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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|http://www.math.utah.edu/~beebe/|"}
@String{j-ECONOM-STAT = "Econometrics and Statistics"}
@Article{Kontoghiorghes:2017:ES,
author = "Erricos Kontoghiorghes and Herman K. {Van Dijk} and
Ana Colubi",
title = "{{\booktitle{Econometrics and Statistics}}}",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "1--1",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.12.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2017:PJa,
author = "Anonymous",
title = "Pages 1-200 ({January 2017})",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "1--200",
month = jan,
year = "2017",
CODEN = "????",
ISSN = "2452-3062",
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bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Lutkepohl:2017:SVA,
author = "Helmut L{\"u}tkepohl and Aleksei Netsunajev",
title = "Structural vector autoregressions with
heteroskedasticity: A review of different volatility
models",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "2--18",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.05.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300223",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Paolella:2017:ASP,
author = "Marc S. Paolella",
title = "Asymmetric stable {Paretian} distribution testing",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "19--39",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.05.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300247",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bauwens:2017:DCM,
author = "Luc Bauwens and Manuela Braione and Giuseppe Storti",
title = "A dynamic component model for forecasting
high-dimensional realized covariance matrices",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "40--61",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.09.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300132",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Catani:2017:CLM,
author = "P. S. Catani and N. J. C. Ahlgren",
title = "Combined {Lagrange} multiplier test for {ARCH} in
vector autoregressive models",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "62--84",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.10.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300107",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Arteche:2017:SSA,
author = "Josu Arteche and Javier Garc{\'\i}a-Enr{\'\i}quez",
title = "{Singular Spectrum Analysis} for signal extraction in
{Stochastic Volatility} models",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "85--98",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.09.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300156",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kokoszka:2017:SIF,
author = "Piotr Kokoszka and Hanny Oja and Byeong Park and Laura
Sangalli",
title = "Special issue on functional data analysis",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "99--100",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.11.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300272",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Burdejova:2017:CPT,
author = "P. Burdejova and W. H{\"a}rdle and P. Kokoszka and Q.
Xiong",
title = "Change point and trend analyses of annual expectile
curves of tropical storms",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "101--117",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.09.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300120",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gonzalez-Rodriguez:2017:CBM,
author = "Gil Gonz{\'a}lez-Rodr{\'\i}guez and Ana Colubi",
title = "On the consistency of bootstrap methods in separable
{Hilbert} spaces",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "118--127",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.11.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300259",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Klepsch:2017:PFA,
author = "J. Klepsch and C. Kl{\"u}ppelberg and T. Wei",
title = "Prediction of functional {ARMA} processes with an
application to traffic data",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "128--149",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.10.009",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621630020X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Mousavi:2017:MFR,
author = "Seyed Nourollah Mousavi and Helle S{\o}rensen",
title = "Multinomial functional regression with wavelets and
{LASSO} penalization",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "150--166",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.09.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300211",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Fan:2017:HDA,
author = "Zhaohu Fan and Matthew Reimherr",
title = "High-dimensional adaptive function-on-scalar
regression",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "167--183",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.08.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300053",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Shang:2017:FTS,
author = "Han Lin Shang",
title = "Functional time series forecasting with dynamic
updating: An application to intraday particulate matter
concentration",
journal = j-ECONOM-STAT,
volume = "1",
number = "??",
pages = "184--200",
month = jan,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.08.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300235",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kiviet:2017:PTE,
author = "Jan F. Kiviet and Milan Pleus",
title = "The performance of tests on endogeneity of subsets of
explanatory variables scanned by simulation",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "1--21",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.01.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300035",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2017:PA,
author = "Anonymous",
title = "Pages 1-148 ({April 2017})",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "1--148",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Al-Sulami:2017:ESN,
author = "Dawlah Al-Sulami and Zhenyu Jiang and Zudi Lu and Jun
Zhu",
title = "Estimation for semiparametric nonlinear regression of
irregularly located spatial time-series data",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "22--35",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.01.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300047",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Creel:2017:NNI,
author = "Michael Creel",
title = "Neural nets for indirect inference",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "36--49",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.11.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300326",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Psaradakis:2017:DTN,
author = "Zacharias Psaradakis and Mari{\'a}n V{\'a}vra",
title = "A distance test of normality for a wide class of
stationary processes",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "50--60",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.11.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300296",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Orsal:2017:MAC,
author = "Deniz Dilan Karaman {\"O}rsal and Antonia Arsova",
title = "Meta-analytic cointegrating rank tests for dependent
panels",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "61--72",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.10.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300028",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Marron:2017:BDC,
author = "J. S. Marron",
title = "{Big Data} in context and robustness against
heterogeneity",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "73--80",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.06.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300016",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Li:2017:NCI,
author = "Shu Li and Jan Ernest and Peter B{\"u}hlmann",
title = "Nonparametric causal inference from observational time
series through marginal integration",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "81--105",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.11.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300260",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Paindaveine:2017:PTE,
author = "Davy Paindaveine and Rondrotiana Jos{\'e}a
Rasoafaraniaina and Thomas Verdebout",
title = "Preliminary test estimation for multi-sample principal
components",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "106--116",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.01.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300060",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Fokianos:2017:BTS,
author = "Konstantinos Fokianos and Theodoros Moysiadis",
title = "Binary time series models driven by a latent process",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "117--130",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.02.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300096",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Tutz:2017:SLD,
author = "G. Tutz and M. Berger",
title = "Separating location and dispersion in ordinal
regression models",
journal = j-ECONOM-STAT,
volume = "2",
number = "??",
pages = "131--148",
month = apr,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.10.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621630003X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Choi:2017:SIB,
author = "Taeryon Choi and Yasuhiro Omori and Michael Smith and
Stephen G. Walker",
title = "Special issue on {Bayesian} methods in statistics and
econometrics",
journal = j-ECONOM-STAT,
volume = "3",
number = "??",
pages = "1--2",
month = jul,
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.05.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300400",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2017:PJb,
author = "Anonymous",
title = "Pages 1-168 ({July 2017})",
journal = j-ECONOM-STAT,
volume = "3",
number = "??",
pages = "1--168",
month = jul,
year = "2017",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gruber:2017:BOV,
author = "Lutz F. Gruber and Mike West",
title = "{Bayesian} online variable selection and scalable
multivariate volatility forecasting in simultaneous
graphical dynamic linear models",
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volume = "3",
number = "??",
pages = "3--22",
month = jul,
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:39 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sakaria:2017:EBI,
author = "D. K. Sakaria and J. E. Griffin",
title = "On efficient {Bayesian} inference for models with
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Shirota:2017:CRS,
author = "Shinichiro Shirota and Yasuhiro Omori and Hedibert. F.
Lopes and Haixiang Piao",
title = "{Cholesky} realized stochastic volatility model",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Jiang:2017:LDQ,
author = "Wenxin Jiang",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Vallejos:2017:IUH,
author = "Catalina A. Vallejos and Mark F. J. Steel",
title = "Incorporating unobserved heterogeneity in {Weibull}
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hinde:2017:SIM,
author = "John Hinde and Salvatore Ingrassia and Tsung-I Lin and
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gambacciani:2017:RNM,
author = "Marco Gambacciani and Marc S. Paolella",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bartolucci:2017:MTR,
author = "Francesco Bartolucci and Silvia Bacci and Claudia
Pigini",
title = "Misspecification test for random effects in
generalized linear finite-mixture models for clustered
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Forcina:2017:FSA,
author = "Antonio Forcina",
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fjournal = "Econometrics and Statistics",
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}
@Article{Hasnat:2017:ECC,
author = "Md. Abul Hasnat and Julien Velcin and Stephane
Bonnevay and Julien Jacques",
title = "Evolutionary clustering for categorical data using
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fjournal = "Econometrics and Statistics",
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}
@Article{Murray:2017:MSS,
author = "Paula M. Murray and Ryan P. Browne and Paul D.
