chu-An Liu",
title = "Model averaging for asymptotically optimal combined
forecasts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "592--607",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ho:2023:GRB,
author = "Paul Ho",
title = "Global robust {Bayesian} analysis in large models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "608--642",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiorentini:2023:DMN,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "Discrete mixtures of normals pseudo maximum likelihood
estimators of structural vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "643--665",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguiar:2023:PPP,
author = "Victor H. Aguiar and Nail Kashaev and Roy Allen",
title = "Prices, profits, proxies, and production",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "666--693",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001300",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2023:UIL,
author = "Xun Lu and Liangjun Su",
title = "Uniform inference in linear panel data models with
two-dimensional heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "694--719",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fu:2023:STT,
author = "Zhonghao Fu and Yongmiao Hong and Liangjun Su and Xia
Wang",
title = "Specification tests for time-varying coefficient
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "720--744",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bolko:2023:GAE,
author = "Anine E. Bolko and Kim Christensen and Mikko S.
Pakkanen and Bezirgen Veliyev",
title = "A {GMM} approach to estimate the roughness of
stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "745--778",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001476",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ge:2023:NIL,
author = "Shuyi Ge and Shaoran Li and Oliver Linton",
title = "News-implied linkages and local dependency in the
equity market",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "779--815",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:TRN,
author = "Yoonseok Lee and Yulong Wang",
title = "Threshold regression with nonparametric sample
splitting",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "816--842",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200149X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2023:VCM,
author = "A. Ronald Gallant",
title = "Variance-covariance from a {Metropolis} chain on a
curved, singular manifold",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "843--861",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Candelaria:2023:IIN,
author = "Luis E. Candelaria and Takuya Ura",
title = "Identification and inference of network formation
games with misclassified links",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "862--891",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bang:2023:UMR,
author = "Minji Bang and Wayne Yuan Gao and Andrew Postlewaite
and Holger Sieg",
title = "Using monotonicity restrictions to identify models
with partially latent covariates",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "892--921",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001555",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:ULS,
author = "James G. MacKinnon",
title = "Using large samples in econometrics",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "922--926",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001580",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2023:PGE,
author = "Shengjie Hong and Liangjun Su and Tao Jiang",
title = "Profile {GMM} estimation of panel data models with
interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "927--948",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perera:2023:BST,
author = "Indeewara Perera and Mervyn J. Silvapulle",
title = "Bootstrap specification tests for dynamic conditional
distribution models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "949--971",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2023:TMD,
author = "Jinyuan Chang and Qing Jiang and Xiaofeng Shao",
title = "Testing the martingale difference hypothesis in high
dimension",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "972--1000",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001658",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ullah:2023:SPL,
author = "Aman Ullah and Tao Wang and Weixin Yao",
title = "Semiparametric partially linear varying coefficient
modal regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1001--1026",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200166X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bao:2023:IIE,
author = "Yong Bao and Xuewen Yu",
title = "Indirect inference estimation of dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1027--1053",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001683",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arias:2023:MFV,
author = "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
Minchul Shin",
title = "Macroeconomic forecasting and variable ordering in
multivariate stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1054--1086",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001695",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:NIE,
author = "Ji Hyung Lee and Byoung G. Park",
title = "Nonparametric identification and estimation of the
extended {Roy} model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1087--1113",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adamek:2023:LIH,
author = "Robert Adamek and Stephan Smeekes and Ines Wilms",
title = "Lasso inference for high-dimensional time series",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1114--1143",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudt:2023:EBA,
author = "Kris Boudt and Kirill Dragun and Orimar Sauri and
Steven Vanduffel",
title = "{ETF Basket-Adjusted Covariance} estimation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1144--1171",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001816",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamy:2023:DIS,
author = "Laurent Lamy and Manasa Patnam and Michael Visser",
title = "Distinguishing incentive from selection effects in
auction-determined contracts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1172--1202",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jochmans:2023:PEE,
author = "Koen Jochmans",
title = "Peer effects and endogenous social interactions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1203--1214",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001853",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2023:RSI,
author = "Martin Schumann and Thomas A. Severini and Gautam
Tripathi",
title = "The role of score and information bias in panel data
likelihoods",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1215--1238",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001889",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:CNA,
author = "Elynn Y. Chen and Jianqing Fan and Xuening Zhu",
title = "Community network auto-regression for high-dimensional
time series",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1239--1256",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001890",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Loh:2023:NIE,
author = "Isaac Loh",
title = "Nonparametric identification and estimation with
discrete instruments and regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1257--1279",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001907",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pellatt:2023:ATR,
author = "Daniel F. Pellatt and Yixiao Sun",
title = "Asymptotic {$F$} test in regressions with observations
