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%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.00",
%%%     date            = "28 January 2020",
%%%     time            = "06:47:02 MST",
%%%     filename        = "jeconometrics2020.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "30821 684 2550 27609",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
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%%%                        Econometrics",
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%%%                        Journal of Econometrics (CODEN JECMB6,
%%%                        ISSN 0304-4076 (print), 1872-6895
%%%                        (electronic)), published by Elsevier, for
%%%                        the decade 2020--2029.
%%%
%%%                        Publication began with volume 1, number 1,
%%%                        in March 1973, with two issues per volume
%%%                        through volume 4 in 1976.  There were three
%%%                        issues per volume through volume 59 in 1993.
%%%                        Since then, there are only two issues per volume,
%%%                        and there are generally multiple volumes per
%%%                        year.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            http://www.sciencedirect.com/science/journal/03044076
%%%
%%%                        At version 1.00, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             2020 (  28)
%%%
%%%                             Article:         28
%%%
%%%                             Total entries:   28
%%%
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-J-ECONOMETRICS        = "Journal of Econometrics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 . . . 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",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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 =    "http://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",
}