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title = "A mixture of {SDB} skew-$t$ factor analyzers",
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month = jul,
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Boswijk:2017:SIT,
author = "Peter Boswijk and Marc Hallin and Degui Li and
Dimitris N. Politis and Robert Taylor",
title = "Special issue on time series econometrics",
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volume = "4",
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pages = "1--2",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2017:PO,
author = "Anonymous",
title = "Pages 1-130 ({October 2017})",
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volume = "4",
number = "??",
pages = "1--130",
month = oct,
year = "2017",
CODEN = "????",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Arteche:2017:SOB,
author = "Josu Arteche and Jesus Orbe",
title = "A strategy for optimal bandwidth selection in {Local
Whittle} estimation",
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volume = "4",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
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}
@Article{Bravo:2017:GEL,
author = "Francesco Bravo and Ba M. Chu and David T.
Jacho-Ch{\'a}vez",
title = "Generalized empirical likelihood M testing for
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fjournal = "Econometrics and Statistics",
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}
@Article{Deistler:2017:NIV,
author = "Manfred Deistler and Lukas Koelbl and Brian D. O.
Anderson",
title = "Non-identifiability of {VMA} and {VARMA} systems in
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fjournal = "Econometrics and Statistics",
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}
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author = "Tore Selland Kleppe and Atle Oglend",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
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fjournal = "Econometrics and Statistics",
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}
@Article{Meligkotsidou:2017:BAU,
author = "Loukia Meligkotsidou and Elias Tzavalis and Ioannis
Vrontos",
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fjournal = "Econometrics and Statistics",
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}
@Article{Abe:2017:TPF,
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@Article{Chai:2017:IGE,
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fjournal = "Econometrics and Statistics",
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@Article{Segers:2017:NAM,
author = "Rene Segers and Philip Hans Franses and Bert de
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@Article{Becker:2018:FRC,
author = "Martin Becker and Stefan Kl{\"o}{\ss}ner",
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
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}
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author = "Efstathios Panayi and Gareth W. Peters and Jon
Danielsson and Jean-Pierre Zigrand",
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}
@Article{Miller:2018:SRT,
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@Article{Grigoryeva:2018:VFU,
author = "Lyudmila Grigoryeva and Juan-Pablo Ortega and Anatoly
Peresetsky",
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fjournal = "Econometrics and Statistics",
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}
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author = "Francesco Lamperti",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Marczak:2018:DCA,
author = "Martyna Marczak and Tommaso Proietti and Stefano
Grassi",
title = "A data-cleaning augmented {Kalman} filter for robust
estimation of state space models",
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volume = "5",
number = "??",
pages = "107--123",
month = jan,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.02.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Yoshida:2018:SMM,
author = "Takuma Yoshida",
title = "Semiparametric method for model structure discovery in
additive regression models",
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volume = "5",
number = "??",
pages = "124--136",
month = jan,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Dohler:2018:DMB,
author = "Sebastian D{\"o}hler",
title = "A discrete modification of the {Benjamini--Yekutieli}
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volume = "5",
number = "??",
pages = "137--147",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Amiri:2018:DES,
author = "Aboubacar Amiri and Sophie Dabo-Niang",
title = "Density estimation over spatio-temporal data streams",
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volume = "5",
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pages = "148--170",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Eguchi:2018:MCG,
author = "Shoichi Eguchi",
title = "Model comparison for generalized linear models with
dependent observations",
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volume = "5",
number = "??",
pages = "171--188",
month = jan,
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URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300357",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kapetanios:2018:UFC,
author = "George Kapetanios and Simon Price and Garry Young",
title = "A {UK} financial conditions index using targeted data
reduction: Forecasting and structural identification",
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volume = "7",
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pages = "1--17",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Krishnamurthy:2018:FSV,
author = "Vikram Krishnamurthy and Elisabeth Leoff and J{\"o}rn
Sass",
title = "Filterbased stochastic volatility in continuous-time
hidden {Markov} models",
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volume = "6",
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pages = "1--21",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Curato:2018:SVE,
author = "Imma Valentina Curato and Maria Elvira Mancino and
Maria Cristina Recchioni",
title = "Spot volatility estimation using the {Laplace}
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volume = "6",
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month = apr,
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Mutschler:2018:HOS,
author = "Willi Mutschler",
title = "Higher-order statistics for {DSGE} models",
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volume = "6",
number = "??",
pages = "44--56",
month = apr,
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Breitung:2018:ACD,
author = "J{\"o}rg Breitung and Sven Schreiber",
title = "Assessing causality and delay within a frequency
band",
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volume = "6",
number = "??",
pages = "57--73",
month = apr,
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Wu:2018:SEU,
author = "Ximing Wu and Robin Sickles",
title = "Semiparametric estimation under shape constraints",
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volume = "6",
number = "??",
pages = "74--89",
month = apr,
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300436",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Liu-Evans:2018:UHO,
author = "Gareth Liu-Evans and Garry D. A. Phillips",
title = "On the use of higher order bias approximations for
{2SLS} and $k$-class estimators with non-normal
disturbances and many instruments",
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volume = "6",
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pages = "90--105",
month = apr,
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Guillou:2018:SIS,
author = "Armelle Guillou",
title = "Special issue on statistics of extremes and
applications",
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volume = "6",
number = "??",
pages = "106--106",
month = apr,
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{deValk:2018:HQE,
author = "Cees de Valk and Juan-Juan Cai",
title = "A high quantile estimator based on the log-generalized
{Weibull} tail limit",
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volume = "6",
number = "??",
pages = "107--128",
month = apr,
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ISSN-L = "2452-3062",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300114",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{ElMethni:2018:IEE,
author = "Jonathan {El Methni} and Gilles Stupfler",
title = "Improved estimators of extreme {Wang} distortion risk
measures for very heavy-tailed distributions",
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volume = "6",
number = "??",
pages = "129--148",
month = apr,
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CODEN = "????",
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bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300151",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gissibl:2018:TDR,
author = "Nadine Gissibl and Claudia Kl{\"u}ppelberg and Moritz
Otto",
title = "Tail dependence of recursive max-linear models with
regularly varying noise variables",
journal = j-ECONOM-STAT,
volume = "6",
number = "??",
pages = "149--167",
month = apr,
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CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.02.003",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:40 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621830008X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2018:PJb,
author = "Anonymous",
title = "Pages 1-164 ({July 2018})",
journal = j-ECONOM-STAT,
volume = "7",
number = "??",
pages = "1--164",
month = jul,
year = "2018",
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ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Pollock:2018:SPL,
author = "D. S. G. Pollock",
title = "Stochastic processes of limited frequency and the
effects of oversampling",
journal = j-ECONOM-STAT,
volume = "7",
number = "??",
pages = "18--29",
month = jul,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2016.12.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gourieroux:2018:CII,
author = "C. Gourieroux and A. Monfort",
title = "Composite indirect inference with application to
corporate risks",
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volume = "7",
number = "??",
pages = "30--45",
month = jul,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.09.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Muriel:2018:TND,
author = "Nelson Muriel and Graciela Gonz{\'a}lez-Far{\'\i}as",
title = "Testing the null of difference stationarity against
the alternative of a stochastic unit root: A new test
based on multivariate {STUR}",
journal = j-ECONOM-STAT,
volume = "7",
number = "??",
pages = "46--62",
month = jul,
year = "2018",
CODEN = "????",
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ISSN-L = "2452-3062",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gorecki:2018:CPD,
author = "Tomasz G{\'o}recki and Lajos Horv{\'a}th and Piotr
Kokoszka",
title = "Change point detection in heteroscedastic time
series",
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volume = "7",
number = "??",
pages = "63--88",
month = jul,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.07.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sujica:2018:CGE,
author = "Aleksandar Sujica and Ingrid {Van Keilegom}",
title = "The copula-graphic estimator in censored nonparametric
location-scale regression models",
journal = j-ECONOM-STAT,
volume = "7",
number = "??",
pages = "89--114",
month = jul,
year = "2018",
CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300631",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Wang:2018:CQR,
author = "Meng Wang and Zhao Chen and Christina Dan Wang",
title = "Composite quantile regression for {GARCH} models using
high-frequency data",
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volume = "7",
number = "??",
pages = "115--133",
month = jul,
year = "2018",
CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306216300284",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ahmed:2018:BFL,
author = "M. S. Ahmed and M. K. Attouch and S. Dabo-Niang",
title = "Binary functional linear models under choice-based
sampling",
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volume = "7",
number = "??",
pages = "134--152",
month = jul,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.07.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621730062X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Schmid:2018:DMD,
author = "Matthias Schmid and Gerhard Tutz and Thomas
Welchowski",
title = "Discrimination measures for discrete time-to-event
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number = "??",
pages = "153--164",
month = jul,
year = "2018",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300321",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{He:2018:SIQ,