collected at high frequency over long span",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1281--1309",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001919",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSE,
author = "Songnian Chen",
title = "Two-step estimation of censored quantile regression
for duration models with time-varying regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1310--1336",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001920",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSI,
author = "Song Xi Chen and Bin Guo and Yumou Qiu",
title = "Testing and signal identification for two-sample
high-dimensional covariances via multi-level
thresholding",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1337--1354",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001944",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2023:PTV,
author = "Yuying Sun and Yongmiao Hong and Shouyang Wang and
Xinyu Zhang",
title = "Penalized time-varying model averaging",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1355--1377",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2023:TVU,
author = "Irene Botosaru",
title = "Time-varying unobserved heterogeneity in earnings
shocks",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1378--1393",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2023:ICS,
author = "Torben G. Andersen and Raul Riva and Martin Thyrsgaard
and Viktor Todorov",
title = "Intraday cross-sectional distributions of systematic
risk",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1394--1418",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2023:CSV,
author = "Joshua C. C. Chan",
title = "Comparing stochastic volatility specifications for
large {Bayesian} {VARs}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1419--1446",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2023:DRR,
author = "Zongwu Cai and Ted Juhl",
title = "The distribution of rolling regression estimators",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1447--1463",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002068",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mehrabani:2023:EIL,
author = "Ali Mehrabani",
title = "Estimation and identification of latent group
structures in panel data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1464--1482",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200207X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ergemen:2023:PEL,
author = "Yunus Emre Ergemen",
title = "Parametric estimation of long memory in factor
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1483--1499",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200210X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mayer:2023:EIF,
author = "Alexander Mayer and Dominik Wied",
title = "Estimation and inference in factor copula models with
exogenous covariates",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1500--1521",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2023:DSC,
author = "Davide Pettenuzzo and Riccardo Sabbatucci and Allan
Timmermann",
title = "Dividend suspensions and cash flows during the
{Covid-19} pandemic: a dynamic econometric model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1522--1541",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300012X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boot:2023:JIB,
author = "Tom Boot",
title = "Joint inference based on {Stein}-type averaging
estimators in the linear regression model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1542--1563",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Enache:2023:FEA,
author = "Andreea Enache and Jean-Pierre Florens and Erwann
Sbai",
title = "A functional estimation approach to the first-price
auction models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1564--1588",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiTraglia:2023:ICE,
author = "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno and
Rossa O'Keeffe-O'Donovan and Alejandro
S{\'a}nchez-Becerra",
title = "Identifying causal effects in experiments with
spillovers and non-compliance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1589--1624",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2023:ISI,
author = "Michael Keane and Timothy Neal",
title = "Instrument strength in {IV} estimation and inference:
a guide to theory and practice",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1625--1653",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2023:BRM,
author = "Jiti Gao and Fei Liu and Bin Peng and Yayi Yan",
title = "Binary response models for heterogeneous panel data
with interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1654--1679",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000234",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2023:UIV,
author = "Sergio Firpo and Antonio F. Galvao and Thomas Parker",
title = "Uniform inference for value functions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1680--1699",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2023:IMT,
author = "Andrew Chesher and Dongwoo Kim and Adam M. Rosen",
title = "{IV} methods for {Tobit} models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1700--1724",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000258",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Semenova:2023:DML,
author = "Vira Semenova",
title = "Debiased machine learning of set-identified linear
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1725--1746",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300026X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2023:JEC,
author = "John C. Chao and Norman R. Swanson and Tiemen
Woutersen",
title = "Jackknife estimation of a cluster-sample {IV}
regression model with many weak instruments",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1747--1769",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000271",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2023:SAE,
author = "Francesca Rossi and Offer Lieberman",
title = "Spatial autoregressions with an extended parameter
space and similarity-based weights",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1770--1798",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000283",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamarche:2023:WBI,
author = "Carlos Lamarche and Thomas Parker",
title = "Wild bootstrap inference for penalized quantile
regression for longitudinal data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1799--1826",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Drautzburg:2023:RSI,
author = "Thorsten Drautzburg and Jonathan H. Wright",
title = "Refining set-identification in {VARs} through
independence",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1827--1847",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000325",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:EEA,
author = "Jiafeng Chen and Xiaohong Chen and Elie Tamer",
title = "Efficient estimation of average derivatives in {NPIV}
models: Simulation comparisons of neural network
estimators",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1848--1875",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000349",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:SEM,
author = "Chenchen Ma and Yundong Tu",
title = "Shrinkage estimation of multiple threshold factor
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1876--1892",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000489",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2023:AFM,
author = "Jushan Bai and Serena Ng",
title = "Approximate factor models with weaker loadings",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1893--1916",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300060X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2023:LVM,