author = "Xuming He and Thomas Kneib and Carlos Lamarche and Lan
Wang",
title = "Special issue on quantile regression and
semiparametric methods",
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volume = "8",
number = "??",
pages = "1--2",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.09.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2018:PO,
author = "Anonymous",
title = "Pages 1-250 ({October 2018})",
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volume = "8",
number = "??",
pages = "1--250",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Muller:2018:HNE,
author = "Christophe Muller",
title = "Heterogeneity and nonconstant effect in two-stage
quantile regression",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "3--12",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.07.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300655",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Alejo:2018:QCT,
author = "Javier Alejo and Antonio F. Galvao and Gabriel
Montes-Rojas",
title = "Quantile continuous treatment effects",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "13--36",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.10.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300928",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Florios:2018:HIS,
author = "Kostas Florios",
title = "A hyperplanes intersection simulated annealing
algorithm for maximum score estimation",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "37--55",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.03.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300291",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bayer:2018:CVR,
author = "Sebastian Bayer",
title = "Combining Value-at-Risk forecasts using penalized
quantile regressions",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "56--77",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.08.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300680",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bindele:2018:CMR,
author = "Huybrechts F. Bindele",
title = "Covariates missing at random under signed-rank
inference",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "78--93",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.05.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300315",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Tong:2018:ECT,
author = "Xiaojun Tong and Zhuoqiong Chong He and Dongchu Sun",
title = "Estimating {Chinese Treasury} yield curves with
{Bayesian} smoothing splines",
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volume = "8",
number = "??",
pages = "94--124",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.10.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300898",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bach:2018:SCD,
author = "Philipp Bach and Helmut Farbmacher and Martin
Spindler",
title = "Semiparametric count data modeling with an application
to health service demand",
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volume = "8",
number = "??",
pages = "125--140",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.08.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300710",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Haupt:2018:EGT,
author = "Harry Haupt and Joachim Schnurbus and Willi Semmler",
title = "Estimation of grouped, time-varying convergence in
economic growth",
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volume = "8",
number = "??",
pages = "141--158",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.09.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300722",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Maheu:2018:SIR,
author = "John M. Maheu and Marc Paolella and Tak Kuen Siu and
Mike K. P. So",
title = "Special issue on risk management",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "159--160",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.09.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300546",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hofert:2018:VDH,
author = "Marius Hofert and Wayne Oldford",
title = "Visualizing dependence in high-dimensional data: An
application to {S\&P 500} constituent data",
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volume = "8",
number = "??",
pages = "161--183",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.03.007",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621730031X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Broda:2018:AES,
author = "Simon A. Broda and Jochen Krause and Marc S.
Paolella",
title = "Approximating expected shortfall for heavy-tailed
distributions",
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volume = "8",
number = "??",
pages = "184--203",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.07.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300643",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Karame:2018:NPF,
author = "Fr{\'e}d{\'e}ric Karam{\'e}",
title = "A new particle filtering approach to estimate
stochastic volatility models with {Markov}-switching",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "204--230",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.05.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300352",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zhao:2018:TDM,
author = "Yixing Zhao and Rogemar Mamon and Huan Gao",
title = "A two-decrement model for the valuation and risk
measurement of a guaranteed annuity option",
journal = j-ECONOM-STAT,
volume = "8",
number = "??",
pages = "231--249",
month = oct,
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.06.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300340",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "ii--ii",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(18)30100-X",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230621830100X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ghysels:2019:EMR,
author = "Eric Ghysels and Hang Qian",
title = "Estimating {MIDAS} regressions via {OLS} with
polynomial parameter profiling",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "1--16",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.02.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300066",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:PJa,
author = "Anonymous",
title = "Pages 1-170 ({January 2019})",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "1--170",
month = jan,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gourieroux:2019:RAM,
author = "Christian Gourieroux and Joann Jasiak",
title = "Robust analysis of the martingale hypothesis",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "17--41",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.07.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300479",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Al-Sadoon:2019:TSG,
author = "Majid M. Al-Sadoon",
title = "Testing subspace {Granger} causality",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "42--61",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.08.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300709",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zhang:2019:ETI,
author = "Yonghui Zhang and Qiankun Zhou",
title = "Estimation for time-invariant effects in dynamic panel
data models with application to income dynamics",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "62--77",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.10.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300904",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Leschinski:2019:MOS,
author = "Christian Leschinski and Philipp Sibbertsen",
title = "Model order selection in periodic long memory models",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "78--94",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.11.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300042",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ferraty:2019:NRC,
author = "Fr{\'e}d{\'e}ric Ferraty and Anthony Zullo and Mathieu
Fauvel",
title = "Nonparametric regression on contaminated functional
predictor with application to hyperspectral data",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "95--107",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.02.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300138",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Rousseeuw:2019:RMT,
author = "Peter Rousseeuw and Domenico Perrotta and Marco Riani
and Mia Hubert",
title = "Robust Monitoring of Time Series with Application to
Fraud Detection",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "108--121",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.05.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300303",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Li:2019:THH,
author = "Zhaoyuan Li and Jianfeng Yao",
title = "Testing for heteroscedasticity in high-dimensional
regressions",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "122--139",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.01.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300029",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sun:2019:ESV,
author = "Yanqing Sun and Yuanqing Zhang and Jianhua Z. Huang",
title = "Estimation of a semiparametric varying-coefficient
mixed regressive spatial autoregressive model",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "140--155",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.05.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300424",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Funke:2019:NET,
author = "Benedikt Funke and Masayuki Hirukawa",
title = "Nonparametric estimation and testing on discontinuity
of positive supported densities: a kernel truncation
approach",
journal = j-ECONOM-STAT,
volume = "9",
number = "??",
pages = "156--170",
month = jan,
year = "2019",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.07.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Mar 9 07:19:41 MST 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300679",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "ii--ii",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300164",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Brown:2019:STD,
author = "Donald Brown and Rustam Ibragimov",
title = "Sign tests for dependent observations",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "1--8",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300935",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:PA,
author = "Anonymous",
title = "Pages 1-170 ({April 2019})",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "1--170",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Beare:2019:IBT,
author = "Brendan K. Beare and Xiaoxia Shi",
title = "An improved bootstrap test of density ratio ordering",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "9--26",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300510",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Poloni:2019:CFR,
author = "Federico Poloni and Giacomo Sbrana",
title = "Closed-form results for vector moving average models
with a univariate estimation approach",
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volume = "10",
number = "??",
pages = "27--52",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300327",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Dimitriou-Fakalou:2019:AEE,
author = "Chrysoula Dimitriou-Fakalou",
title = "On accepting the edge-effect (for the inference of
{ARMA}-type processes in {$ \mathbb {Z}^2 $})",
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volume = "10",
number = "??",
pages = "53--70",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300091",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hayakawa:2019:AIR,
author = "Kazuhiko Hayakawa",
title = "Alternative over-identifying restriction test in the
{GMM} estimation of panel data models",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "71--95",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300297",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{DiCiccio:2019:IWL,
author = "Cyrus J. DiCiccio and Joseph P. Romano and Michael
Wolf",
title = "Improving weighted least squares inference",
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volume = "10",
number = "??",
pages = "96--119",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300364",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Skripnikov:2019:JEM,
author = "A. Skripnikov and G. Michailidis",
title = "Joint estimation of multiple network {Granger} causal
models",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "120--133",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300509",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Grillenzoni:2019:LPD,
author = "Carlo Grillenzoni and Michele Fornaciari",
title = "On-line peak detection in medical time series with
adaptive regression methods",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "134--150",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300480",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anzarut:2019:HPM,
author = "Michelle Anzarut and Rams{\'e}s H. Mena",
title = "A {Harris} process to model stochastic volatility",
journal = j-ECONOM-STAT,
volume = "10",
number = "??",
pages = "151--169",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300030",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "ii--ii",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300358",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Pesaran:2019:BAL,
author = "M. Hashem Pesaran and Ron P. Smith",
title = "A {Bayesian} analysis of linear regression models with
highly collinear regressors",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "1--21",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300728",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:PJb,
author = "Anonymous",
title = "Pages 1-158 ({July 2019})",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "1--158",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Cipollini:2019:MES,
author = "Fabrizio Cipollini and Giampiero M. Gallo",
title = "Modeling {Euro STOXX 50} volatility with common and
market-specific components",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "22--42",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S245230621830073X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sutton:2019:MIR,
author = "Maxwell Sutton and Andrey L. Vasnev and Richard
Gerlach",
title = "Mixed interval realized variance: a robust estimator
of stock price volatility",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "43--62",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300285",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Castagnetti:2019:TSE,
author = "Carolina Castagnetti and Eduardo Rossi and Lorenzo
Trapani",
title = "A two-stage estimator for heterogeneous panel models
with common factors",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "63--82",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S245230621730093X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Norkute:2019:FAM,
author = "Milda Norkute and Joakim Westerlund",
title = "The factor analytical method for interactive effects
dynamic panel models with moving average errors",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "83--104",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300716",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Liebl:2019:PRP,
author = "Dominik Liebl and Fabian Walders",
title = "Parameter regimes in partial functional panel
regression",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "105--115",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306218300339",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Otto-Sobotka:2019:ASM,
author = "Fabian Otto-Sobotka and Nicola Salvati and Maria
Giovanna Ranalli and Thomas Kneib",
title = "Adaptive semiparametric {$M$}-quantile regression",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "116--129",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S245230621930019X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Follett:2019:APB,
author = "Lendie Follett and Cindy Yu",
title = "Achieving parsimony in {Bayesian} vector
autoregressions with the horseshoe prior",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "130--144",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300036",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Koike:2019:OIS,
author = "Yuta Koike and Yuta Tanoue",
title = "Oracle inequalities for sign constrained generalized
linear models",
journal = j-ECONOM-STAT,
volume = "11",
number = "??",
pages = "145--157",
month = jul,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Fri Sep 6 16:29:33 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300085",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:PO,
author = "Anonymous",
title = "Pages 1-216 ({October 2019})",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "1--216",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2019:EB,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "ii--ii",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300553",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{He:2019:SSM,
author = "Changli He and Jian Kang and Timo Ter{\"a}svirta and
Shuhua Zhang",
title = "The shifting seasonal mean autoregressive model and
seasonality in the {Central England} monthly
temperature series, 1772--2016",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "1--24",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300292",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Leippold:2019:PFL,
author = "Markus Leippold and Hanlin Yang",
title = "Particle filtering, learning, and smoothing for
mixed-frequency state-space models",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "25--41",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300437",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Morana:2019:RSE,
author = "Claudio Morana",
title = "Regularized semiparametric estimation of high
dimensional dynamic conditional covariance matrices",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "42--65",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300231",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Garcia-Enriquez:2019:LWE,
author = "Javier Garc{\'\i}a-Enr{\'\i}quez and Javier Hualde",
title = "Local {Whittle} estimation of long memory: Standard
versus bias-reducing techniques",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "66--77",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300280",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Czudaj:2019:DBT,
author = "Robert L. Czudaj",
title = "Dynamics between trading volume, volatility and open
interest in agricultural futures markets: a {Bayesian}
time-varying coefficient approach",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "78--145",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300267",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Genest:2019:IST,
author = "Christian Genest and Ivan Kojadinovic and Fabrizio
Durante",
title = "Introduction to the special topic on copula modeling",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "146--147",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300462",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Quessy:2019:CCA,
author = "Jean-Fran{\c{c}}ois Quessy and Martin Durocher",
title = "The class of copulas arising from squared
distributions: Properties and inference",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "148--166",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300103",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ko:2019:CIC,
author = "Vinnie Ko and Nils Lid Hjort",
title = "Copula information criterion for model selection with
two-stage maximum likelihood estimation",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "167--180",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S245230621930005X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Acar:2019:FDV,
author = "Elif F. Acar and Claudia Czado and Martin Lysy",
title = "Flexible dynamic vine copula models for multivariate
time series data",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "181--197",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300206",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Czado:2019:MTD,
author = "Claudia Czado and Eugen Ivanov and Yarema Okhrin",
title = "Modelling temporal dependence of realized variances
with vines",
journal = j-ECONOM-STAT,
volume = "12",
number = "??",
pages = "198--216",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 28 07:34:35 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S2452306219300218",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:PJa,
author = "Anonymous",
title = "Pages 1-196 ({January 2020})",
journal = j-ECONOM-STAT,
volume = "13",
number = "??",
pages = "1--196",
month = jan,
year = "2020",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "13",
number = "??",
pages = "ii--ii",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(20)30010-1",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300101",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
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}
@Article{Ando:2020:CAC,
author = "Tomohiro Ando and Erricos Kontoghiorghes and Peter
Winker",
title = "{CFEnetwork}: the annals of computational and
financial econometrics, $ 5^{\rm th} $ issue",
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volume = "13",
number = "??",
pages = "1--1",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.12.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300656",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hlouskova:2020:GEA,
author = "Jaroslava Hlouskova and Leopold S{\"o}gner",
title = "{GMM} estimation of affine term structure models",
journal = j-ECONOM-STAT,
volume = "13",
number = "??",
pages = "2--15",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.10.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300620",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kiviet:2020:MDP,
author = "Jan F. Kiviet",
title = "Microeconometric dynamic panel data methods: Model
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volume = "13",
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pages = "16--45",
month = jan,
year = "2020",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kurose:2020:MBD,
author = "Yuta Kurose and Yasuhiro Omori",
title = "Multiple-block dynamic equicorrelations with realized
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volume = "13",
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year = "2020",
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ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300170",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Lutkepohl:2020:CJC,
author = "Helmut L{\"u}tkepohl and Anna Staszewska-Bystrova and
Peter Winker",
title = "Constructing joint confidence bands for impulse
response functions of {VAR} models --- a review",
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volume = "13",
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month = jan,
year = "2020",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300741",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Mao:2020:ASV,
author = "Xiuping Mao and Veronika Czellar and Esther Ruiz and
Helena Veiga",
title = "Asymmetric stochastic volatility models: Properties
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volume = "13",
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pages = "84--105",
month = jan,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.08.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300486",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Rombouts:2020:VSP,
author = "Jeroen V. K. Rombouts and Lars Stentoft and Francesco
Violante",
title = "Variance swap payoffs, risk premia and extreme market
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volume = "13",
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pages = "106--124",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Matsui:2020:QRF,
author = "Hidetoshi Matsui",
title = "Quadratic regression for functional response models",
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volume = "13",
number = "??",
pages = "125--136",
month = jan,
year = "2020",
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DOI = "https://doi.org/10.1016/j.ecosta.2018.12.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Albert:2020:EQE,
author = "Cl{\'e}ment Albert and Anne Dutfoy and Laurent Gardes
and St{\'e}phane Girard",
title = "An extreme quantile estimator for the log-generalized
{Weibull}-tail model",
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volume = "13",
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pages = "137--174",
month = jan,
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Characiejus:2020:GWN,
author = "Vaidotas Characiejus and Gregory Rice",
title = "A general white noise test based on kernel lag-window
estimates of the spectral density operator",
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volume = "13",
number = "??",
pages = "175--196",
month = jan,
year = "2020",
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ISSN-L = "2452-3062",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:PA,
author = "Anonymous",
title = "Pages 1-158 ({April 2020})",
journal = j-ECONOM-STAT,
volume = "14",
number = "??",
pages = "1--158",
month = apr,
year = "2020",
CODEN = "????",
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ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "14",
number = "??",