author = "Sung Hoon Choi and Donggyu Kim",
title = "Large volatility matrix analysis using global and
national factor models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1917--1933",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000635",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bu:2023:UCN,
author = "Ruijun Bu and Jihyun Kim and Bin Wang",
title = "Uniform and {$ L_p $} convergences for nonparametric
continuous time regressions with semiparametric
applications",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1934--1954",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2023:ILG,
author = "Liangjun Su and Wuyi Wang and Xingbai Xu",
title = "Identifying latent group structures in spatial dynamic
panels",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1955--1980",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000738",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:OWT,
author = "Yong He and Xinbing Kong and Lorenzo Trapani and Long
Yu",
title = "One-way or two-way factor model for matrix
sequences?",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1981--2004",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300074X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:WQS,
author = "Yanqin Fan and Xuetao Shi",
title = "{Wald}, {QLR}, and score tests when parameters are
subject to linear inequality constraints",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2005--2026",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000787",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:TAL,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Testing for the appropriate level of clustering in
linear regression models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2027--2056",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Konstantinidi:2023:STR,
author = "Antri Konstantinidi and Andros Kourtellos and Yiguo
Sun",
title = "Social threshold regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2057--2081",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2023:SPN,
author = "Francisco Blasques and Marc Nientker",
title = "Stochastic properties of nonlinear
locally-nonstationary filters",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2082--2095",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:IIT,
author = "Jun Ma and Vadim Marmer and Zhengfei Yu",
title = "Inference on individual treatment effects in
nonseparable triangular models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2096--2124",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001276",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Julliard:2023:SCL,
author = "Christian Julliard and Ran Shi and Kathy Yuan",
title = "The spread of {COVID-19} in {London}: Network effects
and optimal lockdowns",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2125--2154",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001288",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2023:EPE,
author = "Guido M. Kuersteiner and Ingmar R. Prucha and Ying
Zeng",
title = "Efficient peer effects estimators with group effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2155--2194",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300129X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:SQR,
author = "Le-Yu Chen and Sokbae Lee",
title = "Sparse quantile regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2195--2217",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001306",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Roth:2023:WTD,
author = "Jonathan Roth and Pedro H. C. Sant'Anna and Alyssa
Bilinski and John Poe",
title = "What's trending in difference-in-differences? {A}
synthesis of the recent econometrics literature",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2218--2244",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001318",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2023:SNE,
author = "Zhentong Lu and Xiaoxia Shi and Jing Tao",
title = "Semi-nonparametric estimation of random coefficients
logit model for aggregate demand",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2245--2265",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nicolau:2023:TIE,
author = "Jo{\~a}o Nicolau and Paulo M. M. Rodrigues and Marian
Z. Stoykov",
title = "Tail index estimation in the presence of covariates:
Stock returns' tail risk dynamics",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2266--2284",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300146X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vilhuber:2023:RTV,
author = "Lars Vilhuber",
title = "Reproducibility and transparency versus privacy and
confidentiality: Reflections from a data editor",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2285--2294",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:S,
author = "Anonymous",
title = "{September 2023}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00201-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002014",
acknowledgement = ack-nhfb,
articleno = "105485",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalderop:2023:SEL,
author = "Jeroen Dalderop",
title = "Semiparametric estimation of latent variable asset
pricing models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001598",
acknowledgement = ack-nhfb,
articleno = "105465",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2023:PED,
author = "Brantly Callaway and Tong Li",
title = "Policy evaluation during a pandemic",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001483",
acknowledgement = ack-nhfb,
articleno = "105454",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beaulieu:2023:IRB,
author = "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda
Khalaf and Olena Melin",
title = "Identification-robust beta pricing, spanning,
mimicking portfolios, and the benchmark neutrality of
catastrophe bonds",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001586",
acknowledgement = ack-nhfb,
articleno = "105464",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cross:2023:LSV,
author = "Jamie L. Cross and Chenghan Hou and Gary Koop and
Aubrey Poon",
title = "Large stochastic volatility in mean {VARs}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300163X",
acknowledgement = ack-nhfb,
articleno = "105469",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2023:SVM,
author = "Alain Guay and Florian Pelgrin",
title = "Structural {VAR} models in the Frequency Domain",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001604",
acknowledgement = ack-nhfb,
articleno = "105466",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2023:IAM,
author = "Yao Luo and Ruli Xiao",
title = "Identification of auction models using order
statistics",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001513",
acknowledgement = ack-nhfb,
articleno = "105457",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2023:HDC,
author = "Joshua C. C. Chan and Aubrey Poon and Dan Zhu",
title = "High-dimensional conditionally {Gaussian} state space
models with missing data",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001628",
acknowledgement = ack-nhfb,
articleno = "105468",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2023:MLE,
author = "Dong Li and Yuxin Tao and Yaxing Yang and Rongmao
Zhang",
title = "Maximum likelihood estimation for {$ \alpha $}-stable
double autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001653",
acknowledgement = ack-nhfb,
articleno = "105471",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2023:WML,
author = "Luc Bauwens and Guillaume Chevillon and S{\'e}bastien
Laurent",
title = "We modeled long memory with just one lag!",
journal = j-J-ECONOMETRICS,
volume = "2