pages = "ii--ii",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(20)30027-7",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300277",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Daouia:2020:RFE,
author = "Abdelaati Daouia and Jean-Pierre Florens and
L{\'e}opold Simar",
title = "Robust frontier estimation from noisy data: a
{Tikhonov} regularization approach",
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volume = "14",
number = "??",
pages = "1--23",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.07.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300492",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Rich:2020:SFC,
author = "Jeppe Rich",
title = "A spline function class suitable for demand models",
journal = j-ECONOM-STAT,
volume = "14",
number = "??",
pages = "24--37",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.02.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300078",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Angelini:2020:BLS,
author = "Giovanni Angelini",
title = "Bootstrap lag selection in {DSGE} models with
expectations correction",
journal = j-ECONOM-STAT,
volume = "14",
number = "??",
pages = "38--48",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2017.09.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306217300874",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Golosnoy:2020:SIR,
author = "Vasyl Golosnoy and Wolfgang Schmid and Miriam Isabel
Seifert and Taras Lazariv",
title = "Statistical inferences for realized portfolio
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volume = "14",
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pages = "49--62",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2018.08.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300534",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Figini:2020:MRI,
author = "Silvia Figini and Mario Maggi and Pierpaolo Uberti",
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volume = "14",
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pages = "63--73",
month = apr,
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CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306218300017",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ronchetti:2020:ARI,
author = "Elvezio Ronchetti",
title = "Accurate and robust inference",
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volume = "14",
number = "??",
pages = "74--88",
month = apr,
year = "2020",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300022",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bergsma:2020:RP,
author = "Wicher P. Bergsma",
title = "Regression with {$I$}-priors",
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volume = "14",
number = "??",
pages = "89--111",
month = apr,
year = "2020",
CODEN = "????",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300632",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{McElroy:2020:MLP,
author = "Tucker S. McElroy and Marc Wildi",
title = "The Multivariate Linear Prediction Problem:
Model-Based and Direct Filtering Solutions",
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volume = "14",
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pages = "112--130",
month = apr,
year = "2020",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300034",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zhang:2020:SSI,
author = "Liang Zhang and Tianming Zhu and Jin-Ting Zhang",
title = "A Simple Scale-Invariant Two-Sample Test for
High-dimensional Data",
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volume = "14",
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pages = "131--144",
month = apr,
year = "2020",
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DOI = "https://doi.org/10.1016/j.ecosta.2019.12.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300010",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Simone:2020:SHR,
author = "Rosaria Simone and Gerhard Tutz and Maria Iannario",
title = "Subjective heterogeneity in response attitude for
multivariate ordinal outcomes",
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volume = "14",
number = "??",
pages = "145--158",
month = apr,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.04.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Thu May 28 19:03:20 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:PJb,
author = "Anonymous",
title = "Pages 1-136 ({July 2020})",
journal = j-ECONOM-STAT,
volume = "15",
number = "??",
pages = "1--136",
month = jul,
year = "2020",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "15",
number = "??",
pages = "ii--ii",
month = jul,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(20)30062-9",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300629",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Dufour:2020:ESI,
author = "Jean-Marie Dufour and Alain Hecq and Alan Wan",
title = "{EcoSta} special issue on theoretical econometrics",
journal = j-ECONOM-STAT,
volume = "15",
number = "??",
pages = "1--2",
month = jul,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300459",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{DeBlander:2020:IEC,
author = "Rembert {De Blander}",
title = "Iterative estimation correcting for error
auto-correlation in short panels, applied to lagged
dependent variable models",
journal = j-ECONOM-STAT,
volume = "15",
number = "??",
pages = "3--29",
month = jul,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.02.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300186",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Huang:2020:CES,
author = "Bai Huang and Tae-Hwy Lee and Aman Ullah",
title = "Combined estimation of semiparametric panel data
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volume = "15",
number = "??",
pages = "30--45",
month = jul,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.05.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Platoni:2020:HST,
author = "Silvia Platoni and Laura Barbieri and Daniele Moro and
Paolo Sckokai",
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bibdate = "Sat Jul 25 09:31:35 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sampaio:2020:SRG,
author = "Jhames M. Sampaio and Pedro A. Morettin",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Johnson:2020:SIN,
author = "Timothy D. Johnson and Armin Schwartzman",
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}
@Article{Fontaine:2020:MNL,
author = "Charles Fontaine and Ron D. Frostig and Hernando
Ombao",
title = "Modeling non-linear spectral domain dependence using
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fjournal = "Econometrics and Statistics",
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}
@Article{Dai:2020:BLS,
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title = "Pages 1-168 ({October 2020})",
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number = "??",
pages = "1--168",
month = oct,
year = "2020",
CODEN = "????",
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journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2020:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "16",
number = "??",
pages = "ii--ii",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(20)30077-0",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
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bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300770",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Filippeli:2020:DBP,
author = "Thomai Filippeli and Richard Harrison and Konstantinos
Theodoridis",
title = "{DSGE}-based priors for {BVARs} and quasi-{Bayesian}
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
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title = "The effect of explanatory variables on income: a tool
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pages = "28--41",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Asai:2020:RSV,
author = "Manabu Asai and Michael McAleer and Shelton Peiris",
title = "Realized stochastic volatility models with generalized
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Maxand:2020:IIS,
author = "Simone Maxand",
title = "Identification of independent structural shocks in the
presence of multiple {Gaussian} components",
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volume = "16",
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pages = "55--68",
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year = "2020",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Phillip:2020:GBS,
author = "Andrew Phillip and Jennifer Chan and Shelton Peiris",
title = "On generalized bivariate {Student}-$t$ {Gegenbauer}
long memory stochastic volatility models with leverage:
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volume = "16",
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bibdate = "Tue Mar 30 15:57:31 MDT 2021",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Lahiri:2020:FBM,
author = "Ananya Lahiri and Rituparna Sen",
title = "Fractional {Brownian} markets with time-varying
volatility and high-frequency data",
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pages = "91--107",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Cantoni:2020:SIM,
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volume = "16",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kiriliouk:2020:HTT,
author = "Anna Kiriliouk",
title = "Hypothesis testing for tail dependence parameters on
the boundary of the parameter space",
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volume = "16",
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pages = "121--135",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Colombi:2020:STP,
author = "Roberto Colombi",
title = "Selection tests for possibly misspecified hierarchical
multinomial marginal models",
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volume = "16",
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month = oct,
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bibdate = "Tue Mar 30 15:57:31 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Krupskii:2020:FCM,
author = "Pavel Krupskii and Harry Joe",
title = "Flexible copula models with dynamic dependence and
application to financial data",
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volume = "16",
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pages = "148--167",
month = oct,
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bibdate = "Tue Mar 30 15:57:31 MDT 2021",
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}
@Article{Anonymous:2021:PJa,
author = "Anonymous",
title = "Pages 1-172 ({January 2021})",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "1--172",
month = jan,
year = "2021",
CODEN = "????",
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ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "ii--ii",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(21)00023-X",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622100023X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gourieroux:2021:MRM,
author = "C. Gourieroux and A. Monfort",
title = "Model risk management: Valuation and governance of
pseudo-models",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "1--22",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.08.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300708",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hu:2021:SVS,
author = "Guanyu Hu",
title = "Spatially varying sparsity in dynamic regression
models",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "23--34",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.08.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300861",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Centorrino:2021:NIV,
author = "Samuele Centorrino and Jean-Pierre Florens",
title = "Nonparametric Instrumental Variable Estimation of
Binary Response Models with Continuous Endogenous
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journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "35--63",
month = jan,
year = "2021",
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DOI = "https://doi.org/10.1016/j.ecosta.2020.07.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622030071X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{DiIorio:2021:ERC,
author = "Francesca {Di Iorio} and Stefano Fachin",
title = "Evaluating restricted common factor models for
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volume = "17",
number = "??",
pages = "64--75",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.10.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{McCausland:2021:MSV,
author = "William McCausland and Shirley Miller and Denis
Pelletier",
title = "Multivariate stochastic volatility using the {HESSIAN}
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volume = "17",
number = "??",
pages = "76--94",
month = jan,
year = "2021",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622030068X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Castro:2021:ASL,
author = "Tom{\'a}s del Barrio Castro and Heiko Rachinger",
title = "Aggregation of Seasonal Long-Memory Processes",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "95--106",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.06.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300691",
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fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Arsova:2021:PCR,
author = "Antonia Arsova and Deniz Dilan Karaman {\"O}rsal",
title = "A panel cointegrating rank test with structural breaks
and cross-sectional dependence",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "107--129",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300484",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Demetriou:2021:ADB,
author = "I. C. Demetriou",
title = "A {$ O(n) $} algorithm for the discrete best {$ L_4 $}
monotonic approximation problem",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "130--144",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.04.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300393",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Liu:2021:EIS,
author = "Xin Liu and Grace Y. Yi and Glenn Bauman and Wenqing
He",
title = "Ensembling Imbalanced-Spatial-Structured Support
Vector Machine",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "145--155",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.02.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300344",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Behrendt:2021:NAG,
author = "Simon Behrendt and Karsten Schweikert",
title = "A Note on Adaptive Group Lasso for Structural Break
Time Series",
journal = j-ECONOM-STAT,
volume = "17",
number = "??",
pages = "156--172",
month = jan,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.04.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Mar 30 15:57:32 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300320",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:PA,
author = "Anonymous",
title = "Pages 1--142 ({April 2021})",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "1--142",
month = apr,
year = "2021",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "ii--ii",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(21)00041-1",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000411",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kapetanios:2021:SLW,
author = "George Kapetanios and Simon Price and Menelaos Tasiou
and Alexia Ventouri",
title = "State-level wage {Phillips} curves",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "1--11",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622030037X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Jaskowski:2021:SCS,
author = "Marcin Jaskowski and Michael McAleer",
title = "Spurious cross-sectional dependence in credit spread
changes",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "12--27",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.09.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300619",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Colubi:2021:AESa,
author = "Ana Colubi and Erricos Kontoghiorghes",
title = "{{\booktitle{Advances of Econometrics and Statistics
(EcoSta)}}}, 1st issue",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "28--28",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000356",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Liu:2021:BAH,
author = "Hefei Liu and Xinyuan Song",
title = "{Bayesian} analysis of hidden {Markov} structural
equation models with an unknown number of hidden
states",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "29--43",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300356",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Stoehr:2021:DCC,
author = "Christina Stoehr and John A. D. Aston and Claudia
Kirch",
title = "Detecting changes in the covariance structure of
functional time series with application to {fMRI}
data",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "44--62",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.04.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300460",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ferraro:2021:CTM,
author = "Maria Brigida Ferraro and Paolo Giordani and Maurizio
Vichi",
title = "A class of two-mode clustering algorithms in a fuzzy
setting",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "63--78",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300381",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Cong:2021:LRT,
author = "Lin Cong and Weixin Yao",
title = "A Likelihood Ratio Test of a Homoscedastic
Multivariate Normal Mixture Against a Heteroscedastic
Multivariate Normal Mixture",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "79--88",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.01.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000046",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Arnqvist:2021:ESF,
author = "Natalya Pya Arnqvist and Blaise Ngendangenzwa and Eric
Lindahl and Leif Nilsson and Jun Yu",
title = "Efficient surface finish defect detection using
reduced rank spline smoothers and probabilistic
classifiers",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "89--105",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300514",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Maciak:2021:QLA,
author = "Mat{\'u}s Maciak",
title = "Quantile {LASSO} in arbitrage-free option markets",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "106--116",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300526",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sin:2021:UHN,
author = "C. Y. (Chor-yiu) Sin and Cheng-Few Lee",
title = "Using heteroscedasticity-non-consistent or
heteroscedasticity-consistent variances in linear
regression",
journal = j-ECONOM-STAT,
volume = "18",
number = "??",
pages = "117--142",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.10.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:16 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300848",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:PJb,
author = "Anonymous",
title = "Pages 1--188 ({July 2021})",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "1--188",
month = jul,
year = "2021",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "ii--ii",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(21)00069-1",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000691",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zou:2021:BSU,
author = "Nan Zou and Dimitris N. Politis",
title = "Bootstrap seasonal unit root test under periodic
variation",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "1--21",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.01.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300174",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Li:2021:EBE,
author = "Dan Li and Adam Clements and Christopher Drovandi",
title = "Efficient {Bayesian} estimation for {GARCH}-type
models via Sequential {Monte Carlo}",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "22--46",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.02.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300319",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Blasques:2021:FSO,
author = "Francisco Blasques and Andr{\'e} Lucas and Andries C.
van Vlodrop",
title = "Finite Sample Optimality of Score-Driven Volatility
Models: Some {Monte Carlo} Evidence",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "47--57",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.010",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300435",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Cizek:2021:JPV,
author = "Pavel C{\'\i}zek and Chao Hui Koo",
title = "Jump-preserving varying-coefficient models for
nonlinear time series",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "58--96",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.04.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300472",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ankargren:2021:SSN,
author = "Sebastian Ankargren and Paulina Jon{\'e}us",
title = "Simulation smoothing for nowcasting with large
mixed-frequency {VARs}",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "97--113",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.007",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300538",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Voges:2021:CFC,
author = "Michelle Voges and Philipp Sibbertsen",
title = "Cyclical fractional cointegration",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "114--129",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300502",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kreuzer:2021:BIS,
author = "Alexander Kreuzer and Claudia Czado",
title = "{Bayesian} inference for a single factor copula
stochastic volatility model using {Hamiltonian Monte
Carlo}",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "130--150",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.12.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000010",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Abe:2021:EAU,
author = "Toshihiro Abe and Hironori Fujisawa and Takayuki
Kawashima and Christophe Ley",
title = "{EM} algorithm using overparameterization for the
multivariate skew-normal distribution",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "151--168",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000332",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Li:2021:DCA,
author = "Linyuan Li and Pierre Duchesne and Chu Pheuil Liou",
title = "On diagnostic checking in {ARMA} models with
conditionally heteroscedastic martingale difference
using wavelet methods",
journal = j-ECONOM-STAT,
volume = "19",
number = "??",
pages = "169--187",
month = jul,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.04.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000538",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:PO,
author = "Anonymous",
title = "Pages 1--202 ({October 2021})",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "1--202",
month = oct,
year = "2021",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2021:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "ii--ii",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(21)00089-7",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000897",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Colubi:2021:AESb,
author = "Ana Colubi and Erricos Kontoghiorghes",
title = "{{\booktitle{Advances of Econometrics and Statistics
(EcoSta)}}}, 2nd issue",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "1--1",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.08.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000927",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Chronopoulos:2021:KBV,
author = "Ilias Chronopoulos and George Kapetanios and Katerina
Petrova",
title = "Kernel-based Volatility Generalised Least Squares",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "2--11",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.11.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300644",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Amendola:2021:CFV,
author = "Alessandra Amendola and Vincenzo Candila and Giampiero
M. Gallo",
title = "Choosing the frequency of volatility components within
the Double Asymmetric {GARCH--MIDAS--X} model",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "12--28",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.11.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000071",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hecq:2021:FBM,
author = "Alain Hecq and Elisa Voisin",
title = "Forecasting bubbles with mixed causal-noncausal
autoregressive models",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "29--45",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.007",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622030040X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Wenger:2021:FBC,
author = "Kai Wenger and Christian Leschinski",
title = "Fixed-bandwidth {CUSUM} tests under long memory",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "46--61",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.08.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306219300474",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Seri:2021:MCV,
author = "Raffaello Seri and Mario Martinoli and Davide Secchi
and Samuele Centorrino",
title = "Model calibration and validation via confidence sets",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "62--86",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.01.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300162",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hauzenberger:2021:FMP,
author = "Niko Hauzenberger",
title = "Flexible Mixture Priors for Large Time-varying
Parameter Models",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "87--108",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.06.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000654",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Funke:2021:BCL,
author = "Benedikt Funke and Masayuki Hirukawa",
title = "Bias correction for local linear regression estimation
using asymmetric kernels via the skewing method",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "109--130",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.01.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300204",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Baranyi:2021:ICE,
author = "M{\'a}t{\'e} Baranyi and Marianna Bolla",
title = "Iterated conditional expectation algorithm on {DAGs}
and regression graphs",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "131--152",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.05.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300496",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hristache:2021:EMO,
author = "Marian Hristache and Valentin Patilea",
title = "Equivalent models for observables under the assumption
of missing at random",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "153--165",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300332",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Maciak:2021:QLC,
author = "Mat{\'u}s Maciak",
title = "Quantile {LASSO} with changepoints in panel data
models applied to option pricing",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "166--175",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2019.12.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300046",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Morales-Onate:2021:BEL,
author = "V{\'\i}ctor Morales-O{\~n}ate and Federico Crudu and
Moreno Bevilacqua",
title = "Blockwise {Euclidean} likelihood for spatio-temporal
covariance models",
journal = j-ECONOM-STAT,
volume = "20",
number = "??",
pages = "176--201",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.01.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:17 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000034",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:PJa,
author = "Anonymous",
title = "Pages 1--178 ({January 2022})",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "1--178",
month = jan,
year = "2022",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "ii--ii",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(21)00154-4",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001544",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hadjiantoni:2022:ANM,
author = "Stella Hadjiantoni and Erricos John Kontoghiorghes",
title = "An alternative numerical method for estimating
large-scale time-varying parameter seemingly unrelated
regressions models",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "1--18",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.11.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000095",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Geenens:2022:NCA,
author = "Gery Geenens and Richard Dunn",
title = "A nonparametric copula approach to conditional
Value-at-Risk",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "19--37",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.07.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300666",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Chan:2022:TAS,
author = "Wai-Sum Chan",
title = "On temporal aggregation of some nonlinear time-series
models",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "38--49",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300411",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Wee:2022:LIM,
author = "Damien C. H. Wee and Feng Chen and William T. M.
Dunsmuir",
title = "Likelihood inference for {Markov} switching
{GARCH(1,1)} models using sequential {Monte Carlo}",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "50--68",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300368",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Lux:2022:INS,
author = "Thomas Lux",
title = "Inference for Nonlinear State Space Models: a
Comparison of Different Methods applied to
{Markov}-Switching Multifractal Models",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "69--95",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.03.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300307",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Melard:2022:IPA,
author = "Guy M{\'e}lard",
title = "An indirect proof for the asymptotic properties of
{VARMA} model estimators",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "96--111",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.12.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622100006X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ferraty:2022:SIF,
author = "Frederic Ferraty and Alois Kneip and Piotr Kokoszka
and Alexander Petersen",
title = "2nd Special issue on Functional Data Analysis",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "112--113",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.11.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001350",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ghosal:2022:SBT,
author = "Rahul Ghosal and Arnab Maity",
title = "A Score Based Test for Functional Linear Concurrent
Regression",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "114--130",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.05.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000617",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Girard:2022:FEE,
author = "St{\'e}phane Girard and Gilles Stupfler and Antoine
Usseglio-Carleve",
title = "Functional estimation of extreme conditional
expectiles",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "131--158",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.05.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000642",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Petersen:2022:MPD,
author = "Alexander Petersen and Chao Zhang and Piotr Kokoszka",
title = "Modeling Probability Density Functions as Data
Objects",
journal = j-ECONOM-STAT,
volume = "21",
number = "??",
pages = "159--178",
month = jan,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.04.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Tue Jan 18 11:24:18 MST 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622100054X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "ii--ii",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(22)00020-X",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622200020X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Ingrassia:2022:SIM,
author = "Salvatore Ingrassia and Tsung-I Lin",
title = "The 2nd Special issue on Mixture Models",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "1--2",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2022.03.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000235",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Adam:2022:GBM,
author = "Timo Adam and Andreas Mayr and Thomas Kneib",
title = "Gradient boosting in {Markov}-switching generalized
additive models for location, scale, and shape",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "3--16",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.04.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000502",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Corradin:2022:OSS,
author = "Riccardo Corradin and Luis Enrique Nieto-Barajas and
Bernardo Nipoti",
title = "Optimal stratification of survival data via {Bayesian}
nonparametric mixtures",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "17--38",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.05.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000605",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Dirick:2022:HMC,
author = "Lore Dirick and Gerda Claeskens and Andrey Vasnev and
Bart Baesens",
title = "A hierarchical mixture cure model with unobserved
heterogeneity for credit risk",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "39--55",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.12.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000022",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Fitzpatrick:2022:AMC,
author = "Matthew Fitzpatrick and Michael Stewart",
title = "Asymptotics for {Markov} chain mixture detection",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "56--66",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.11.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001337",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kasa:2022:IIG,
author = "Siva Rajesh Kasa and Vaibhav Rajan",
title = "Improved Inference of {Gaussian} Mixture Copula Model
for Clustering and Reproducibility Analysis using
Automatic Differentiation",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "67--97",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.08.010",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001040",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Manisera:2022:MMO,
author = "Marica Manisera and Paola Zuccolotto",
title = "A mixture model for ordinal variables measured on
semantic differential scales",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "98--123",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.07.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000782",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Omerovic:2022:MMR,
author = "Sanela Omerovic and Herwig Friedl and Bettina
Gr{\"u}n",
title = "Modelling Multiple Regimes in Economic Growth by
Mixtures of Generalised Nonlinear Models",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "124--135",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.02.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000307",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Sahin:2022:VCM,
author = "{\"O}zge Sahin and Claudia Czado",
title = "Vine copula mixture models and clustering for
non-{Gaussian} data",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "136--158",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.08.011",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001052",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Xue:2022:MLE,
author = "Jiacheng Xue and Weixin Yao",
title = "Machine Learning Embedded Semiparametric Mixtures of
Regressions with Covariate-Varying Mixing Proportions",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "159--171",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.018",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001453",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zhuang:2022:BNM,
author = "Haoxin Zhuang and Liqun Diao and Grace Y. Yi",
title = "A {Bayesian} nonparametric mixture model for grouping
dependence structures and selecting copula functions",
journal = j-ECONOM-STAT,
volume = "22",
number = "??",
pages = "172--189",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.009",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Mar 23 14:26:36 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000526",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:PJb,
author = "Anonymous",
title = "Pages 1--204 ({July 2022})",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "1--204",
month = jul,
year = "2022",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "ii--ii",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(22)00034-X",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622200034X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Blackburn:2022:TCD,
author = "McKinley L. Blackburn",
title = "Testing for coefficient differences across nested
linear regression specifications",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "1--18",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.007",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000496",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Werge:2022:AAR,
author = "Nicklas Werge and Olivier Wintenberger",
title = "{AdaVol}: an Adaptive Recursive Volatility Prediction
Method",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "19--35",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.01.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000113",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Dette:2022:CIP,
author = "Holger Dette and Vasyl Golosnoy and Janosch
Kellermann",
title = "Correcting Intraday Periodicity Bias in Realized
Volatility Measures",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "36--52",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000320",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Curato:2022:SLE,
author = "Imma Valentina Curato and Simona Sanfelici",
title = "Stochastic leverage effect in high-frequency data: a
{Fourier} based analysis",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "53--82",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000319",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Pigini:2022:CIB,
author = "Claudia Pigini and Francesco Bartolucci",
title = "Conditional inference for binary panel data models
with predetermined covariates",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "83--104",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.01.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000101",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kleppe:2022:ACF,
author = "Tore Selland Kleppe and Roman Liesenfeld and Guilherme
Valle Moura and Atle Oglend",
title = "Analyzing Commodity Futures Using Factor State-Space
Models with {Wishart} Stochastic Volatility",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "105--127",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.03.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000514",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Rodriguez-Caballero:2022:ECG,
author = "Carlos Vladimir Rodr{\'\i}guez-Caballero",
title = "Energy consumption and {GDP}: a panel data analysis
with multi-level cross-sectional dependence",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "128--146",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.11.002",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000083",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Hofert:2022:MTS,
author = "Marius Hofert and Avinash Prasad and Mu Zhu",
title = "Multivariate time-series modeling with generative
neural networks",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "147--164",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.011",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622100126X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Battagliola:2022:BAE,
author = "Maria Laura Battagliola and Helle S{\o}rensen and
Anders Tolver and Ana-Maria Staicu",
title = "A bias-adjusted estimator in quantile regression for
clustered data",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "165--186",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.07.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000794",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Cho:2022:HDG,
author = "Haeran Cho and Karolos K. Korkas",
title = "High-dimensional {GARCH} process segmentation with an
application to Value-at-Risk",
journal = j-ECONOM-STAT,
volume = "23",
number = "??",
pages = "187--203",
month = jul,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.07.009",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Wed Apr 13 05:56:25 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622100085X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:PO,
author = "Anonymous",
title = "Pages 1--194 ({October 2022})",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "1--194",
month = oct,
year = "2022",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2022:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "ii--ii",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(22)00092-2",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306222000922",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bleher:2022:KMA,
author = "Johannes Bleher and Thomas Dimpfl",
title = "Knitting Multi-Annual High-Frequency {Google} Trends
to Predict Inflation and Consumption.",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "1--26",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001210",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Bladt:2022:TSC,
author = "Martin Bladt and Alexander J. McNeil",
title = "Time series copula models using d-vines and
v-transforms",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "27--48",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.07.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000800",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Mayer:2022:LPS,
author = "Alexander Mayer",
title = "On the local power of some tests of strict exogeneity
in linear fixed effects models",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "49--74",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.05.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000599",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Zhang:2022:NGU,
author = "Yixiao Zhang and Cindy L. Yu and Haitao Li",
title = "Nowcasting {GDP} Using Dynamic Factor Model with
Unknown Number of Factors and Stochastic Volatility: a
{Bayesian} Approach",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "75--93",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.08.009",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001039",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kawka:2022:CSD,
author = "Rafael Kawka",
title = "Convergence of spectral density estimators in the
locally stationary framework",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "94--115",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.06.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306220300678",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Breitung:2022:BCM,
author = "J{\"o}rg Breitung and Sebastian Kripfganz and Kazuhiko
Hayakawa",
title = "Bias-corrected method of moments estimators for
dynamic panel data models",
journal = j-ECONOM-STAT,
volume = "24",
number = "??",
pages = "116--132",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.07.001",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221000770",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
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@Article{Li:2022:SCE,
author = "Hua Li and Zhidong Bai and Wing-Keung Wong and Michael
McAleer",
title = "Spectrally-Corrected Estimation for High-Dimensional
{Markowitz} Mean-Variance Optimization",
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volume = "24",
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pages = "133--150",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.005",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001209",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Berger:2022:SPE,
author = "Yves G. Berger and Valentin Patilea",
title = "A semi-parametric empirical likelihood approach for
conditional estimating equations under endogenous
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volume = "24",
number = "??",
pages = "151--163",
month = oct,
year = "2022",
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DOI = "https://doi.org/10.1016/j.ecosta.2021.12.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001489",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Schatz:2022:APP,
author = "Michael Schatz and Spencer Wheatley and Didier
Sornette",
title = "The {ARMA} Point Process and its Estimation",
journal = j-ECONOM-STAT,
volume = "24",
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pages = "164--182",
month = oct,
year = "2022",
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001349",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Gattone:2022:SCB,
author = "Stefano Antonio Gattone and Francesca Fortuna and
Adelia Evangelista and Tonio {Di Battista}",
title = "Simultaneous confidence bands for the functional mean
of convex curves",
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volume = "24",
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pages = "183--193",
month = oct,
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ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Sep 24 10:50:16 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001441",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics ",
}
@Article{Anonymous:2023:PJ,
author = "Anonymous",
title = "Pages 1--134 ({January 2023})",
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volume = "25",
number = "??",
pages = "1--134",
month = jan,
year = "2023",
CODEN = "????",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Anonymous:2023:EB,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "ii--ii",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/S2452-3062(22)00102-2",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306222001022",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kiviet:2023:IFI,
author = "Jan F. Kiviet",
title = "Instrument-free inference under confined regressor
endogeneity and mild regularity",
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volume = "25",
number = "??",
pages = "1--22",
month = jan,
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DOI = "https://doi.org/10.1016/j.ecosta.2021.12.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001623",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Asai:2023:FPG,
author = "Manabu Asai",
title = "Feasible Panel {GARCH} Models: Variance-Targeting
Estimation and Empirical Application",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "23--38",
month = jan,
year = "2023",
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DOI = "https://doi.org/10.1016/j.ecosta.2022.01.004",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622200003X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Savinov:2023:RTT,
author = "Evgeniy Savinov and Victoria Shamraeva",
title = "On a {Rosenblatt}-type transformation of multivariate
copulas",
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volume = "25",
number = "??",
pages = "39--48",
month = jan,
year = "2023",
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DOI = "https://doi.org/10.1016/j.ecosta.2021.10.016",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001313",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Guindani:2023:ESI,
author = "Michele Guindani and F. Javier Rubio",
title = "Editorial: Special issue on Biostatistics",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "49--50",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2022.09.006",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622200096X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Chaurasia:2023:CRF,
author = "Ashok Chaurasia",
title = "Combining rules for {$F$}- and Beta-statistics from
multiply-imputed data",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "51--65",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.08.013",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001076",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Craig:2023:CPR,
author = "Sarah J. C. Craig and Ana M. Kenney and Junli Lin and
Ian M. Paul and Leann L. Birch and Jennifer S. Savage
and Michele E. Marini and Francesca Chiaromonte and
Matthew L. Reimherr and Kateryna D. Makova",
title = "Constructing a polygenic risk score for childhood
obesity using functional data analysis",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "66--86",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.014",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001295",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Kartsonaki:2023:RRR,
author = "Christiana Kartsonaki and D. R. Cox",
title = "Regression Reconstruction from a Retrospective
Sample",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "87--92",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2020.10.003",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S245230622030085X",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Mukhopadhyay:2023:PRS,
author = "Subhadeep Mukhopadhyay and Kaijun Wang",
title = "On The Problem of Relevance in Statistical Inference",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "93--109",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.013",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001283",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Niessl:2023:SIS,
author = "Alexandra Nie{\ss}l and Arthur Allignol and Jan
Beyersmann and Carina Mueller",
title = "Statistical inference for state occupation and
transition probabilities in non-{Markov} multi-state
models subject to both random left-truncation and
right-censoring",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "110--124",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.09.008",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001155",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
@Article{Yi:2023:MDP,
author = "Yanqing Yi and Xikui Wang",
title = "A {Markov} decision process for response adaptive
designs",
journal = j-ECONOM-STAT,
volume = "25",
number = "??",
pages = "125--133",
month = jan,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1016/j.ecosta.2021.10.015",
ISSN = "2452-3062",
ISSN-L = "2452-3062",
bibdate = "Sat Feb 11 10:49:03 MST 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/economstat.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S2452306221001301",
acknowledgement = ack-nhfb,
fjournal = "Econometrics and Statistics",
journal-URL = "https://www.sciencedirect.com/journal/econometrics-and-statistics",
}
